org.apache.commons.math.optimization
Class MultiStartDifferentiableMultivariateVectorialOptimizer

java.lang.Object
  org.apache.commons.math.optimization.BaseMultiStartMultivariateVectorialOptimizer<DifferentiableMultivariateVectorialFunction>
      org.apache.commons.math.optimization.MultiStartDifferentiableMultivariateVectorialOptimizer

All Implemented Interfaces:

BaseMultivariateVectorialOptimizer<DifferentiableMultivariateVectorialFunction>, BaseOptimizer<VectorialPointValuePair>, DifferentiableMultivariateVectorialOptimizer

public class MultiStartDifferentiableMultivariateVectorialOptimizer
extends BaseMultiStartMultivariateVectorialOptimizer<DifferentiableMultivariateVectorialFunction>
implements DifferentiableMultivariateVectorialOptimizer

Special implementation of the DifferentiableMultivariateVectorialOptimizer interface addind 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: MultiStartDifferentiableMultivariateVectorialOptimizer.java 1131229 2011-06-03 20:49:25Z luc $

Constructor Summary

MultiStartDifferentiableMultivariateVectorialOptimizer(DifferentiableMultivariateVectorialOptimizer 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.BaseMultiStartMultivariateVectorialOptimizer

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.BaseMultivariateVectorialOptimizer

optimize

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

getConvergenceChecker, getEvaluations, getMaxEvaluations, setConvergenceChecker

Constructor Detail

MultiStartDifferentiableMultivariateVectorialOptimizer

public MultiStartDifferentiableMultivariateVectorialOptimizer(DifferentiableMultivariateVectorialOptimizer 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.