Package org.apache.commons.math4.legacy.optim

Class BaseOptimizer<PAIR>

java.lang.Object

org.apache.commons.math4.legacy.optim.BaseOptimizer<PAIR>

Type Parameters:

PAIR - Type of the point/value pair returned by the optimization algorithm.

Direct Known Subclasses:

BaseMultivariateOptimizer, UnivariateOptimizer

public abstract class BaseOptimizer<PAIR>
extends Object

Base class for implementing optimizers. It contains the boiler-plate code for counting the number of evaluations of the objective function and the number of iterations of the algorithm. It also stores a convergence checker, as well as default tolerances (how the checker and tolerances are used is determined by subclasses). It is not a "user" class.

Since:

3.1

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BaseOptimizer(ConvergenceChecker<PAIR> checker)
protected	BaseOptimizer(ConvergenceChecker<PAIR> checker, int maxEval, int maxIter)

Method Summary

Modifier and Type	Method	Description
protected abstract PAIR	doOptimize()	Performs the bulk of the optimization algorithm.
protected double	getAbsoluteTolerance()
ConvergenceChecker<PAIR>	getConvergenceChecker()	Gets the convergence checker.
int	getEvaluations()	Gets the number of evaluations of the objective function.
int	getIterations()	Gets the number of iterations performed by the algorithm.
int	getMaxEvaluations()	Gets the maximal number of function evaluations.
int	getMaxIterations()	Gets the maximal number of iterations.
protected double	getRelativeTolerance()
protected void	incrementEvaluationCount()	Increment the evaluation count.
protected void	incrementIterationCount()	Increment the iteration count.
PAIR	optimize()	Performs the optimization.
PAIR	optimize(OptimizationData... optData)	Stores data and performs the optimization.
protected void	parseOptimizationData(OptimizationData... optData)	Scans the list of (required and optional) optimization data that characterize the problem.

Methods inherited from class java.lang.Object

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

Constructor Detail

BaseOptimizer

protected BaseOptimizer(ConvergenceChecker<PAIR> checker)

Parameters:

checker - Convergence checker.

BaseOptimizer

protected BaseOptimizer(ConvergenceChecker<PAIR> checker,
                        int maxEval,
                        int maxIter)

Parameters:

checker - Convergence checker.

maxEval - Maximum number of objective function evaluations.

maxIter - Maximum number of algorithm iterations.

Method Detail

getRelativeTolerance

protected double getRelativeTolerance()

Returns:

the relative tolerance.

getAbsoluteTolerance

protected double getAbsoluteTolerance()

Returns:

the absolute tolerance.

getMaxEvaluations

public int getMaxEvaluations()

Gets the maximal number of function evaluations.

Returns:

the maximal number of function evaluations.

getEvaluations

public int getEvaluations()

Gets the number of evaluations of the objective function. The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.

Returns:

the number of evaluations of the objective function.

getMaxIterations

public int getMaxIterations()

Gets the maximal number of iterations.

Returns:

the maximal number of iterations.

getIterations

public int getIterations()

Gets the number of iterations performed by the algorithm. The number iterations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.

Returns:

the number of evaluations of the objective function.

getConvergenceChecker

public ConvergenceChecker<PAIR> getConvergenceChecker()

Gets the convergence checker.

Returns:

the object used to check for convergence.

optimize

public PAIR optimize(OptimizationData... optData)

Stores data and performs the optimization.

The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.

When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).

Important note: Subclasses must override parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

Parameters:

optData - Optimization data. This method will register the following data:

• MaxEval
• MaxIter
• ConvergenceChecker
• Tolerance

Returns:

a point/value pair that satisfies the convergence criteria.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

TooManyIterationsException - if the maximal number of iterations is exceeded.

optimize

public PAIR optimize()

Performs the optimization.

Returns:

a point/value pair that satisfies the convergence criteria.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

TooManyIterationsException - if the maximal number of iterations is exceeded.

doOptimize

protected abstract PAIR doOptimize()

Performs the bulk of the optimization algorithm.

Returns:

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

incrementEvaluationCount

protected void incrementEvaluationCount()

Increment the evaluation count.

Throws:

TooManyEvaluationsException - if the allowed evaluations have been exhausted.

incrementIterationCount

protected void incrementIterationCount()

Increment the iteration count.

Throws:

TooManyIterationsException - if the allowed iterations have been exhausted.

parseOptimizationData

protected void parseOptimizationData(OptimizationData... optData)

Scans the list of (required and optional) optimization data that characterize the problem.

Parameters:

optData - Optimization data. The following data will be looked for:

• MaxEval
• MaxIter
• ConvergenceChecker