org.apache.commons.math3.optimization

Interface BaseMultivariateOptimizer<FUNC extends MultivariateFunction>

Type Parameters:

FUNC - Type of the objective function to be optimized.

All Superinterfaces:

BaseOptimizer<PointValuePair>

All Known Subinterfaces:

BaseMultivariateSimpleBoundsOptimizer<FUNC>, DifferentiableMultivariateOptimizer, MultivariateOptimizer

All Known Implementing Classes:

AbstractScalarDifferentiableOptimizer, BaseAbstractMultivariateOptimizer, BaseAbstractMultivariateSimpleBoundsOptimizer, BaseMultivariateMultiStartOptimizer, BOBYQAOptimizer, CMAESOptimizer, DifferentiableMultivariateMultiStartOptimizer, MultivariateMultiStartOptimizer, NonLinearConjugateGradientOptimizer, PowellOptimizer, SimplexOptimizer

public interface BaseMultivariateOptimizer<FUNC extends MultivariateFunction>
extends BaseOptimizer<PointValuePair>

This interface is mainly intended to enforce the internal coherence of Commons-FastMath. Users of the API are advised to base their code on the following interfaces:

• MultivariateOptimizer
• DifferentiableMultivariateOptimizer

Since:

3.0

Version:

$Id$

Method Summary

Methods

Modifier and Type	Method and Description
PointValuePair	optimize(int maxEval, FUNC f, GoalType goalType, double[] startPoint) Optimize an objective function.

Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer

getConvergenceChecker, getEvaluations, getMaxEvaluations

Method Detail

optimize

PointValuePair optimize(int maxEval,
                      FUNC f,
                      GoalType goalType,
                      double[] startPoint)

Optimize an objective function.

Parameters:

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.

Returns:

the point/value pair giving the optimal value for objective function.

Throws:

DimensionMismatchException - if the start point dimension is wrong.

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

NullArgumentException - if any argument is null.