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package org.apache.commons.math3.optimization.general;

import org.apache.commons.math3.analysis.DifferentiableMultivariateFunction;
import org.apache.commons.math3.analysis.MultivariateVectorFunction;
import org.apache.commons.math3.analysis.FunctionUtils;
import org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableFunction;
import org.apache.commons.math3.optimization.DifferentiableMultivariateOptimizer;
import org.apache.commons.math3.optimization.GoalType;
import org.apache.commons.math3.optimization.ConvergenceChecker;
import org.apache.commons.math3.optimization.PointValuePair;
import org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer;

Base class for implementing optimizers for multivariate scalar differentiable functions. It contains boiler-plate code for dealing with gradient evaluation.
Deprecated:As of 3.1 (to be removed in 4.0).
Since:2.0
/** * Base class for implementing optimizers for multivariate scalar * differentiable functions. * It contains boiler-plate code for dealing with gradient evaluation. * * @deprecated As of 3.1 (to be removed in 4.0). * @since 2.0 */
@Deprecated public abstract class AbstractScalarDifferentiableOptimizer extends BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction> implements DifferentiableMultivariateOptimizer {
Objective function gradient.
/** * Objective function gradient. */
private MultivariateVectorFunction gradient;
Simple constructor with default settings. The convergence check is set to a SimpleValueChecker.
Deprecated:See SimpleValueChecker()
/** * Simple constructor with default settings. * The convergence check is set to a * {@link org.apache.commons.math3.optimization.SimpleValueChecker * SimpleValueChecker}. * @deprecated See {@link org.apache.commons.math3.optimization.SimpleValueChecker#SimpleValueChecker()} */
@Deprecated protected AbstractScalarDifferentiableOptimizer() {}
Params:
  • checker – Convergence checker.
/** * @param checker Convergence checker. */
protected AbstractScalarDifferentiableOptimizer(ConvergenceChecker<PointValuePair> checker) { super(checker); }
Compute the gradient vector.
Params:
  • evaluationPoint – Point at which the gradient must be evaluated.
Throws:
Returns:the gradient at the specified point.
/** * Compute the gradient vector. * * @param evaluationPoint Point at which the gradient must be evaluated. * @return the gradient at the specified point. * @throws org.apache.commons.math3.exception.TooManyEvaluationsException * if the allowed number of evaluations is exceeded. */
protected double[] computeObjectiveGradient(final double[] evaluationPoint) { return gradient.value(evaluationPoint); }
{@inheritDoc}
/** {@inheritDoc} */
@Override protected PointValuePair optimizeInternal(int maxEval, final DifferentiableMultivariateFunction f, final GoalType goalType, final double[] startPoint) { // Store optimization problem characteristics. gradient = f.gradient(); return super.optimizeInternal(maxEval, f, goalType, startPoint); }
Optimize an objective function.
Params:
  • f – Objective function.
  • goalType – Type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.
  • startPoint – Start point for optimization.
  • maxEval – Maximum number of function evaluations.
Throws:
Returns:the point/value pair giving the optimal value for objective function.
/** * Optimize an objective function. * * @param f Objective function. * @param goalType Type of optimization goal: either * {@link GoalType#MAXIMIZE} or {@link GoalType#MINIMIZE}. * @param startPoint Start point for optimization. * @param maxEval Maximum number of function evaluations. * @return the point/value pair giving the optimal value for objective * function. * @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}. */
public PointValuePair optimize(final int maxEval, final MultivariateDifferentiableFunction f, final GoalType goalType, final double[] startPoint) { return optimizeInternal(maxEval, FunctionUtils.toDifferentiableMultivariateFunction(f), goalType, startPoint); } }