org.apache.commons.math3.optim.nonlinear.vector
public abstract class MultivariateVectorOptimizer extends BaseMultivariateOptimizer<PointVectorValuePair>
Modifier and Type | Field and Description |
---|---|
private MultivariateVectorFunction |
model
Model function.
|
private double[] |
target
Target values for the model function at optimum.
|
private RealMatrix |
weightMatrix
Weight matrix.
|
evaluations, iterations
Modifier | Constructor and Description |
---|---|
protected |
MultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker) |
Modifier and Type | Method and Description |
---|---|
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.
|
getLowerBound, getStartPoint, getUpperBound
doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount
private double[] target
private RealMatrix weightMatrix
private MultivariateVectorFunction model
protected MultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
checker
- Convergence checker.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.Copyright (c) 2003-2013 Apache Software Foundation