Index

A B C D E F G H I J K L M N O P Q R S T U V W 
All Classes and Interfaces|All Packages|Constant Field Values|Serialized Form

A

AbstractConvergenceChecker<P> - Class in org.hipparchus.optim
Base class for all convergence checker implementations.
AbstractConvergenceChecker(double, double) - Constructor for class org.hipparchus.optim.AbstractConvergenceChecker
Build an instance with a specified thresholds.
AbstractEvaluation - Class in org.hipparchus.optim.nonlinear.vector.leastsquares
An implementation of LeastSquaresProblem.Evaluation that is designed for extension.
AbstractEvaluation(int) - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.AbstractEvaluation
Constructor.
AbstractOptimizationProblem<P> - Class in org.hipparchus.optim
Base class for implementing optimization problems.
AbstractOptimizationProblem(int, int, ConvergenceChecker<P>) - Constructor for class org.hipparchus.optim.AbstractOptimizationProblem
Create an AbstractOptimizationProblem from the given data.
AbstractSimplex - Class in org.hipparchus.optim.nonlinear.scalar.noderiv
This class implements the simplex concept.
AbstractSimplex(double[]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
The start configuration for simplex is built from a box parallel to the canonical axes of the space.
AbstractSimplex(double[][]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
The real initial simplex will be set up by moving the reference simplex such that its first point is located at the start point of the optimization.
AbstractSimplex(int) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Build a unit hypercube simplex.
AbstractSimplex(int, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Build a hypercube simplex with the given side length.
AbstractSQPOptimizer - Class in org.hipparchus.optim.nonlinear.vector.constrained
Abstract class for Sequential Quadratic Programming solvers
AbstractSQPOptimizer() - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.AbstractSQPOptimizer
Simple constructor.
ADMMQPConvergenceChecker - Class in org.hipparchus.optim.nonlinear.vector.constrained
Convergence Checker for ADMM QP Optimizer.
ADMMQPKKT - Class in org.hipparchus.optim.nonlinear.vector.constrained
Alternative Direction Method of Multipliers Solver.
ADMMQPModifiedRuizEquilibrium - Class in org.hipparchus.optim.nonlinear.vector.constrained
TBD.
ADMMQPModifiedRuizEquilibrium(RealMatrix, RealMatrix, RealVector) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPModifiedRuizEquilibrium
Simple constructor
ADMMQPOptimizer - Class in org.hipparchus.optim.nonlinear.vector.constrained
Alternating Direction Method of Multipliers Quadratic Programming Optimizer.
ADMMQPOptimizer() - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOptimizer
Simple constructor.
ADMMQPOption - Class in org.hipparchus.optim.nonlinear.vector.constrained
Container for ADMMQPOptimizer settings.
ADMMQPOption() - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Simple constructor.
ADMMQPSolution - Class in org.hipparchus.optim.nonlinear.vector.constrained
Internal Solution for ADMM QP Optimizer.
ADMMQPSolution(RealVector, RealVector) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPSolution
Simple constructor.
ADMMQPSolution(RealVector, RealVector, Double) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPSolution
Simple constructor.
ADMMQPSolution(RealVector, RealVector, RealVector, RealVector) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPSolution
Simple constructor.
ADMMQPSolution(RealVector, RealVector, RealVector, RealVector, double) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPSolution
Simple constructor.

B

BaseMultiStartMultivariateOptimizer<P> - Class in org.hipparchus.optim
Base class multi-start optimizer for a multivariate function.
BaseMultiStartMultivariateOptimizer(BaseMultivariateOptimizer<P>, int, RandomVectorGenerator) - Constructor for class org.hipparchus.optim.BaseMultiStartMultivariateOptimizer
Create a multi-start optimizer from a single-start optimizer.
BaseMultivariateOptimizer<P> - Class in org.hipparchus.optim
Base class for implementing optimizers for multivariate functions.
BaseMultivariateOptimizer(ConvergenceChecker<P>) - Constructor for class org.hipparchus.optim.BaseMultivariateOptimizer
Simple constructor.
BaseOptimizer<P> - Class in org.hipparchus.optim
Base class for implementing optimizers.
BaseOptimizer(ConvergenceChecker<P>) - Constructor for class org.hipparchus.optim.BaseOptimizer
Simple constructor.
BaseOptimizer(ConvergenceChecker<P>, int, int) - Constructor for class org.hipparchus.optim.BaseOptimizer
Simple constructor.
BLAND - Enum constant in enum org.hipparchus.optim.linear.PivotSelectionRule
The first variable with a negative coefficient in the objective function row will be chosen as entering variable.
BOBYQAOptimizer - Class in org.hipparchus.optim.nonlinear.scalar.noderiv
Powell's BOBYQA algorithm.
BOBYQAOptimizer(int) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.BOBYQAOptimizer
Simple constructor.
BOBYQAOptimizer(int, double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.BOBYQAOptimizer
Simple constructor.
BoundedConstraint - Class in org.hipparchus.optim.nonlinear.vector.constrained
Constraint with lower and upper bounds: \(l \le f(x) \le u\).
BoundedConstraint(RealVector, RealVector) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.BoundedConstraint
Simple constructor.
boundedToUnbounded(double[]) - Method in class org.hipparchus.optim.nonlinear.scalar.MultivariateFunctionMappingAdapter
Maps an array from bounded to unbounded.
BracketFinder - Class in org.hipparchus.optim.univariate
Provide an interval that brackets a local optimum of a function.
BracketFinder() - Constructor for class org.hipparchus.optim.univariate.BracketFinder
Constructor with default values 100, 500 (see the other constructor).
BracketFinder(double, int) - Constructor for class org.hipparchus.optim.univariate.BracketFinder
Create a bracketing interval finder.
BrentOptimizer - Class in org.hipparchus.optim.univariate
For a function defined on some interval (lo, hi), this class finds an approximation x to the point at which the function attains its minimum.
BrentOptimizer(double, double) - Constructor for class org.hipparchus.optim.univariate.BrentOptimizer
The arguments are used for implementing the original stopping criterion of Brent's algorithm.
BrentOptimizer(double, double, ConvergenceChecker<UnivariatePointValuePair>) - Constructor for class org.hipparchus.optim.univariate.BrentOptimizer
The arguments are used implement the original stopping criterion of Brent's algorithm.
build() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Construct a LeastSquaresProblem from the data in this builder.
build(double[]) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Build an initial simplex.

