Package org.apache.commons.math.optimization.general

Class AbstractScalarDifferentiableOptimizer

java.lang.Object

org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer

All Implemented Interfaces:

DifferentiableMultivariateRealOptimizer

Direct Known Subclasses:

NonLinearConjugateGradientOptimizer, PowellOptimizer

public abstract class AbstractScalarDifferentiableOptimizer
extends java.lang.Object
implements DifferentiableMultivariateRealOptimizer

Base class for implementing optimizers for multivariate scalar functions.

This base class handles the boilerplate methods associated to thresholds settings, iterations and evaluations counting.

Since:

2.0

Version:

$Revision: 1069567 $ $Date: 2011-02-10 22:07:26 +0100 (jeu. 10 févr. 2011) $

Field Summary

Fields

Modifier and Type	Field	Description
protected RealConvergenceChecker	checker	Deprecated.
static int	DEFAULT_MAX_ITERATIONS	Default maximal number of iterations allowed.
protected GoalType	goal	Deprecated.
protected double[]	point	Deprecated.

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AbstractScalarDifferentiableOptimizer()	Simple constructor with default settings.

Method Summary

Modifier and Type	Method	Description
protected double[]	computeObjectiveGradient(double[] evaluationPoint)	Compute the gradient vector.
protected double	computeObjectiveValue(double[] evaluationPoint)	Compute the objective function value.
protected abstract RealPointValuePair	doOptimize()	Perform the bulk of optimization algorithm.
RealConvergenceChecker	getConvergenceChecker()	Get the convergence checker.
int	getEvaluations()	Get the number of evaluations of the objective function.
int	getGradientEvaluations()	Get the number of evaluations of the objective function gradient.
int	getIterations()	Get the number of iterations realized by the algorithm.
int	getMaxEvaluations()	Get the maximal number of functions evaluations.
int	getMaxIterations()	Get the maximal number of iterations of the algorithm.
protected void	incrementIterationsCounter()	Increment the iterations counter by 1.
RealPointValuePair	optimize(DifferentiableMultivariateRealFunction f, GoalType goalType, double[] startPoint)	Optimizes an objective function.
void	setConvergenceChecker(RealConvergenceChecker convergenceChecker)	Set the convergence checker.
void	setMaxEvaluations(int maxEvaluations)	Set the maximal number of functions evaluations.
void	setMaxIterations(int maxIterations)	Set the maximal number of iterations of the algorithm.

Methods inherited from class java.lang.Object

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

Field Detail

DEFAULT_MAX_ITERATIONS

public static final int DEFAULT_MAX_ITERATIONS

Default maximal number of iterations allowed.

See Also:

Constant Field Values

checker

@Deprecated
protected RealConvergenceChecker checker

Deprecated.

Convergence checker.

goal

@Deprecated
protected GoalType goal

Deprecated.

Type of optimization.

Since:

2.1

point

@Deprecated
protected double[] point

Deprecated.

Current point set.

Constructor Detail

AbstractScalarDifferentiableOptimizer

protected AbstractScalarDifferentiableOptimizer()

Simple constructor with default settings.

The convergence check is set to a SimpleScalarValueChecker and the maximal number of evaluation is set to its default value.

Method Detail

setMaxIterations

public void setMaxIterations(int maxIterations)

Set the maximal number of iterations of the algorithm.

Specified by:

setMaxIterations in interface DifferentiableMultivariateRealOptimizer

Parameters:

maxIterations - maximal number of function calls

getMaxIterations

public int getMaxIterations()

Get the maximal number of iterations of the algorithm.

Specified by:

getMaxIterations in interface DifferentiableMultivariateRealOptimizer

Returns:

maximal number of iterations

getIterations

public int getIterations()

Get the number of iterations realized by the algorithm.

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:

getIterations in interface DifferentiableMultivariateRealOptimizer

Returns:

number of iterations

setMaxEvaluations

public void setMaxEvaluations(int maxEvaluations)

Set the maximal number of functions evaluations.

Specified by:

setMaxEvaluations in interface DifferentiableMultivariateRealOptimizer

Parameters:

maxEvaluations - maximal number of function evaluations

getMaxEvaluations

public int getMaxEvaluations()

Get the maximal number of functions evaluations.

Specified by:

getMaxEvaluations in interface DifferentiableMultivariateRealOptimizer

Returns:

maximal number of functions evaluations

getEvaluations

public int getEvaluations()

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 DifferentiableMultivariateRealOptimizer

Returns:

number of evaluations of the objective function

getGradientEvaluations

public int getGradientEvaluations()

Get the number of evaluations of the objective function gradient.

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:

getGradientEvaluations in interface DifferentiableMultivariateRealOptimizer

Returns:

number of evaluations of the objective function gradient

setConvergenceChecker

public void setConvergenceChecker(RealConvergenceChecker convergenceChecker)

Set the convergence checker.

Specified by:

setConvergenceChecker in interface DifferentiableMultivariateRealOptimizer

Parameters:

convergenceChecker - object to use to check for convergence

getConvergenceChecker

public RealConvergenceChecker getConvergenceChecker()

Get the convergence checker.

Specified by:

getConvergenceChecker in interface DifferentiableMultivariateRealOptimizer

Returns:

object used to check for convergence

incrementIterationsCounter

protected void incrementIterationsCounter()
                                   throws OptimizationException

Increment the iterations counter by 1.

Throws:

OptimizationException - if the maximal number of iterations is exceeded

computeObjectiveGradient

protected double[] computeObjectiveGradient(double[] evaluationPoint)
                                     throws FunctionEvaluationException

Compute the gradient vector.

Parameters:

evaluationPoint - point at which the gradient must be evaluated

Returns:

gradient at the specified point

Throws:

FunctionEvaluationException - if the function gradient

computeObjectiveValue

protected double computeObjectiveValue(double[] evaluationPoint)
                                throws FunctionEvaluationException

Compute the objective function value.

Parameters:

evaluationPoint - point at which the objective function must be evaluated

Returns:

objective function value at specified point

Throws:

FunctionEvaluationException - if the function cannot be evaluated or its dimension doesn't match problem dimension or the maximal number of iterations is exceeded

optimize

public RealPointValuePair optimize(DifferentiableMultivariateRealFunction f,
                                   GoalType goalType,
                                   double[] startPoint)
                            throws FunctionEvaluationException,
                                   OptimizationException,
                                   java.lang.IllegalArgumentException

Optimizes an objective function.

Specified by:

optimize in interface DifferentiableMultivariateRealOptimizer

Parameters:

f - objective function

goalType - type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE

startPoint - the start point for optimization

Returns:

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

Throws:

FunctionEvaluationException - if the objective function throws one during the search

OptimizationException - if the algorithm failed to converge

java.lang.IllegalArgumentException - if the start point dimension is wrong

doOptimize

protected abstract RealPointValuePair doOptimize()
                                          throws FunctionEvaluationException,
                                                 OptimizationException,
                                                 java.lang.IllegalArgumentException

Perform the bulk of optimization algorithm.

Returns:

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

Throws:

FunctionEvaluationException - if the objective function throws one during the search

OptimizationException - if the algorithm failed to converge

java.lang.IllegalArgumentException - if the start point dimension is wrong