org.apache.commons.math3.optim.nonlinear.scalar
Class GradientMultivariateOptimizer
java.lang.Object
org.apache.commons.math3.optim.BaseOptimizer<PAIR>
org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointValuePair>
org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer
org.apache.commons.math3.optim.nonlinear.scalar.GradientMultivariateOptimizer
- Direct Known Subclasses:
- NonLinearConjugateGradientOptimizer
public abstract class GradientMultivariateOptimizer
- extends MultivariateOptimizer
Base class for implementing optimizers for multivariate scalar
differentiable functions.
It contains boiler-plate code for dealing with gradient evaluation.
- Since:
- 3.1
- Version:
- $Id$
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
gradient
private MultivariateVectorFunction gradient
- Gradient of the objective function.
GradientMultivariateOptimizer
protected GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)
- Parameters:
checker
- Convergence checker.
computeObjectiveGradient
protected double[] computeObjectiveGradient(double[] params)
- Compute the gradient vector.
- Parameters:
params
- Point at which the gradient must be evaluated.
- Returns:
- the gradient at the specified point.
optimize
public PointValuePair optimize(OptimizationData... optData)
throws TooManyEvaluationsException
- Stores data and performs the optimization.
- Overrides:
optimize
in class MultivariateOptimizer
- Parameters:
optData
- Optimization data.
The following data will be looked for:
- Returns:
- a point/value pair that satifies the convergence criteria.
- Throws:
TooManyEvaluationsException
- if the maximal number of
evaluations (of the objective function) is exceeded.
parseOptimizationData
private void parseOptimizationData(OptimizationData... optData)
- Scans the list of (required and optional) optimization data that
characterize the problem.
- Parameters:
optData
- Optimization data.
The following data will be looked for:
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