C

checker(ConvergenceChecker<LeastSquaresProblem.Evaluation>) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the convergence checker.
checkerPair(ConvergenceChecker<PointVectorValuePair>) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the convergence checker.
clear() - Method in class org.hipparchus.optim.BaseMultiStartMultivariateOptimizer
Method that will called in order to clear all stored optima.
clear() - Method in class org.hipparchus.optim.nonlinear.scalar.MultiStartMultivariateOptimizer
Method that will called in order to clear all stored optima.
CMAESOptimizer - Class in org.hipparchus.optim.nonlinear.scalar.noderiv
An implementation of the active Covariance Matrix Adaptation Evolution Strategy (CMA-ES) for non-linear, non-convex, non-smooth, global function minimization.
CMAESOptimizer(int, double, boolean, int, int, RandomGenerator, boolean, ConvergenceChecker<PointValuePair>) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer
Simple constructor.
CMAESOptimizer.PopulationSize - Class in org.hipparchus.optim.nonlinear.scalar.noderiv
Population size.
CMAESOptimizer.Sigma - Class in org.hipparchus.optim.nonlinear.scalar.noderiv
Input sigma values.
computeJacobian(double[]) - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.ValueAndJacobianFunction
Compute the Jacobian.
computeObjectiveGradient(double[]) - Method in class org.hipparchus.optim.nonlinear.scalar.GradientMultivariateOptimizer
Compute the gradient vector.
computeObjectiveValue(double) - Method in class org.hipparchus.optim.univariate.UnivariateOptimizer
Computes the objective function value.
computeObjectiveValue(double[]) - Method in class org.hipparchus.optim.nonlinear.scalar.MultivariateOptimizer
Computes the objective function value.
computeValue(double[]) - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.ValueAndJacobianFunction
Compute the value.
Constraint - Interface in org.hipparchus.optim.nonlinear.vector.constrained
Generic constraint.
ConstraintOptimizer - Class in org.hipparchus.optim.nonlinear.vector.constrained
Abstract Constraint Optimizer.
ConstraintOptimizer() - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.ConstraintOptimizer
Simple constructor.
CONSTRAINTS_RANK - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
CONSTRAINTS_RANK.
converged(double, double, double, double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPConvergenceChecker
Evaluate convergence.
converged(int, LagrangeSolution, LagrangeSolution) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPConvergenceChecker
Check if the optimization algorithm has converged.
converged(int, LeastSquaresProblem.Evaluation, LeastSquaresProblem.Evaluation) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.EvaluationRmsChecker
Check if the optimization algorithm has converged.
converged(int, PointValuePair, PointValuePair) - Method in class org.hipparchus.optim.SimpleValueChecker
Check if the optimization algorithm has converged considering the last two points.
converged(int, PointVectorValuePair, PointVectorValuePair) - Method in class org.hipparchus.optim.SimpleVectorValueChecker
Check if the optimization algorithm has converged considering the last two points.
converged(int, UnivariatePointValuePair, UnivariatePointValuePair) - Method in class org.hipparchus.optim.univariate.SimpleUnivariateValueChecker
Check if the optimization algorithm has converged considering the last two points.
converged(int, P, P) - Method in class org.hipparchus.optim.AbstractConvergenceChecker
Check if the optimization algorithm has converged.
converged(int, P, P) - Method in interface org.hipparchus.optim.ConvergenceChecker
Check if the optimization algorithm has converged.
converged(int, P, P) - Method in class org.hipparchus.optim.ConvergenceCheckerAndMultiplexer
Check if the optimization algorithm has converged.
converged(int, P, P) - Method in class org.hipparchus.optim.ConvergenceCheckerOrMultiplexer
Check if the optimization algorithm has converged.
converged(int, P, P) - Method in class org.hipparchus.optim.SimplePointChecker
Check if the optimization algorithm has converged considering the last two points.
ConvergenceChecker<P> - Interface in org.hipparchus.optim
This interface specifies how to check if an optimization algorithm has converged.
ConvergenceCheckerAndMultiplexer<P> - Class in org.hipparchus.optim
Multiplexer for ConvergenceChecker, checking all the checkers converged.
ConvergenceCheckerAndMultiplexer(List<ConvergenceChecker<P>>) - Constructor for class org.hipparchus.optim.ConvergenceCheckerAndMultiplexer
Simple constructor.
ConvergenceCheckerOrMultiplexer<P> - Class in org.hipparchus.optim
Multiplexer for ConvergenceChecker, checking one of the checkers converged.
ConvergenceCheckerOrMultiplexer(List<ConvergenceChecker<P>>) - Constructor for class org.hipparchus.optim.ConvergenceCheckerOrMultiplexer
Simple constructor.
countEvaluations(LeastSquaresProblem, Incrementor) - Static method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresFactory
Count the evaluations of a particular problem.
create(MultivariateVectorFunction, MultivariateMatrixFunction, double[], double[], RealMatrix, ConvergenceChecker<LeastSquaresProblem.Evaluation>, int, int) - Static method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresFactory
Create a LeastSquaresProblem from the given elements.
create(MultivariateJacobianFunction, RealVector, RealVector, RealMatrix, ConvergenceChecker<LeastSquaresProblem.Evaluation>, int, int) - Static method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresFactory
Create a LeastSquaresProblem from the given elements.
create(MultivariateJacobianFunction, RealVector, RealVector, RealMatrix, ConvergenceChecker<LeastSquaresProblem.Evaluation>, int, int, boolean, ParameterValidator) - Static method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresFactory
Create a LeastSquaresProblem from the given elements.
create(MultivariateJacobianFunction, RealVector, RealVector, ConvergenceChecker<LeastSquaresProblem.Evaluation>, int, int) - Static method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresFactory
Create a LeastSquaresProblem from the given elements.

