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package org.apache.commons.math3.optim.nonlinear.scalar;

import org.apache.commons.math3.analysis.MultivariateVectorFunction;
import org.apache.commons.math3.optim.ConvergenceChecker;
import org.apache.commons.math3.optim.OptimizationData;
import org.apache.commons.math3.optim.PointValuePair;
import org.apache.commons.math3.exception.TooManyEvaluationsException;

Base class for implementing optimizers for multivariate scalar differentiable functions. It contains boiler-plate code for dealing with gradient evaluation.
Since:3.1
/** * Base class for implementing optimizers for multivariate scalar * differentiable functions. * It contains boiler-plate code for dealing with gradient evaluation. * * @since 3.1 */
public abstract class GradientMultivariateOptimizer extends MultivariateOptimizer {
Gradient of the objective function.
/** * Gradient of the objective function. */
private MultivariateVectorFunction gradient;
Params:
  • checker – Convergence checker.
/** * @param checker Convergence checker. */
protected GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker) { super(checker); }
Compute the gradient vector.
Params:
  • params – Point at which the gradient must be evaluated.
Returns:the gradient at the specified point.
/** * Compute the gradient vector. * * @param params Point at which the gradient must be evaluated. * @return the gradient at the specified point. */
protected double[] computeObjectiveGradient(final double[] params) { return gradient.value(params); }
{@inheritDoc}
Params:
Throws:
Returns:{@inheritDoc}
/** * {@inheritDoc} * * @param optData Optimization data. In addition to those documented in * {@link MultivariateOptimizer#parseOptimizationData(OptimizationData[]) * MultivariateOptimizer}, this method will register the following data: * <ul> * <li>{@link ObjectiveFunctionGradient}</li> * </ul> * @return {@inheritDoc} * @throws TooManyEvaluationsException if the maximal number of * evaluations (of the objective function) is exceeded. */
@Override public PointValuePair optimize(OptimizationData... optData) throws TooManyEvaluationsException { // Set up base class and perform computation. return super.optimize(optData); }
Scans the list of (required and optional) optimization data that characterize the problem.
Params:
/** * Scans the list of (required and optional) optimization data that * characterize the problem. * * @param optData Optimization data. * The following data will be looked for: * <ul> * <li>{@link ObjectiveFunctionGradient}</li> * </ul> */
@Override protected void parseOptimizationData(OptimizationData... optData) { // Allow base class to register its own data. super.parseOptimizationData(optData); // The existing values (as set by the previous call) are reused if // not provided in the argument list. for (OptimizationData data : optData) { if (data instanceof ObjectiveFunctionGradient) { gradient = ((ObjectiveFunctionGradient) data).getObjectiveFunctionGradient(); // If more data must be parsed, this statement _must_ be // changed to "continue". break; } } } }