JacobianMultivariateVectorOptimizer (Commons Math 3.1 API)

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org.apache.commons.math3.optim.nonlinear.vector
Class JacobianMultivariateVectorOptimizer

java.lang.Object
  org.apache.commons.math3.optim.BaseOptimizer<PAIR>
      org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointVectorValuePair>
          org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
              org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer

Direct Known Subclasses:: AbstractLeastSquaresOptimizer

public abstract class JacobianMultivariateVectorOptimizer
extends MultivariateVectorOptimizer
extends MultivariateVectorOptimizer

Base class for implementing optimizers for multivariate vector differentiable functions. It contains boiler-plate code for dealing with Jacobian evaluation. It assumes that the rows of the Jacobian matrix iterate on the model functions while the columns iterate on the parameters; thus, the numbers of rows is equal to the dimension of the Target while the number of columns is equal to the dimension of the InitialGuess.

Since:: 3.1
Version:: $Id$

Field Summary

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer
`evaluations, iterations`

Constructor Summary
`protected`	`JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)`

Method Summary
`protected double[][]`	`computeJacobian(double[] params)` Computes the Jacobian matrix.
`PointVectorValuePair`	`optimize(OptimizationData... optData)` Stores data and performs the optimization.

Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
`computeObjectiveValue, getTarget, getTargetSize, getWeight`

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

JacobianMultivariateVectorOptimizer

protected JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)

Parameters:: checker - Convergence checker.

Method Detail

computeJacobian

protected double[][] computeJacobian(double[] params)

Computes the Jacobian matrix.

Parameters:: params - Point at which the Jacobian must be evaluated.
Returns:: the Jacobian at the specified point.

optimize

public PointVectorValuePair optimize(OptimizationData... optData)
                              throws TooManyEvaluationsException,
                                     DimensionMismatchException

Stores data and performs the optimization.

Overrides:: optimize in class MultivariateVectorOptimizer

Parameters:

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

Returns:

a point/value pair that satifies the convergence criteria.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

DimensionMismatchException - if the initial guess, target, and weight arguments have inconsistent dimensions.