D

DANTZIG - Enum constant in enum org.hipparchus.optim.linear.PivotSelectionRule
The classical rule, the variable with the most negative coefficient in the objective function row will be chosen as entering variable.
DEFAULT_ALPHA - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Value of Alpha filter for ADMM iteration.
DEFAULT_B - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Default parameter for quadratic line search.
DEFAULT_CONV_CRITERIA - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Default convergence criteria.
DEFAULT_EPS - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Absolute and Relative Tolerance for convergence.
DEFAULT_EPS_INFEASIBLE - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Absolute and Relative Tolerance for Infeasible Criteria.
DEFAULT_EPSILON - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Default tolerance for convergence and active constraint.
DEFAULT_INITIAL_RADIUS - Static variable in class org.hipparchus.optim.nonlinear.scalar.noderiv.BOBYQAOptimizer
Default value for BOBYQAOptimizer.initialTrustRegionRadius: 10.0 .
DEFAULT_MAX_LINE_SEARCH_ITERATION - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Default max iteration before reset hessian.
DEFAULT_MAX_RHO_ITERATION - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Max number of weight changes.
DEFAULT_MU - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Default parameter for evaluation of Armijo condition for descend direction.
DEFAULT_POLISHING - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Value for enabling polishing the solution.
DEFAULT_POLISHING_ITERATION - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Value for Iteration of polishing Algorithm.
DEFAULT_QP_MAX_LOOP - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Default max iteration admitted for QP subproblem.
DEFAULT_RHO - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Default weight for augmented QP subproblem.
DEFAULT_RHO_MAX - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Max Value for the Weight for ADMM iteration.
DEFAULT_RHO_MIN - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Min Value for the Weight for ADMM iteration.
DEFAULT_RHO_UPDATE - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Value for adapting the weight during iterations.
DEFAULT_SCALING - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Value for Enabling Problem Scaling.
DEFAULT_SCALING_MAX_ITERATION - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Value for the Max Iteration for the scaling.
DEFAULT_SIGMA - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Default Value of regularization term sigma for Karush–Kuhn–Tucker solver.
DEFAULT_SIGMA_MAX - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Default max value admitted for additional variable in QP subproblem.
DEFAULT_STOPPING_RADIUS - Static variable in class org.hipparchus.optim.nonlinear.scalar.noderiv.BOBYQAOptimizer
Default value for BOBYQAOptimizer.stoppingTrustRegionRadius: 1.0E-8 .
DEFAULT_USE_FUNCTION_HESSIAN - Static variable in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Default flag for using BFGS update formula.
dim() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearBoundedConstraint
Returns the dimensionality of the function domain.
dim() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearEqualityConstraint
 
dim() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearInequalityConstraint
 
dim() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.QuadraticFunction
Returns the dimensionality of the function domain.
dim() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.TwiceDifferentiableFunction
Returns the dimensionality of the function domain.
dim() - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.VectorDifferentiableFunction
Returns the dimensionality of the function domain.
dimY() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.BoundedConstraint
Returns the dimensionality of the function eval.
dimY() - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.VectorDifferentiableFunction
Returns the dimensionality of the function eval.
doIteration(SimplexTableau) - Method in class org.hipparchus.optim.linear.SimplexSolver
Runs one iteration of the Simplex method on the given model.
doOptimize() - Method in class org.hipparchus.optim.BaseMultiStartMultivariateOptimizer
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.BaseOptimizer
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.linear.SimplexSolver
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.BOBYQAOptimizer
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.PowellOptimizer
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.SimplexOptimizer
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOptimizer
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.QPOptimizer
 
doOptimize() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOptimizerGM
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOptimizerS
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.univariate.BrentOptimizer
Performs the bulk of the optimization algorithm.
doOptimize() - Method in class org.hipparchus.optim.univariate.MultiStartUnivariateOptimizer
Performs the bulk of the optimization algorithm.

E

EQ - Enum constant in enum org.hipparchus.optim.linear.Relationship
Equality relationship.
EQUAL_VERTICES_IN_SIMPLEX - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
EQUAL_VERTICES_IN_SIMPLEX.
EqualityConstraint - Class in org.hipparchus.optim.nonlinear.vector.constrained
Equality Constraint.
EqualityConstraint(RealVector) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.EqualityConstraint
Simple constructor.
equals(Object) - Method in class org.hipparchus.optim.linear.LinearConstraint
equals(Object) - Method in class org.hipparchus.optim.linear.LinearObjectiveFunction
evaluate(MultivariateFunction, Comparator<PointValuePair>) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Evaluate all the non-evaluated points of the simplex.
evaluate(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresAdapter
Evaluate the model at the specified point.
evaluate(RealVector) - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem
Evaluate the model at the specified point.
evaluationChecker(ConvergenceChecker<PointVectorValuePair>) - Static method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresFactory
View a convergence checker specified for a PointVectorValuePair as one specified for an LeastSquaresProblem.Evaluation.
EvaluationRmsChecker - Class in org.hipparchus.optim.nonlinear.vector.leastsquares
Check if an optimization has converged based on the change in computed RMS.
EvaluationRmsChecker(double) - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.EvaluationRmsChecker
Create a convergence checker for the RMS with the same relative and absolute tolerance.
EvaluationRmsChecker(double, double) - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.EvaluationRmsChecker
Create a convergence checker for the RMS with a relative and absolute tolerance.
evaluations - Variable in class org.hipparchus.optim.BaseOptimizer
Evaluations counter.

