org.apache.commons.math3.optimization.direct

Class BaseAbstractMultivariateSimpleBoundsOptimizer<FUNC extends MultivariateFunction>

java.lang.Object

org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<FUNC>

org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateSimpleBoundsOptimizer<FUNC>

Type Parameters:

FUNC - Type of the objective function to be optimized.

All Implemented Interfaces:

BaseMultivariateOptimizer<FUNC>, BaseMultivariateSimpleBoundsOptimizer<FUNC>, BaseOptimizer<PointValuePair>

Direct Known Subclasses:

BOBYQAOptimizer, CMAESOptimizer

public abstract class BaseAbstractMultivariateSimpleBoundsOptimizer<FUNC extends MultivariateFunction>
extends BaseAbstractMultivariateOptimizer<FUNC>
implements BaseMultivariateOptimizer<FUNC>, BaseMultivariateSimpleBoundsOptimizer<FUNC>

Base class for implementing optimizers for multivariate scalar functions, subject to simple bounds: The valid range of the parameters is an interval. The interval can possibly be infinite (in one or both directions). This base class handles the boiler-plate methods associated to thresholds settings, iterations and evaluations counting.

Since:

3.0

Version:

$Id$

Field Summary

Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

evaluations

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	BaseAbstractMultivariateSimpleBoundsOptimizer() Simple constructor with default settings.
protected	BaseAbstractMultivariateSimpleBoundsOptimizer(ConvergenceChecker<PointValuePair> checker)

Method Summary

Methods

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

Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

computeObjectiveValue, doOptimize, getConvergenceChecker, getEvaluations, getGoalType, getMaxEvaluations, getStartPoint

Methods inherited from class java.lang.Object

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

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

getConvergenceChecker, getEvaluations, getMaxEvaluations

Constructor Detail

BaseAbstractMultivariateSimpleBoundsOptimizer

protected BaseAbstractMultivariateSimpleBoundsOptimizer()

Simple constructor with default settings. The convergence checker is set to a SimpleValueChecker and the allowed number of evaluations is set to Integer.MAX_VALUE.

See Also:

BaseAbstractMultivariateOptimizer.BaseAbstractMultivariateOptimizer()

BaseAbstractMultivariateSimpleBoundsOptimizer

protected BaseAbstractMultivariateSimpleBoundsOptimizer(ConvergenceChecker<PointValuePair> checker)

Parameters:

checker - Convergence checker.

Method Detail

getLowerBound

public double[] getLowerBound()

Returns:

the lower bounds.

getUpperBound

public double[] getUpperBound()

Returns:

the upper bounds.

optimize

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

Optimize an objective function.

Specified by:

optimize in interface BaseMultivariateOptimizer<FUNC extends MultivariateFunction>

Overrides:

optimize in class BaseAbstractMultivariateOptimizer<FUNC extends MultivariateFunction>

Parameters:

maxEval - Maximum number of function evaluations.

f - Objective function.

goalType - Type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.

startPoint - Start point for optimization.

Returns:

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

optimize

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

Optimize an objective function.

Specified by:

optimize in interface BaseMultivariateSimpleBoundsOptimizer<FUNC extends MultivariateFunction>

Parameters:

maxEval - Maximum number of function evaluations.

f - Objective function.

goalType - Type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.

startPoint - Start point for optimization.

lower - Lower bound for each of the parameters.

upper - Upper bound for each of the parameters.

Returns:

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