Package org.apache.commons.math3.optimization.direct

Class BaseAbstractMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction>

    • Field Detail

      • evaluations

        protected final Incrementor evaluations
        Deprecated.
        Evaluations counter.

      • target

        private double[] target
        Deprecated.
        Target value for the objective functions at optimum.

      • weightMatrix

        private RealMatrix weightMatrix
        Deprecated.
        Weight matrix.

      • weight

        @Deprecated
private double[] weight
        Deprecated.
        Weight for the least squares cost computation.

      • start

        private double[] start
        Deprecated.
        Initial guess.

    • Constructor Detail

      • BaseAbstractMultivariateVectorOptimizer

        @Deprecated
protected BaseAbstractMultivariateVectorOptimizer()
        Deprecated.
        See SimpleVectorValueChecker()
        Simple constructor with default settings. The convergence check is set to a SimpleVectorValueChecker.

      • BaseAbstractMultivariateVectorOptimizer

        protected BaseAbstractMultivariateVectorOptimizer​(ConvergenceChecker<PointVectorValuePair> checker)
        Deprecated.
        Parameters:
        checker - Convergence checker.

    • Method Detail

      • getEvaluations

        public int getEvaluations()
        Deprecated.
        Get 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.
        Specified by:
        getEvaluations in interface BaseOptimizer<FUNC extends MultivariateVectorFunction>
        Returns:
        the number of evaluations of the objective function.

      • computeObjectiveValue

        protected double[] computeObjectiveValue​(double[] point)
        Deprecated.
        Compute the objective function value.
        Parameters:
        point - 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.

      • optimize

        @Deprecated
public PointVectorValuePair optimize​(int maxEval,
                                     FUNC f,
                                     double[] t,
                                     double[] w,
                                     double[] startPoint)
        Deprecated.
        As of 3.1. Please use optimize(int,MultivariateVectorFunction,OptimizationData[]) instead.
        Optimize an objective function. Optimization is considered to be a weighted least-squares minimization. The cost function to be minimized is ∑weighti(objectivei - targeti)2
        Specified by:
        optimize in interface BaseMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction>
        Parameters:
        maxEval - Maximum number of function evaluations.
        f - Objective function.
        t - Target value for the objective functions at optimum.
        w - Weights for the least squares cost computation.
        startPoint - Start point for optimization.
        Returns:
        the point/value pair giving the optimal value for objective function.

      • optimizeInternal

        @Deprecated
protected PointVectorValuePair optimizeInternal​(int maxEval,
                                                FUNC f,
                                                double[] t,
                                                double[] w,
                                                double[] startPoint)
        Deprecated.
        As of 3.1. Please use optimizeInternal(int,MultivariateVectorFunction,OptimizationData[]) instead.
        Optimize an objective function. Optimization is considered to be a weighted least-squares minimization. The cost function to be minimized is ∑weighti(objectivei - targeti)2
        Parameters:
        f - Objective function.
        t - Target value for the objective functions at optimum.
        w - Weights for the least squares cost computation.
        startPoint - Start point for optimization.
        maxEval - Maximum number of function evaluations.
        Returns:
        the point/value pair giving the optimal value for objective function.
        Throws:
        DimensionMismatchException - if the start point dimension is wrong.
        TooManyEvaluationsException - if the maximal number of evaluations is exceeded.
        NullArgumentException - if any argument is null.

      • getStartPoint

        public double[] getStartPoint()
        Deprecated.
        Gets the initial values of the optimized parameters.
        Returns:
        the initial guess.

      • getWeight

        public RealMatrix getWeight()
        Deprecated.
        Gets the weight matrix of the observations.
        Returns:
        the weight matrix.
        Since:
        3.1

      • getTarget

        public double[] getTarget()
        Deprecated.
        Gets the observed values to be matched by the objective vector function.
        Returns:
        the target values.
        Since:
        3.1

      • getObjectiveFunction

        protected FUNC getObjectiveFunction()
        Deprecated.
        Gets the objective vector function. Note that this access bypasses the evaluation counter.
        Returns:
        the objective vector function.
        Since:
        3.1

      • doOptimize

        protected abstract PointVectorValuePair doOptimize()
        Deprecated.
        Perform the bulk of the optimization algorithm.
        Returns:
        the point/value pair giving the optimal value for the objective function.

      • getTargetRef

        @Deprecated
protected double[] getTargetRef()
        Deprecated.
        As of 3.1.
        Returns:
        a reference to the array.

      • getWeightRef

        @Deprecated
protected double[] getWeightRef()
        Deprecated.
        As of 3.1.
        Returns:
        a reference to the array.

      • setUp

        protected void setUp()
        Deprecated.
        Method which a subclass must override whenever its internal state depend on the input parsed by this base class. It will be called after the parsing step performed in the optimize method and just before doOptimize().
        Since:
        3.1

      • parseOptimizationData

        private void parseOptimizationData​(OptimizationData... optData)
        Deprecated.
        Scans the list of (required and optional) optimization data that characterize the problem.
        Parameters:
        optData - Optimization data. The following data will be looked for: