org.apache.commons.math3.optim.nonlinear.scalar
Class MultivariateOptimizer

java.lang.Object
  org.apache.commons.math3.optim.BaseOptimizer<PAIR>
      org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointValuePair>
          org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer

Direct Known Subclasses:

BOBYQAOptimizer, CMAESOptimizer, GradientMultivariateOptimizer, LinearOptimizer, PowellOptimizer, SimplexOptimizer

public abstract class MultivariateOptimizer
extends BaseMultivariateOptimizer<PointValuePair>

Base class for a multivariate scalar function optimizer.

Since:

3.1

Version:

$Id$

Field Summary

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

protected

MultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)

Method Summary

protected double	computeObjectiveValue(double[] params) Computes the objective function value.
GoalType	getGoalType()
PointValuePair	optimize(OptimizationData... optData) Stores data and performs the optimization.

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer

doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount

Methods inherited from class java.lang.Object

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

Constructor Detail

MultivariateOptimizer

protected MultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)

Parameters:

checker - Convergence checker.

Method Detail

optimize

public PointValuePair optimize(OptimizationData... optData)
                        throws TooManyEvaluationsException

Stores data and performs the optimization.

Overrides:

optimize in class BaseMultivariateOptimizer<PointValuePair>

Parameters:

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

• MaxEval
• InitialGuess
• SimpleBounds
• ObjectiveFunction
• GoalType

Returns:

a point/value pair that satifies the convergence criteria.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

getGoalType

public GoalType getGoalType()

Returns:

the optimization type.

computeObjectiveValue

protected double computeObjectiveValue(double[] params)

Computes the objective function value. This method must be called by subclasses to enforce the evaluation counter limit.

Parameters:

params - Point at which the objective function must be evaluated.

Returns:

the objective function value at the specified point.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.