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

import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.analysis.MultivariateVectorFunction;
import org.apache.commons.math3.optim.OptimizationData;
import org.apache.commons.math3.optim.BaseMultivariateOptimizer;
import org.apache.commons.math3.optim.ConvergenceChecker;
import org.apache.commons.math3.optim.PointVectorValuePair;
import org.apache.commons.math3.linear.RealMatrix;

Base class for a multivariate vector function optimizer.
Since:3.1
/** * Base class for a multivariate vector function optimizer. * * @since 3.1 */
@Deprecated public abstract class MultivariateVectorOptimizer extends BaseMultivariateOptimizer<PointVectorValuePair> {
Target values for the model function at optimum.
/** Target values for the model function at optimum. */
private double[] target;
Weight matrix.
/** Weight matrix. */
private RealMatrix weightMatrix;
Model function.
/** Model function. */
private MultivariateVectorFunction model;
Params:
  • checker – Convergence checker.
/** * @param checker Convergence checker. */
protected MultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker) { super(checker); }
Computes the objective function value. This method must be called by subclasses to enforce the evaluation counter limit.
Params:
  • params – Point at which the objective function must be evaluated.
Throws:
Returns:the objective function value at the specified point.
/** * Computes the objective function value. * This method <em>must</em> be called by subclasses to enforce the * evaluation counter limit. * * @param params Point at which the objective function must be evaluated. * @return the objective function value at the specified point. * @throws TooManyEvaluationsException if the maximal number of evaluations * (of the model vector function) is exceeded. */
protected double[] computeObjectiveValue(double[] params) { super.incrementEvaluationCount(); return model.value(params); }
{@inheritDoc}
Params:
Throws:
Returns:{@inheritDoc}
/** * {@inheritDoc} * * @param optData Optimization data. In addition to those documented in * {@link BaseMultivariateOptimizer#parseOptimizationData(OptimizationData[]) * BaseMultivariateOptimizer}, this method will register the following data: * <ul> * <li>{@link Target}</li> * <li>{@link Weight}</li> * <li>{@link ModelFunction}</li> * </ul> * @return {@inheritDoc} * @throws TooManyEvaluationsException if the maximal number of * evaluations is exceeded. * @throws DimensionMismatchException if the initial guess, target, and weight * arguments have inconsistent dimensions. */
@Override public PointVectorValuePair optimize(OptimizationData... optData) throws TooManyEvaluationsException, DimensionMismatchException { // Set up base class and perform computation. return super.optimize(optData); }
Gets the weight matrix of the observations.
Returns:the weight matrix.
/** * Gets the weight matrix of the observations. * * @return the weight matrix. */
public RealMatrix getWeight() { return weightMatrix.copy(); }
Gets the observed values to be matched by the objective vector function.
Returns:the target values.
/** * Gets the observed values to be matched by the objective vector * function. * * @return the target values. */
public double[] getTarget() { return target.clone(); }
Gets the number of observed values.
Returns:the length of the target vector.
/** * Gets the number of observed values. * * @return the length of the target vector. */
public int getTargetSize() { return target.length; }
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 Target}</li> * <li>{@link Weight}</li> * <li>{@link ModelFunction}</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 ModelFunction) { model = ((ModelFunction) data).getModelFunction(); continue; } if (data instanceof Target) { target = ((Target) data).getTarget(); continue; } if (data instanceof Weight) { weightMatrix = ((Weight) data).getWeight(); continue; } } // Check input consistency. checkParameters(); }
Check parameters consistency.
Throws:
/** * Check parameters consistency. * * @throws DimensionMismatchException if {@link #target} and * {@link #weightMatrix} have inconsistent dimensions. */
private void checkParameters() { if (target.length != weightMatrix.getColumnDimension()) { throw new DimensionMismatchException(target.length, weightMatrix.getColumnDimension()); } } }