org.apache.commons.math.optimization.direct
Class PowellOptimizer

java.lang.Object
  org.apache.commons.math.optimization.direct.BaseAbstractScalarOptimizer<MultivariateRealFunction>
      org.apache.commons.math.optimization.direct.PowellOptimizer

All Implemented Interfaces:

BaseMultivariateRealOptimizer<MultivariateRealFunction>, BaseOptimizer<RealPointValuePair>, MultivariateRealOptimizer

public class PowellOptimizer
extends BaseAbstractScalarOptimizer<MultivariateRealFunction>
implements MultivariateRealOptimizer

Powell algorithm. This code is translated and adapted from the Python version of this algorithm (as implemented in module optimize.py v0.5 of SciPy).
The default stopping criterion is based on the differences of the function value between two successive iterations. It is however possible to define a custom convergence checker that might terminate the algorithm earlier.

Since:

2.2

Version:

$Id$

Field Summary

Fields inherited from class org.apache.commons.math.optimization.direct.BaseAbstractScalarOptimizer

evaluations

Constructor Summary

PowellOptimizer(double rel, double abs)
The parameters control the default convergence checking procedure, and the line search tolerances.

PowellOptimizer(double rel, double abs, ConvergenceChecker<RealPointValuePair> checker)
This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure and the line search tolerances.

Method Summary

protected RealPointValuePair

doOptimize() Perform the bulk of the optimization algorithm.

Methods inherited from class org.apache.commons.math.optimization.direct.BaseAbstractScalarOptimizer

computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getMaxEvaluations, getStartPoint, 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

PowellOptimizer

public PowellOptimizer(double rel,
                       double abs,
                       ConvergenceChecker<RealPointValuePair> checker)

This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure and the line search tolerances.

Parameters:

rel - Relative threshold.

abs - Absolute threshold.

checker - Convergence checker.

Throws:

NotStrictlyPositiveException - if abs <= 0.

NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

PowellOptimizer

public PowellOptimizer(double rel,
                       double abs)

The parameters control the default convergence checking procedure, and the line search tolerances.

Parameters:

rel - Relative threshold.

abs - Absolute threshold.

Throws:

NotStrictlyPositiveException - if abs <= 0.

NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

Method Detail

doOptimize

protected RealPointValuePair doOptimize()

Perform the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseAbstractScalarOptimizer<MultivariateRealFunction>

Returns:

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