F

FLETCHER_REEVES - Enum constant in enum org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer.Formula
Fletcher-Reeves formula.

G

GaussNewtonOptimizer - Class in org.hipparchus.optim.nonlinear.vector.leastsquares
Gauss-Newton least-squares solver.
GaussNewtonOptimizer() - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.GaussNewtonOptimizer
Creates a Gauss Newton optimizer.
GaussNewtonOptimizer(MatrixDecomposer, boolean) - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.GaussNewtonOptimizer
Create a Gauss Newton optimizer that uses the given matrix decomposition algorithm to solve the normal equations.
GEQ - Enum constant in enum org.hipparchus.optim.linear.Relationship
Greater than or equal relationship.
getA() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearEqualityConstraint
Get the matrix of linear weights.
getAbsoluteThreshold() - Method in class org.hipparchus.optim.AbstractConvergenceChecker
Get absolute threshold.
getAlpha() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Get value of alpha filter for ADMM iteration.
getB() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Get parameter for quadratic line search.
getChiSquare() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.AbstractEvaluation
Get the sum of the squares of the residuals.
getChiSquare() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem.Evaluation
Get the sum of the squares of the residuals.
getCoefficients() - Method in class org.hipparchus.optim.linear.LinearConstraint
Gets the coefficients of the constraint (left hand side).
getCoefficients() - Method in class org.hipparchus.optim.linear.LinearObjectiveFunction
Gets the coefficients of the linear equation being optimized.
getConstantTerm() - Method in class org.hipparchus.optim.linear.LinearObjectiveFunction
Gets the constant of the linear equation being optimized.
getConstraints() - Method in class org.hipparchus.optim.linear.LinearConstraintSet
Gets the set of linear constraints.
getConstraints() - Method in class org.hipparchus.optim.linear.LinearOptimizer
Get constraints.
getConvCriteria() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Get convergence criteria.
getConvergenceChecker() - Method in class org.hipparchus.optim.AbstractOptimizationProblem
Gets the convergence checker.
getConvergenceChecker() - Method in class org.hipparchus.optim.BaseOptimizer
Gets the convergence checker.
getConvergenceChecker() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOptimizer
Gets the convergence checker.
getConvergenceChecker() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresAdapter
Gets the convergence checker.
getConvergenceChecker() - Method in interface org.hipparchus.optim.OptimizationProblem
Gets the convergence checker.
getCost() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.AbstractEvaluation
Get the cost.
getCost() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem.Evaluation
Get the cost.
getCostRelativeTolerance() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Gets the value of a tuning parameter.
getCovariances(double) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.AbstractEvaluation
Get the covariance matrix of the optimized parameters.
getCovariances(double) - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem.Evaluation
Get the covariance matrix of the optimized parameters.
getD() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.QuadraticFunction
Get constant term.
getDecomposer() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.GaussNewtonOptimizer
Get the matrix decomposition algorithm.
getDecomposer() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Get the matrix decomposition algorithm.
getDimension() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Get simplex dimension.
getEps() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Get absolute and Relative Tolerance for convergence.
getEps() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Get tolerance for convergence and active constraint evaluation.
getEpsInfeasible() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Get absolute and Relative Tolerance for infeasible criteria.
getEqConstraint() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.AbstractSQPOptimizer
Getter for equality constraint.
getEvaluationCounter() - Method in class org.hipparchus.optim.AbstractOptimizationProblem
Get a independent Incrementor that counts up to the maximum number of evaluations and then throws an exception.
getEvaluationCounter() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresAdapter
Get a independent Incrementor that counts up to the maximum number of evaluations and then throws an exception.
getEvaluationCounter() - Method in interface org.hipparchus.optim.OptimizationProblem
Get a independent Incrementor that counts up to the maximum number of evaluations and then throws an exception.
getEvaluations() - Method in class org.hipparchus.optim.BaseMultiStartMultivariateOptimizer
Gets the number of evaluations of the objective function.
getEvaluations() - Method in class org.hipparchus.optim.BaseOptimizer
Gets the number of evaluations of the objective function.
getEvaluations() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresOptimizer.Optimum
Get the number of times the model was evaluated in order to produce this optimum.
getEvaluations() - Method in class org.hipparchus.optim.univariate.BracketFinder
Get number of evaluations.
getEvaluations() - Method in class org.hipparchus.optim.univariate.MultiStartUnivariateOptimizer
Gets the number of evaluations of the objective function.
getFHi() - Method in class org.hipparchus.optim.univariate.BracketFinder
Get function value at BracketFinder.getHi().
getFLo() - Method in class org.hipparchus.optim.univariate.BracketFinder
Get function value at BracketFinder.getLo().
getFMid() - Method in class org.hipparchus.optim.univariate.BracketFinder
Get function value at BracketFinder.getMid().
getFunction() - Method in class org.hipparchus.optim.linear.LinearOptimizer
Get optimization type.
getGoalType() - Method in class org.hipparchus.optim.nonlinear.scalar.MultivariateOptimizer
Get optimization type.
getGoalType() - Method in class org.hipparchus.optim.univariate.UnivariateOptimizer
Get optimization type.
getHi() - Method in class org.hipparchus.optim.univariate.BracketFinder
Get higher bound of the bracket.
getInitialGuess() - Method in class org.hipparchus.optim.InitialGuess
Gets the initial guess.
getInitialStepBoundFactor() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Gets the value of a tuning parameter.
getIqConstraint() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.AbstractSQPOptimizer
Getter for inequality constraint.
getIterationCounter() - Method in class org.hipparchus.optim.AbstractOptimizationProblem
Get a independent Incrementor that counts up to the maximum number of iterations and then throws an exception.
getIterationCounter() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresAdapter
Get a independent Incrementor that counts up to the maximum number of iterations and then throws an exception.
getIterationCounter() - Method in interface org.hipparchus.optim.OptimizationProblem
Get a independent Incrementor that counts up to the maximum number of iterations and then throws an exception.
getIterations() - Method in class org.hipparchus.optim.BaseOptimizer
Gets the number of iterations performed by the algorithm.
getIterations() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresOptimizer.Optimum
Get the number of times the algorithm iterated in order to produce this optimum.
getJacobian() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem.Evaluation
Get the weighted Jacobian matrix.
getLambda() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LagrangeSolution
Returns Lambda Multiplier
getLo() - Method in class org.hipparchus.optim.univariate.BracketFinder
Get lower bound of the bracket.
getLocalizedString(Locale) - Method in enum org.hipparchus.optim.LocalizedOptimFormats
getLower() - Method in class org.hipparchus.optim.SimpleBounds
Gets the lower bounds.
getLowerBound() - Method in class org.hipparchus.optim.BaseMultivariateOptimizer
Get lower bounds.
getLowerBound() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.BoundedConstraint
Get Lower Bound for value(x).
getLowerBound() - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.Constraint
Get Lower Bound for value(x).
getMax() - Method in class org.hipparchus.optim.univariate.SearchInterval
Gets the upper bound.
getMax() - Method in class org.hipparchus.optim.univariate.UnivariateOptimizer
Get upper bounds.
getMaxEval() - Method in class org.hipparchus.optim.MaxEval
Gets the maximum number of evaluations.
getMaxEvaluations() - Method in class org.hipparchus.optim.BaseOptimizer
Gets the maximal number of function evaluations.
getMaxEvaluations() - Method in class org.hipparchus.optim.univariate.BracketFinder
Get maximum number of evaluations.
getMaxIter() - Method in class org.hipparchus.optim.MaxIter
Gets the maximum number of evaluations.
getMaxIterations() - Method in class org.hipparchus.optim.BaseOptimizer
Gets the maximal number of iterations.
getMaxLineSearchIteration() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Get max Iteration for the line search
getMaxRhoIteration() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Get max number of weight changes.
getMid() - Method in class org.hipparchus.optim.univariate.BracketFinder
Get a point in the middle of the bracket.
getMin() - Method in class org.hipparchus.optim.univariate.SearchInterval
Gets the lower bound.
getMin() - Method in class org.hipparchus.optim.univariate.UnivariateOptimizer
Get lower bounds.
