org.apache.commons.math.optimization
Interface BaseMultivariateVectorialOptimizer<FUNC extends MultivariateVectorialFunction>

Type Parameters:

FUNC - Type of the objective function to be optimized.

All Superinterfaces:

BaseOptimizer<VectorialPointValuePair>

All Known Subinterfaces:

DifferentiableMultivariateVectorialOptimizer

All Known Implementing Classes:

AbstractLeastSquaresOptimizer, BaseAbstractVectorialOptimizer, BaseMultiStartMultivariateVectorialOptimizer, GaussNewtonOptimizer, LevenbergMarquardtOptimizer, MultiStartDifferentiableMultivariateVectorialOptimizer

public interface BaseMultivariateVectorialOptimizer<FUNC extends MultivariateVectorialFunction>
extends BaseOptimizer<VectorialPointValuePair>

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

• DifferentiableMultivariateVectorialOptimizer

Since:

3.0

Version:

$Id$

Method Summary

VectorialPointValuePair

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

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

getConvergenceChecker, getEvaluations, getMaxEvaluations, setConvergenceChecker

Method Detail

optimize

VectorialPointValuePair optimize(int maxEval,
                                 FUNC f,
                                 double[] target,
                                 double[] weight,
                                 double[] startPoint)

Optimize an objective function. Optimization is considered to be a weighted least-squares minimization. The cost function to be minimized is ∑weighti(objectivei - targeti)2

Parameters:

f - Objective function.

target - Target value for the objective functions at optimum.

weight - Weights for the least squares cost computation.

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.