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public interface DifferentiableMultivariateVectorialOptimizer
This interface represents an optimization algorithm for vectorial differentiable objective functions.
Optimization algorithms find the input point set that either maximize or minimize an objective function.
MultivariateRealOptimizer,
DifferentiableMultivariateRealOptimizer| Method Summary | |
|---|---|
VectorialConvergenceChecker |
getConvergenceChecker()
Get the convergence checker. |
int |
getEvaluations()
Get the number of evaluations of the objective function. |
int |
getIterations()
Get the number of iterations realized by the algorithm. |
int |
getJacobianEvaluations()
Get the number of evaluations of the objective function jacobian . |
int |
getMaxEvaluations()
Get the maximal number of functions evaluations. |
int |
getMaxIterations()
Get the maximal number of iterations of the algorithm. |
VectorialPointValuePair |
optimize(DifferentiableMultivariateVectorialFunction f,
double[] target,
double[] weights,
double[] startPoint)
Optimizes an objective function. |
void |
setConvergenceChecker(VectorialConvergenceChecker checker)
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. |
| Method Detail |
|---|
void setMaxIterations(int maxIterations)
maxIterations - maximal number of function calls
.int getMaxIterations()
int getIterations()
void setMaxEvaluations(int maxEvaluations)
maxEvaluations - maximal number of function evaluationsint getMaxEvaluations()
int getEvaluations()
The number of evaluation correspond to the last call to the
optimize method. It is 0 if
the method has not been called yet.
int getJacobianEvaluations()
The number of evaluation correspond to the last call to the
optimize method. It is 0 if
the method has not been called yet.
void setConvergenceChecker(VectorialConvergenceChecker checker)
checker - object to use to check for convergenceVectorialConvergenceChecker getConvergenceChecker()
VectorialPointValuePair optimize(DifferentiableMultivariateVectorialFunction f,
double[] target,
double[] weights,
double[] startPoint)
throws FunctionEvaluationException,
OptimizationException,
IllegalArgumentException
Optimization is considered to be a weighted least-squares minimization. The cost function to be minimized is ∑weighti(objectivei-targeti)2
f - objective functiontarget - target value for the objective functions at optimumweights - weight for the least squares cost computationstartPoint - the start point for optimization
FunctionEvaluationException - if the objective function throws one during
the search
OptimizationException - if the algorithm failed to converge
IllegalArgumentException - if the start point dimension is wrong
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