getMu() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Get parameter for evaluation of Armijo condition for descend direction.
getObj() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.AbstractSQPOptimizer
Getter for objective function.
getObjectiveFunction() - Method in class org.hipparchus.optim.nonlinear.scalar.ObjectiveFunction
Gets the function to be optimized.
getObjectiveFunction() - Method in class org.hipparchus.optim.univariate.UnivariateObjectiveFunction
Gets the function to be optimized.
getObjectiveFunctionGradient() - Method in class org.hipparchus.optim.nonlinear.scalar.ObjectiveFunctionGradient
Gets the gradient of the function to be optimized.
getObservationSize() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresAdapter
Get the number of observations (rows in the Jacobian) in this problem.
getObservationSize() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem
Get the number of observations (rows in the Jacobian) in this problem.
getOldEvaluation() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Get the previous evaluation used by the optimizer.
getOptima() - Method in class org.hipparchus.optim.BaseMultiStartMultivariateOptimizer
Gets all the optima found during the last call to optimize.
getOptima() - Method in class org.hipparchus.optim.nonlinear.scalar.MultiStartMultivariateOptimizer
Gets all the optima found during the last call to optimize.
getOptima() - Method in class org.hipparchus.optim.univariate.MultiStartUnivariateOptimizer
Gets all the optima found during the last call to optimize.
getOrthoTolerance() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Gets the value of a tuning parameter.
getP() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.QuadraticFunction
Get square matrix of weights for quadratic terms.
getParameterRelativeTolerance() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Gets the value of a tuning parameter.
getParameterSize() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresAdapter
Get the number of parameters (columns in the Jacobian) in this problem.
getParameterSize() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem
Get the number of parameters (columns in the Jacobian) in this problem.
getPoint() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem.Evaluation
Get the abscissa (independent variables) of this evaluation.
getPoint() - Method in class org.hipparchus.optim.PointValuePair
Gets the point.
getPoint() - Method in class org.hipparchus.optim.PointVectorValuePair
Gets the point.
getPoint() - Method in class org.hipparchus.optim.univariate.UnivariatePointValuePair
Get the point.
getPoint(int) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Get the simplex point stored at the requested index.
getPointRef() - Method in class org.hipparchus.optim.PointValuePair
Gets a reference to the point.
getPointRef() - Method in class org.hipparchus.optim.PointVectorValuePair
Gets a reference to the point.
getPoints() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Get the points of the simplex.
getPolishIteration() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Get number of iterations of polishing algorithm.
getPopulationSize() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer.PopulationSize
Get population size.
getQ() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.QuadraticFunction
Get vector of weights for linear terms.
getQpMaxLoop() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Get max iteration admitted for QP subproblem evaluation.
getRankingThreshold() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Gets the value of a tuning parameter.
getReducedChiSquare(int) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.AbstractEvaluation
Get the reduced chi-square.
getReducedChiSquare(int) - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem.Evaluation
Get the reduced chi-square.
getRelationship() - Method in class org.hipparchus.optim.linear.LinearConstraint
Gets the relationship between left and right hand sides.
getRelativeThreshold() - Method in class org.hipparchus.optim.AbstractConvergenceChecker
Get relative threshold.
getResiduals() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem.Evaluation
Get the weighted residuals.
getRhoCons() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Get weight for augmented QP subproblem.
getRhoMax() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Get max Value for the Weight for ADMM iteration.
getRhoMin() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Get min Value for the Weight for ADMM iteration.
getRMS() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.AbstractEvaluation
Get the normalized cost.
getRMS() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem.Evaluation
Get the normalized cost.
getScaledA() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPModifiedRuizEquilibrium
Get scaled constraints coefficients matrix.
getScaledH() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPModifiedRuizEquilibrium
Get scaled square matrix of weights for quadratic terms.
getScaledLUb(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPModifiedRuizEquilibrium
Get scaled upper bound
getScaledQ() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPModifiedRuizEquilibrium
Get scaled vector of weights for linear terms.
getScaleMaxIteration() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Get max iteration for the scaling.
getSettings() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.AbstractSQPOptimizer
Getter for settings.
getSigma() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer.Sigma
Get sigma values.
getSigma() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Get value of regularization term sigma for Karush–Kuhn–Tucker solver.
getSigma(double) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.AbstractEvaluation
Get an estimate of the standard deviation of the parameters.
getSigma(double) - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem.Evaluation
Get an estimate of the standard deviation of the parameters.
getSigmaMax() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Get max value admitted for the solution of the additional variable in QP subproblem.
getSize() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Get simplex size.
getSolution() - Method in class org.hipparchus.optim.linear.SolutionCallback
Retrieve the best solution found so far.
getSourceString() - Method in enum org.hipparchus.optim.LocalizedOptimFormats
getStart() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresAdapter
Gets the initial guess.
getStart() - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem
Gets the initial guess.
getStartPoint() - Method in class org.hipparchus.optim.BaseMultivariateOptimizer
Gets the initial guess.
getStartValue() - Method in class org.hipparchus.optim.univariate.SearchInterval
Gets the start value.
getStartValue() - Method in class org.hipparchus.optim.univariate.UnivariateOptimizer
Get initial guess.
getStatisticsDHistory() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer
Get history of D matrix.
getStatisticsFitnessHistory() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer
Get history of fitness values.
getStatisticsMeanHistory() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer
Get history of mean matrix.
getStatisticsSigmaHistory() - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer
Get history of sigma values.
getUpper() - Method in class org.hipparchus.optim.SimpleBounds
Gets the upper bounds.
getUpperBound() - Method in class org.hipparchus.optim.BaseMultivariateOptimizer
Get upper bounds.
getUpperBound() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.BoundedConstraint
Get Upper Bound for value(x).
getUpperBound() - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.Constraint
Get Upper Bound for value(x).
getV() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPSolution
Returns V tilde auxiliary Variable
getValue() - Method in class org.hipparchus.optim.linear.LinearConstraint
Gets the value of the constraint (right hand side).
getValue() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LagrangeSolution
Returns min(max) evaluated function at x
getValue() - Method in class org.hipparchus.optim.PointVectorValuePair
Gets the value of the objective function.
getValue() - Method in class org.hipparchus.optim.univariate.UnivariatePointValuePair
Get the value of the objective function.
getValueRef() - Method in class org.hipparchus.optim.PointVectorValuePair
Gets a reference to the value of the objective function.
getX() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LagrangeSolution
Returns X solution
getZ() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPSolution
Returns Z auxiliary Variable
GoalType - Enum in org.hipparchus.optim.nonlinear.scalar
Goal type for an optimization problem (minimization or maximization of a scalar function.
gradient(double[]) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.TwiceDifferentiableFunction
Returns the gradient of this function at (x)
gradient(double[]) - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.VectorDifferentiableFunction
Returns the gradient of this function at (x)
gradient(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.QuadraticFunction
Returns the gradient of this function at (x)
gradient(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.TwiceDifferentiableFunction
Returns the gradient of this function at (x)
GradientMultivariateOptimizer - Class in org.hipparchus.optim.nonlinear.scalar
Base class for implementing optimizers for multivariate scalar differentiable functions.
GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair>) - Constructor for class org.hipparchus.optim.nonlinear.scalar.GradientMultivariateOptimizer
Simple constructor.

