org.apache.commons.math3.optimization.general
Class GaussNewtonOptimizer

java.lang.Object
  extended by org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>
      extended by org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer
          extended by org.apache.commons.math3.optimization.general.GaussNewtonOptimizer
All Implemented Interfaces:
BaseMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>, BaseOptimizer<PointVectorValuePair>, DifferentiableMultivariateVectorOptimizer

Deprecated. As of 3.1 (to be removed in 4.0).

@Deprecated
public class GaussNewtonOptimizer
extends AbstractLeastSquaresOptimizer

Gauss-Newton least-squares solver.

This class solve a least-square problem by solving the normal equations of the linearized problem at each iteration. Either LU decomposition or QR decomposition can be used to solve the normal equations. LU decomposition is faster but QR decomposition is more robust for difficult problems.

Since:
2.0
Version:
$Id: GaussNewtonOptimizer.java 1423687 2012-12-18 21:56:18Z erans $

Field Summary
 
Fields inherited from class org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer
cols, cost, objective, point, rows, weightedResidualJacobian, weightedResiduals
 
Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer
evaluations
 
Constructor Summary
GaussNewtonOptimizer()
          Deprecated. See SimpleVectorValueChecker.SimpleVectorValueChecker()
GaussNewtonOptimizer(boolean useLU)
          Deprecated. See SimpleVectorValueChecker.SimpleVectorValueChecker()
GaussNewtonOptimizer(boolean useLU, ConvergenceChecker<PointVectorValuePair> checker)
          Deprecated.  
GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
          Deprecated. Simple constructor with default settings.
 
Method Summary
 PointVectorValuePair doOptimize()
          Deprecated. Perform the bulk of the optimization algorithm.
 
Methods inherited from class org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer
computeCost, computeCovariances, computeResiduals, computeSigma, computeWeightedJacobian, getChiSquare, getCovariances, getCovariances, getJacobianEvaluations, getRMS, getWeightSquareRoot, guessParametersErrors, optimize, optimize, optimizeInternal, setCost, setUp, updateJacobian, updateResidualsAndCost
 
Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer
computeObjectiveValue, getConvergenceChecker, getEvaluations, getMaxEvaluations, getObjectiveFunction, getStartPoint, getTarget, getTargetRef, getWeight, getWeightRef, optimize, optimizeInternal, optimizeInternal
 
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.math3.optimization.BaseOptimizer
getConvergenceChecker, getEvaluations, getMaxEvaluations
 

Constructor Detail

GaussNewtonOptimizer

@Deprecated
public GaussNewtonOptimizer()
Deprecated. See SimpleVectorValueChecker.SimpleVectorValueChecker()

Simple constructor with default settings. The normal equations will be solved using LU decomposition and the convergence check is set to a SimpleVectorValueChecker with default tolerances.


GaussNewtonOptimizer

public GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
Deprecated. 
Simple constructor with default settings. The normal equations will be solved using LU decomposition.

Parameters:
checker - Convergence checker.

GaussNewtonOptimizer

@Deprecated
public GaussNewtonOptimizer(boolean useLU)
Deprecated. See SimpleVectorValueChecker.SimpleVectorValueChecker()

Simple constructor with default settings. The convergence check is set to a SimpleVectorValueChecker with default tolerances.

Parameters:
useLU - If true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.

GaussNewtonOptimizer

public GaussNewtonOptimizer(boolean useLU,
                            ConvergenceChecker<PointVectorValuePair> checker)
Deprecated. 
Parameters:
useLU - If true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.
checker - Convergence checker.
Method Detail

doOptimize

public PointVectorValuePair doOptimize()
Deprecated. 
Perform the bulk of the optimization algorithm.

Specified by:
doOptimize in class BaseAbstractMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>
Returns:
the point/value pair giving the optimal value for the objective function.


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