org.apache.commons.math3.optim
Class BaseMultivariateOptimizer<PAIR>

java.lang.Object
  org.apache.commons.math3.optim.BaseOptimizer<PAIR>
      org.apache.commons.math3.optim.BaseMultivariateOptimizer<PAIR>

Type Parameters:

PAIR - Type of the point/value pair returned by the optimization algorithm.

Direct Known Subclasses:

BaseMultiStartMultivariateOptimizer, MultivariateOptimizer, MultivariateVectorOptimizer

public abstract class BaseMultivariateOptimizer<PAIR>
extends BaseOptimizer<PAIR>

Base class for implementing optimizers for multivariate functions. It contains the boiler-plate code for initial guess and bounds specifications. It is not a "user" class.

Since:

3.1

Version:

$Id: BaseMultivariateOptimizer.java 1443444 2013-02-07 12:41:36Z erans $

Field Summary

private double[]	lowerBound Lower bounds.
private double[]	start Initial guess.
private double[]	upperBound Upper bounds.

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

protected

BaseMultivariateOptimizer(ConvergenceChecker<PAIR> checker)

Method Summary

private void	checkParameters() Check parameters consistency.
double[]	getLowerBound()
double[]	getStartPoint() Gets the initial guess.
double[]	getUpperBound()
PAIR	optimize(OptimizationData... optData) Stores data and performs the optimization.
protected void	parseOptimizationData(OptimizationData... optData) Scans the list of (required and optional) optimization data that characterize the problem.

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer

doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

start

private double[] start

Initial guess.

lowerBound

private double[] lowerBound

Lower bounds.

upperBound

private double[] upperBound

Upper bounds.

Constructor Detail

BaseMultivariateOptimizer

protected BaseMultivariateOptimizer(ConvergenceChecker<PAIR> checker)

Parameters:

checker - Convergence checker.

Method Detail

optimize

public PAIR optimize(OptimizationData... optData)

Stores data and performs the optimization.
The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.
When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).
Important note: Subclasses must override BaseOptimizer.parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

Overrides:

optimize in class BaseOptimizer<PAIR>

Parameters:

optData - Optimization data. In addition to those documented in BaseOptimizer, this method will register the following data:

• InitialGuess
• SimpleBounds

Returns:

a point/value pair that satifies the convergence criteria.

parseOptimizationData

protected void parseOptimizationData(OptimizationData... optData)

Scans the list of (required and optional) optimization data that characterize the problem.

Overrides:

parseOptimizationData in class BaseOptimizer<PAIR>

Parameters:

optData - Optimization data. The following data will be looked for:

• InitialGuess
• SimpleBounds

getStartPoint

public double[] getStartPoint()

Gets the initial guess.

Returns:

the initial guess, or null if not set.

getLowerBound

public double[] getLowerBound()

Returns:

the lower bounds, or null if not set.

getUpperBound

public double[] getUpperBound()

Returns:

the upper bounds, or null if not set.

checkParameters

private void checkParameters()

Check parameters consistency.