H

hashCode() - Method in class org.hipparchus.optim.linear.LinearConstraint
hashCode() - Method in class org.hipparchus.optim.linear.LinearObjectiveFunction
hessian(double[]) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.TwiceDifferentiableFunction
The Hessian of this function at (x)
hessian(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.QuadraticFunction
The Hessian of this function at (x)
hessian(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.TwiceDifferentiableFunction
The Hessian of this function at (x)

I

IdentityPreconditioner() - Constructor for class org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer.IdentityPreconditioner
Empty constructor.
incrementEvaluationCount() - Method in class org.hipparchus.optim.BaseOptimizer
Increment the evaluation count.
incrementIterationCount() - Method in class org.hipparchus.optim.BaseOptimizer
Increment the iteration count.
InequalityConstraint - Class in org.hipparchus.optim.nonlinear.vector.constrained
Inequality Constraint with lower bound only: \(l \le f(x)\).
InequalityConstraint(RealVector) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.InequalityConstraint
Simple constructor.
InitialGuess - Class in org.hipparchus.optim
Starting point (first guess) of the optimization procedure.
InitialGuess(double[]) - Constructor for class org.hipparchus.optim.InitialGuess
Simple constructor.
initialize(RealMatrix, RealMatrix, RealVector, int, RealVector, RealVector, double, double, double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPKKT
Initialize problem
INVALID_IMPLEMENTATION - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
INVALID_IMPLEMENTATION.
isConverged() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOptimizer
Check if convergence has been reached.
isFormNormalEquations() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.GaussNewtonOptimizer
Get if the normal equations are explicitly formed.
isFormNormalEquations() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Get if the normal equations are explicitly formed.
isPolishing() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Check if polishing is enabled.
isRestrictedToNonNegative() - Method in class org.hipparchus.optim.linear.LinearOptimizer
Check if variables are restricted to non-negative values.
isRestrictedToNonNegative() - Method in class org.hipparchus.optim.linear.NonNegativeConstraint
Indicates whether all the variables must be restricted to non-negative values.
isScaling() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Check if scaling is enabled.
isSolutionOptimal() - Method in class org.hipparchus.optim.linear.SolutionCallback
Returns if the found solution is optimal.
iterate(MultivariateFunction, Comparator<PointValuePair>) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Compute the next simplex of the algorithm.
iterate(MultivariateFunction, Comparator<PointValuePair>) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.MultiDirectionalSimplex
Compute the next simplex of the algorithm.
iterate(MultivariateFunction, Comparator<PointValuePair>) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.NelderMeadSimplex
Compute the next simplex of the algorithm.
iterate(RealVector...) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPKKT
Iterate Karush–Kuhn–Tucker equation from given list of Vector
iterate(RealVector...) - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.KarushKuhnTuckerSolver
Iterate Karush–Kuhn–Tucker equation from given list of Vector
iterations - Variable in class org.hipparchus.optim.BaseOptimizer
Iterations counter.

J

jacobian(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearBoundedConstraint
Returns the gradient of this function at (x)
jacobian(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearEqualityConstraint
 
jacobian(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearInequalityConstraint
 
jacobian(RealVector) - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.VectorDifferentiableFunction
Returns the gradient of this function at (x)

K

KarushKuhnTuckerSolver<T> - Interface in org.hipparchus.optim.nonlinear.vector.constrained
Karush–Kuhn–Tucker Solver.

L

LagrangeSolution - Class in org.hipparchus.optim.nonlinear.vector.constrained
Container for Lagrange t-uple.
LagrangeSolution(RealVector, RealVector, double) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.LagrangeSolution
Simple constructor.
lagrangianGradX(RealVector, RealMatrix, RealVector, RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.AbstractSQPOptimizer
Compute Lagrangian gradient for variable X
lazyEvaluation(boolean) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure whether evaluation will be lazy or not.
LeastSquaresAdapter - Class in org.hipparchus.optim.nonlinear.vector.leastsquares
An adapter that delegates to another implementation of LeastSquaresProblem.
LeastSquaresAdapter(LeastSquaresProblem) - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresAdapter
Delegate the LeastSquaresProblem interface to the given implementation.
LeastSquaresBuilder - Class in org.hipparchus.optim.nonlinear.vector.leastsquares
A mutable builder for LeastSquaresProblems.
LeastSquaresBuilder() - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Empty constructor.
LeastSquaresConverter - Class in org.hipparchus.optim.nonlinear.scalar
This class converts vectorial objective functions to scalar objective functions when the goal is to minimize them.
LeastSquaresConverter(MultivariateVectorFunction, double[]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.LeastSquaresConverter
Builds a simple converter for uncorrelated residuals with identical weights.
