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public interface DifferentiableMultivariateRealOptimizer
This interface represents an optimization algorithm for scalar differentiable objective functions.
Optimization algorithms find the input point set that either maximize or minimize an objective function.
MultivariateRealOptimizer,
DifferentiableMultivariateVectorialOptimizer| Method Summary | |
|---|---|
RealConvergenceChecker |
getConvergenceChecker()
Get the convergence checker. |
int |
getEvaluations()
Get the number of evaluations of the objective function. |
int |
getGradientEvaluations()
Get the number of evaluations of the objective function gradient. |
int |
getIterations()
Get the number of iterations realized by the algorithm. |
int |
getMaxEvaluations()
Get the maximal number of functions evaluations. |
int |
getMaxIterations()
Get the maximal number of iterations of the algorithm. |
RealPointValuePair |
optimize(DifferentiableMultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
Optimizes an objective function. |
void |
setConvergenceChecker(RealConvergenceChecker 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 callsint getMaxIterations()
int getIterations()
The number of evaluations corresponds to the last call to the
optimize
method. It is 0 if the method has not been called yet.
void setMaxEvaluations(int maxEvaluations)
maxEvaluations - maximal number of function evaluationsint getMaxEvaluations()
int getEvaluations()
The number of evaluations corresponds to the last call to the
optimize
method. It is 0 if the method has not been called yet.
int getGradientEvaluations()
The number of evaluations corresponds to the last call to the
optimize
method. It is 0 if the method has not been called yet.
void setConvergenceChecker(RealConvergenceChecker checker)
checker - object to use to check for convergenceRealConvergenceChecker getConvergenceChecker()
RealPointValuePair optimize(DifferentiableMultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
throws FunctionEvaluationException,
OptimizationException,
IllegalArgumentException
f - objective functiongoalType - type of optimization goal: either GoalType.MAXIMIZE
or GoalType.MINIMIZEstartPoint - 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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