org.apache.commons.math.optimization
Class MultiStartDifferentiableMultivariateRealOptimizer

java.lang.Object
  org.apache.commons.math.optimization.BaseMultiStartMultivariateRealOptimizer<DifferentiableMultivariateRealFunction>
      org.apache.commons.math.optimization.MultiStartDifferentiableMultivariateRealOptimizer

All Implemented Interfaces:

BaseMultivariateRealOptimizer<DifferentiableMultivariateRealFunction>, BaseOptimizer<RealPointValuePair>, DifferentiableMultivariateRealOptimizer

public class MultiStartDifferentiableMultivariateRealOptimizer
extends BaseMultiStartMultivariateRealOptimizer<DifferentiableMultivariateRealFunction>
implements DifferentiableMultivariateRealOptimizer

Special implementation of the DifferentiableMultivariateRealOptimizer interface adding multi-start features to an existing optimizer. This class wraps a classical optimizer to use it several times in turn with different starting points in order to avoid being trapped into a local extremum when looking for a global one.

Since:

2.0

Version:

$Id: MultiStartDifferentiableMultivariateRealOptimizer.java 1131229 2011-06-03 20:49:25Z luc $

Constructor Summary

MultiStartDifferentiableMultivariateRealOptimizer(DifferentiableMultivariateRealOptimizer optimizer, int starts, RandomVectorGenerator generator)
Create a multi-start optimizer from a single-start optimizer.

Method Summary

Methods inherited from class org.apache.commons.math.optimization.BaseMultiStartMultivariateRealOptimizer

getConvergenceChecker, getEvaluations, getMaxEvaluations, getOptima, optimize, setConvergenceChecker

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

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

optimize

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

getConvergenceChecker, getEvaluations, getMaxEvaluations, setConvergenceChecker

Constructor Detail

MultiStartDifferentiableMultivariateRealOptimizer

public MultiStartDifferentiableMultivariateRealOptimizer(DifferentiableMultivariateRealOptimizer optimizer,
                                                         int starts,
                                                         RandomVectorGenerator generator)

Create a multi-start optimizer from a single-start optimizer.

Parameters:

optimizer - Single-start optimizer to wrap.

starts - Number of starts to perform (including the first one), multi-start is disabled if value is less than or equal to 1.

generator - Random vector generator to use for restarts.