001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018 package org.apache.commons.math.optimization;
019
020 import org.apache.commons.math.FunctionEvaluationException;
021 import org.apache.commons.math.analysis.MultivariateRealFunction;
022
023 /**
024 * This interface represents an optimization algorithm for {@link MultivariateRealFunction
025 * scalar objective functions}.
026 * <p>Optimization algorithms find the input point set that either {@link GoalType
027 * maximize or minimize} an objective function.</p>
028 * @see DifferentiableMultivariateRealOptimizer
029 * @see DifferentiableMultivariateVectorialOptimizer
030 * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $
031 * @since 2.0
032 */
033 public interface MultivariateRealOptimizer {
034
035 /** Set the maximal number of iterations of the algorithm.
036 * @param maxIterations maximal number of algorithm iterations
037 */
038 void setMaxIterations(int maxIterations);
039
040 /** Get the maximal number of iterations of the algorithm.
041 * @return maximal number of iterations
042 */
043 int getMaxIterations();
044
045 /** Set the maximal number of functions evaluations.
046 * @param maxEvaluations maximal number of function evaluations
047 */
048 void setMaxEvaluations(int maxEvaluations);
049
050 /** Get the maximal number of functions evaluations.
051 * @return maximal number of functions evaluations
052 */
053 int getMaxEvaluations();
054
055 /** Get the number of iterations realized by the algorithm.
056 * <p>
057 * The number of evaluations corresponds to the last call to the
058 * {@link #optimize(MultivariateRealFunction, GoalType, double[]) optimize}
059 * method. It is 0 if the method has not been called yet.
060 * </p>
061 * @return number of iterations
062 */
063 int getIterations();
064
065 /** Get the number of evaluations of the objective function.
066 * <p>
067 * The number of evaluations corresponds to the last call to the
068 * {@link #optimize(MultivariateRealFunction, GoalType, double[]) optimize}
069 * method. It is 0 if the method has not been called yet.
070 * </p>
071 * @return number of evaluations of the objective function
072 */
073 int getEvaluations();
074
075 /** Set the convergence checker.
076 * @param checker object to use to check for convergence
077 */
078 void setConvergenceChecker(RealConvergenceChecker checker);
079
080 /** Get the convergence checker.
081 * @return object used to check for convergence
082 */
083 RealConvergenceChecker getConvergenceChecker();
084
085 /** Optimizes an objective function.
086 * @param f objective function
087 * @param goalType type of optimization goal: either {@link GoalType#MAXIMIZE}
088 * or {@link GoalType#MINIMIZE}
089 * @param startPoint the start point for optimization
090 * @return the point/value pair giving the optimal value for objective function
091 * @exception FunctionEvaluationException if the objective function throws one during
092 * the search
093 * @exception OptimizationException if the algorithm failed to converge
094 * @exception IllegalArgumentException if the start point dimension is wrong
095 */
096 RealPointValuePair optimize(MultivariateRealFunction f,
097 GoalType goalType,
098 double[] startPoint)
099 throws FunctionEvaluationException, OptimizationException, IllegalArgumentException;
100
101 }