LeastSquaresConverter(MultivariateVectorFunction, double[], double[]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.LeastSquaresConverter
Builds a simple converter for uncorrelated residuals with the specified weights.
LeastSquaresConverter(MultivariateVectorFunction, double[], RealMatrix) - Constructor for class org.hipparchus.optim.nonlinear.scalar.LeastSquaresConverter
Builds a simple converter for correlated residuals with the specified weights.
LeastSquaresFactory - Class in org.hipparchus.optim.nonlinear.vector.leastsquares
A Factory for creating LeastSquaresProblems.
LeastSquaresOptimizer - Interface in org.hipparchus.optim.nonlinear.vector.leastsquares
An algorithm that can be applied to a non-linear least squares problem.
LeastSquaresOptimizer.Optimum - Interface in org.hipparchus.optim.nonlinear.vector.leastsquares
The optimum found by the optimizer.
LeastSquaresProblem - Interface in org.hipparchus.optim.nonlinear.vector.leastsquares
The data necessary to define a non-linear least squares problem.
LeastSquaresProblem.Evaluation - Interface in org.hipparchus.optim.nonlinear.vector.leastsquares
An evaluation of a LeastSquaresProblem at a particular point.
LEQ - Enum constant in enum org.hipparchus.optim.linear.Relationship
Lesser than or equal relationship.
LevenbergMarquardtOptimizer - Class in org.hipparchus.optim.nonlinear.vector.leastsquares
This class solves a least-squares problem using the Levenberg-Marquardt algorithm.
LevenbergMarquardtOptimizer() - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Default constructor.
LevenbergMarquardtOptimizer(double, double, double, double, double) - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Construct an instance with all parameters specified.
LinearBoundedConstraint - Class in org.hipparchus.optim.nonlinear.vector.constrained
A set of linear inequality constraints expressed as ub>Ax>lb.
LinearBoundedConstraint(double[][], double[], double[]) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.LinearBoundedConstraint
Construct a set of linear inequality constraints from Ax < B
LinearBoundedConstraint(RealMatrix, RealVector, RealVector) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.LinearBoundedConstraint
Construct a set of linear inequality constraints from Ax < B
LinearConstraint - Class in org.hipparchus.optim.linear
A linear constraint for a linear optimization problem.
LinearConstraint(double[], double, Relationship, double[], double) - Constructor for class org.hipparchus.optim.linear.LinearConstraint
Build a constraint involving two linear equations.
LinearConstraint(double[], Relationship, double) - Constructor for class org.hipparchus.optim.linear.LinearConstraint
Build a constraint involving a single linear equation.
LinearConstraint(RealVector, double, Relationship, RealVector, double) - Constructor for class org.hipparchus.optim.linear.LinearConstraint
Build a constraint involving two linear equations.
LinearConstraint(RealVector, Relationship, double) - Constructor for class org.hipparchus.optim.linear.LinearConstraint
Build a constraint involving a single linear equation.
LinearConstraintSet - Class in org.hipparchus.optim.linear
Class that represents a set of linear constraints.
LinearConstraintSet(Collection<LinearConstraint>) - Constructor for class org.hipparchus.optim.linear.LinearConstraintSet
Creates a set containing the given constraints.
LinearConstraintSet(LinearConstraint...) - Constructor for class org.hipparchus.optim.linear.LinearConstraintSet
Creates a set containing the given constraints.
LinearEqualityConstraint - Class in org.hipparchus.optim.nonlinear.vector.constrained
A set of linear equality constraints given as Ax = b.
LinearEqualityConstraint(double[][], double[]) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.LinearEqualityConstraint
Construct a set of linear equality constraints ax = b.
LinearEqualityConstraint(RealMatrix, RealVector) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.LinearEqualityConstraint
Construct a set of linear equality constraints ax = b.
LinearInequalityConstraint - Class in org.hipparchus.optim.nonlinear.vector.constrained
Set of linear inequality constraints expressed as \( A x \gt B\).
LinearInequalityConstraint(double[][], double[]) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.LinearInequalityConstraint
Construct a set of linear inequality constraints from Ax > B
LinearInequalityConstraint(RealMatrix, RealVector) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.LinearInequalityConstraint
Construct a set of linear inequality constraints from \( A x \gt B\).
LinearObjectiveFunction - Class in org.hipparchus.optim.linear
An objective function for a linear optimization problem.
LinearObjectiveFunction(double[], double) - Constructor for class org.hipparchus.optim.linear.LinearObjectiveFunction
Simple constructor.
LinearObjectiveFunction(RealVector, double) - Constructor for class org.hipparchus.optim.linear.LinearObjectiveFunction
Simple constructor.
LinearOptimizer - Class in org.hipparchus.optim.linear
Base class for implementing linear optimizers.
LinearOptimizer() - Constructor for class org.hipparchus.optim.linear.LinearOptimizer
Simple constructor with default settings.
LineSearch - Class in org.hipparchus.optim.nonlinear.scalar
Class for finding the minimum of the objective function along a given direction.
LineSearch(MultivariateOptimizer, double, double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.LineSearch
The BrentOptimizer default stopping criterion uses the tolerances to check the domain (point) values, not the function values.
LocalizedOptimFormats - Enum in org.hipparchus.optim
Enumeration for localized messages formats used in exceptions messages.

