/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math3.optimization;
import org.apache.commons.math3.analysis.MultivariateVectorFunction;
This interface is mainly intended to enforce the internal coherence of
Commons-Math. Users of the API are advised to base their code on
the following interfaces:
Type parameters: - <FUNC> – Type of the objective function to be optimized.
Deprecated: As of 3.1 (to be removed in 4.0). Since: 3.0
/**
* This interface is mainly intended to enforce the internal coherence of
* Commons-Math. Users of the API are advised to base their code on
* the following interfaces:
* <ul>
* <li>{@link org.apache.commons.math3.optimization.DifferentiableMultivariateVectorOptimizer}</li>
* </ul>
*
* @param <FUNC> Type of the objective function to be optimized.
*
* @deprecated As of 3.1 (to be removed in 4.0).
* @since 3.0
*/
@Deprecated
public interface BaseMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction>
extends BaseOptimizer<PointVectorValuePair> {
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
Params: - f – Objective function.
- target – Target value for the objective functions at optimum.
- weight – Weights for the least squares cost computation.
- startPoint – Start point for optimization.
- maxEval – Maximum number of function evaluations.
Throws: - DimensionMismatchException –
if the start point dimension is wrong.
- TooManyEvaluationsException –
if the maximal number of evaluations is exceeded.
- NullArgumentException – if any argument is
null
.
Returns: the point/value pair giving the optimal value for objective
function. Deprecated: As of 3.1. In 4.0, this will be replaced by the declaration corresponding to this method
.
/**
* Optimize an objective function.
* Optimization is considered to be a weighted least-squares minimization.
* The cost function to be minimized is
* <code>∑weight<sub>i</sub>(objective<sub>i</sub> - target<sub>i</sub>)<sup>2</sup></code>
*
* @param f Objective function.
* @param target Target value for the objective functions at optimum.
* @param weight Weights for the least squares cost computation.
* @param startPoint Start point for optimization.
* @return the point/value pair giving the optimal value for objective
* function.
* @param maxEval Maximum number of function evaluations.
* @throws org.apache.commons.math3.exception.DimensionMismatchException
* if the start point dimension is wrong.
* @throws org.apache.commons.math3.exception.TooManyEvaluationsException
* if the maximal number of evaluations is exceeded.
* @throws org.apache.commons.math3.exception.NullArgumentException if
* any argument is {@code null}.
* @deprecated As of 3.1. In 4.0, this will be replaced by the declaration
* corresponding to this {@link org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer#optimize(int,MultivariateVectorFunction,OptimizationData[]) method}.
*/
@Deprecated
PointVectorValuePair optimize(int maxEval, FUNC f, double[] target,
double[] weight, double[] startPoint);
}