Package org.apache.commons.math3.optimization.general

Class GaussNewtonOptimizer

java.lang.Object

org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>

org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer

org.apache.commons.math3.optimization.general.GaussNewtonOptimizer

All Implemented Interfaces:

BaseMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>, BaseOptimizer<PointVectorValuePair>, DifferentiableMultivariateVectorOptimizer

@Deprecated
public class GaussNewtonOptimizer
extends AbstractLeastSquaresOptimizer

Deprecated.

As of 3.1 (to be removed in 4.0).

Gauss-Newton least-squares solver.

This class solve a least-square problem by solving the normal equations of the linearized problem at each iteration. Either LU decomposition or QR decomposition can be used to solve the normal equations. LU decomposition is faster but QR decomposition is more robust for difficult problems.

Since:

2.0

Field Summary

Fields inherited from class org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer

cols, cost, objective, point, rows, weightedResidualJacobian, weightedResiduals

Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer

evaluations

Constructor Summary

Constructors

Constructor	Description
GaussNewtonOptimizer()	Deprecated. See SimpleVectorValueChecker()
GaussNewtonOptimizer(boolean useLU)	Deprecated. See SimpleVectorValueChecker()
GaussNewtonOptimizer(boolean useLU, ConvergenceChecker<PointVectorValuePair> checker)	Deprecated.
GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)	Deprecated. Simple constructor with default settings.

Method Summary

Modifier and Type	Method	Description
PointVectorValuePair	doOptimize()	Deprecated. Perform the bulk of the optimization algorithm.

Methods inherited from class org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer

computeCost, computeCovariances, computeResiduals, computeSigma, computeWeightedJacobian, getChiSquare, getCovariances, getCovariances, getJacobianEvaluations, getRMS, getWeightSquareRoot, guessParametersErrors, optimize, optimize, optimizeInternal, setCost, setUp, updateJacobian, updateResidualsAndCost

Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer

computeObjectiveValue, getConvergenceChecker, getEvaluations, getMaxEvaluations, getObjectiveFunction, getStartPoint, getTarget, getTargetRef, getWeight, getWeightRef, optimize, optimizeInternal, optimizeInternal

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer

getConvergenceChecker, getEvaluations, getMaxEvaluations

Constructor Details

GaussNewtonOptimizer

@Deprecated
public GaussNewtonOptimizer()

Deprecated.

See SimpleVectorValueChecker()

Simple constructor with default settings. The normal equations will be solved using LU decomposition and the convergence check is set to a SimpleVectorValueChecker with default tolerances.

GaussNewtonOptimizer

public GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)

Deprecated.

Simple constructor with default settings. The normal equations will be solved using LU decomposition.

Parameters:

checker - Convergence checker.

GaussNewtonOptimizer

@Deprecated
public GaussNewtonOptimizer(boolean useLU)

Deprecated.

See SimpleVectorValueChecker()

Simple constructor with default settings. The convergence check is set to a SimpleVectorValueChecker with default tolerances.

Parameters:

useLU - If true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.

GaussNewtonOptimizer

public GaussNewtonOptimizer(boolean useLU,
 ConvergenceChecker<PointVectorValuePair> checker)

Deprecated.

Parameters:

useLU - If true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.

checker - Convergence checker.

Method Details

doOptimize

public PointVectorValuePair doOptimize()

Deprecated.

Perform the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseAbstractMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>

Returns:

the point/value pair giving the optimal value for the objective function.