org.apache.commons.math3.optim.nonlinear.scalar
Class MultivariateOptimizer

java.lang.Object
  extended by org.apache.commons.math3.optim.BaseOptimizer<PAIR>
      extended by org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointValuePair>
          extended by org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer
Direct Known Subclasses:
BOBYQAOptimizer, CMAESOptimizer, GradientMultivariateOptimizer, LinearOptimizer, PowellOptimizer, SimplexOptimizer

public abstract class MultivariateOptimizer
extends BaseMultivariateOptimizer<PointValuePair>

Base class for a multivariate scalar function optimizer.

Since:
3.1
Version:
$Id$

Field Summary
private  MultivariateFunction function
          Objective function.
private  GoalType goal
          Type of optimization.
 
Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer
evaluations, iterations
 
Constructor Summary
protected MultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)
           
 
Method Summary
protected  double computeObjectiveValue(double[] params)
          Computes the objective function value.
 GoalType getGoalType()
           
 PointValuePair optimize(OptimizationData... optData)
          Stores data and performs the optimization.
private  void parseOptimizationData(OptimizationData... optData)
          Scans the list of (required and optional) optimization data that characterize the problem.
 
Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer
getLowerBound, getStartPoint, getUpperBound
 
Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer
doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

function

private MultivariateFunction function
Objective function.


goal

private GoalType goal
Type of optimization.

Constructor Detail

MultivariateOptimizer

protected MultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)
Parameters:
checker - Convergence checker.
Method Detail

optimize

public PointValuePair optimize(OptimizationData... optData)
                        throws TooManyEvaluationsException
Stores data and performs the optimization.

Overrides:
optimize in class BaseMultivariateOptimizer<PointValuePair>
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 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:

getGoalType

public GoalType getGoalType()
Returns:
the optimization type.

computeObjectiveValue

protected double computeObjectiveValue(double[] params)
Computes the objective function value. This method must be called by subclasses to enforce the evaluation counter limit.

Parameters:
params - Point at which the objective function must be evaluated.
Returns:
the objective function value at the specified point.
Throws:
TooManyEvaluationsException - if the maximal number of evaluations is exceeded.


Copyright (c) 2003-2013 Apache Software Foundation