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java.lang.Objectorg.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<FUNC>
FUNC
- Type of the objective function to be optimized.public abstract class BaseAbstractMultivariateOptimizer<FUNC extends MultivariateFunction>
Base class for implementing optimizers for multivariate scalar functions. This base class handles the boiler-plate methods associated to thresholds settings, iterations and evaluations counting.
Field Summary | |
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private ConvergenceChecker<PointValuePair> |
checker
Convergence checker. |
protected Incrementor |
evaluations
Evaluations counter. |
private MultivariateFunction |
function
Objective function. |
private GoalType |
goal
Type of optimization. |
private double[] |
start
Initial guess. |
Constructor Summary | |
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protected |
BaseAbstractMultivariateOptimizer()
Simple constructor with default settings. |
protected |
BaseAbstractMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)
|
Method Summary | |
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protected double |
computeObjectiveValue(double[] point)
Compute the objective function value. |
protected abstract PointValuePair |
doOptimize()
Perform the bulk of the optimization algorithm. |
ConvergenceChecker<PointValuePair> |
getConvergenceChecker()
Get the convergence checker. |
int |
getEvaluations()
Get the number of evaluations of the objective function. |
GoalType |
getGoalType()
|
int |
getMaxEvaluations()
Get the maximal number of function evaluations. |
double[] |
getStartPoint()
|
PointValuePair |
optimize(int maxEval,
FUNC f,
GoalType goalType,
double[] startPoint)
Optimize an objective function. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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protected final Incrementor evaluations
private ConvergenceChecker<PointValuePair> checker
private GoalType goal
private double[] start
private MultivariateFunction function
Constructor Detail |
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protected BaseAbstractMultivariateOptimizer()
SimpleValueChecker
and
the allowed number of evaluations is set to Integer.MAX_VALUE
.
protected BaseAbstractMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)
checker
- Convergence checker.Method Detail |
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public int getMaxEvaluations()
getMaxEvaluations
in interface BaseOptimizer<PointValuePair>
public int getEvaluations()
optimize
method. It is 0 if the method has not been
called yet.
getEvaluations
in interface BaseOptimizer<PointValuePair>
public ConvergenceChecker<PointValuePair> getConvergenceChecker()
getConvergenceChecker
in interface BaseOptimizer<PointValuePair>
protected double computeObjectiveValue(double[] point)
point
- Point at which the objective function must be evaluated.
TooManyEvaluationsException
- if the maximal number of
evaluations is exceeded.public PointValuePair optimize(int maxEval, FUNC f, GoalType goalType, double[] startPoint)
optimize
in interface BaseMultivariateOptimizer<FUNC extends MultivariateFunction>
maxEval
- Maximum number of function evaluations.f
- Objective function.goalType
- Type of optimization goal: either
GoalType.MAXIMIZE
or GoalType.MINIMIZE
.startPoint
- Start point for optimization.
public GoalType getGoalType()
public double[] getStartPoint()
protected abstract PointValuePair doOptimize()
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