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java.lang.Objectorg.apache.commons.math3.optim.BaseOptimizer<PAIR>
org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointVectorValuePair>
org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
public abstract class MultivariateVectorOptimizer
Base class for a multivariate vector function optimizer.
Field Summary | |
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private MultivariateVectorFunction |
model
Model function. |
private double[] |
target
Target values for the model function at optimum. |
private RealMatrix |
weightMatrix
Weight matrix. |
Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer |
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evaluations, iterations |
Constructor Summary | |
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protected |
MultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
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Method Summary | |
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private void |
checkParameters()
Check parameters consistency. |
protected double[] |
computeObjectiveValue(double[] params)
Computes the objective function value. |
double[] |
getTarget()
Gets the observed values to be matched by the objective vector function. |
int |
getTargetSize()
Gets the number of observed values. |
RealMatrix |
getWeight()
Gets the weight matrix of the observations. |
PointVectorValuePair |
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 |
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getLowerBound, getStartPoint, getUpperBound |
Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer |
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doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private double[] target
private RealMatrix weightMatrix
private MultivariateVectorFunction model
Constructor Detail |
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protected MultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
checker
- Convergence checker.Method Detail |
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protected double[] computeObjectiveValue(double[] params)
params
- Point at which the objective function must be evaluated.
TooManyEvaluationsException
- if the maximal number of evaluations
(of the model vector function) is exceeded.public PointVectorValuePair optimize(OptimizationData... optData) throws TooManyEvaluationsException, DimensionMismatchException
optimize
in class BaseMultivariateOptimizer<PointVectorValuePair>
optData
- Optimization data. The following data will be looked for:
TooManyEvaluationsException
- if the maximal number of
evaluations is exceeded.
DimensionMismatchException
- if the initial guess, target, and weight
arguments have inconsistent dimensions.public RealMatrix getWeight()
public double[] getTarget()
public int getTargetSize()
private void parseOptimizationData(OptimizationData... optData)
optData
- Optimization data. The following data will be looked for:
private void checkParameters()
DimensionMismatchException
- if target
and
weightMatrix
have inconsistent dimensions.
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