org.apache.commons.math.optimization
Interface BaseMultivariateRealOptimizer<FUNC extends MultivariateRealFunction>

Type Parameters:

FUNC - Type of the objective function to be optimized.

All Superinterfaces:

BaseOptimizer<RealPointValuePair>

All Known Subinterfaces:

DifferentiableMultivariateRealOptimizer, MultivariateRealOptimizer

All Known Implementing Classes:

AbstractScalarDifferentiableOptimizer, BaseAbstractScalarOptimizer, BaseMultiStartMultivariateRealOptimizer, BOBYQAOptimizer, CMAESOptimizer, MultiStartDifferentiableMultivariateRealOptimizer, MultiStartMultivariateRealOptimizer, NonLinearConjugateGradientOptimizer, PowellOptimizer, SimplexOptimizer

public interface BaseMultivariateRealOptimizer<FUNC extends MultivariateRealFunction>
extends BaseOptimizer<RealPointValuePair>

This interface is mainly intended to enforce the internal coherence of Commons-FastMath. Users of the API are advised to base their code on the following interfaces:

• MultivariateRealOptimizer
• DifferentiableMultivariateRealOptimizer

Since:

3.0

Version:

$Id$

Method Summary

RealPointValuePair

optimize(int maxEval, FUNC f, GoalType goalType, double[] startPoint) Optimize an objective function.

Methods inherited from interface org.apache.commons.math.optimization.BaseOptimizer

getConvergenceChecker, getEvaluations, getMaxEvaluations, setConvergenceChecker

Method Detail

optimize

RealPointValuePair optimize(int maxEval,
                            FUNC f,
                            GoalType goalType,
                            double[] startPoint)

Optimize an objective function.

Parameters:

f - Objective function.

goalType - Type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.

startPoint - Start point for optimization.

maxEval - Maximum number of function evaluations.

Returns:

the point/value pair giving the optimal value for objective function.

Throws:

DimensionMismatchException - if the start point dimension is wrong.

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

NullArgumentException - if any argument is null.