org.apache.commons.math3.optim.nonlinear.scalar
Class GradientMultivariateOptimizer
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
org.apache.commons.math3.optim.nonlinear.scalar.GradientMultivariateOptimizer
- Direct Known Subclasses:
- NonLinearConjugateGradientOptimizer
public abstract class GradientMultivariateOptimizer
- extends MultivariateOptimizer
Base class for implementing optimizers for multivariate scalar
differentiable functions.
It contains boiler-plate code for dealing with gradient evaluation.
- Since:
- 3.1
- Version:
- $Id$
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
GradientMultivariateOptimizer
protected GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)
- Parameters:
checker
- Convergence checker.
computeObjectiveGradient
protected double[] computeObjectiveGradient(double[] params)
- Compute the gradient vector.
- Parameters:
params
- Point at which the gradient must be evaluated.
- Returns:
- the gradient at the specified point.
optimize
public PointValuePair optimize(OptimizationData... optData)
throws TooManyEvaluationsException
- 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).
- Overrides:
optimize
in class MultivariateOptimizer
- 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 (of the objective function) is exceeded.
Copyright © 2003-2013 The Apache Software Foundation. All Rights Reserved.