M

maxDual(RealVector, RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPConvergenceChecker
Compute dual vectors max.
MaxEval - Class in org.hipparchus.optim
Maximum number of evaluations of the function to be optimized.
MaxEval(int) - Constructor for class org.hipparchus.optim.MaxEval
Simple constructor.
maxEvaluations(int) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the max evaluations.
MAXIMIZE - Enum constant in enum org.hipparchus.optim.nonlinear.scalar.GoalType
Maximization.
MaxIter - Class in org.hipparchus.optim
Maximum number of iterations performed by an (iterative) algorithm.
MaxIter(int) - Constructor for class org.hipparchus.optim.MaxIter
Simple constructor.
maxIterations(int) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the max iterations.
maxPrimal(RealVector, RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPConvergenceChecker
Compute primal vectors max.
MINIMIZE - Enum constant in enum org.hipparchus.optim.nonlinear.scalar.GoalType
Minimization.
MINIMUM_PROBLEM_DIMENSION - Static variable in class org.hipparchus.optim.nonlinear.scalar.noderiv.BOBYQAOptimizer
Minimum dimension of the problem: 2
model(MultivariateVectorFunction, MultivariateMatrixFunction) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the model function.
model(MultivariateVectorFunction, MultivariateMatrixFunction) - Static method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresFactory
model(MultivariateJacobianFunction) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the model function.
MultiDirectionalSimplex - Class in org.hipparchus.optim.nonlinear.scalar.noderiv
This class implements the multi-directional direct search method.
MultiDirectionalSimplex(double[]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.MultiDirectionalSimplex
Build a multi-directional simplex with default coefficients.
MultiDirectionalSimplex(double[][]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.MultiDirectionalSimplex
Build a multi-directional simplex with default coefficients.
MultiDirectionalSimplex(double[][], double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.MultiDirectionalSimplex
Build a multi-directional simplex with specified coefficients.
MultiDirectionalSimplex(double[], double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.MultiDirectionalSimplex
Build a multi-directional simplex with specified coefficients.
MultiDirectionalSimplex(int) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.MultiDirectionalSimplex
Build a multi-directional simplex with default coefficients.
MultiDirectionalSimplex(int, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.MultiDirectionalSimplex
Build a multi-directional simplex with default coefficients.
MultiDirectionalSimplex(int, double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.MultiDirectionalSimplex
Build a multi-directional simplex with specified coefficients.
MultiDirectionalSimplex(int, double, double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.MultiDirectionalSimplex
Build a multi-directional simplex with specified coefficients.
MultiStartMultivariateOptimizer - Class in org.hipparchus.optim.nonlinear.scalar
Multi-start optimizer.
MultiStartMultivariateOptimizer(MultivariateOptimizer, int, RandomVectorGenerator) - Constructor for class org.hipparchus.optim.nonlinear.scalar.MultiStartMultivariateOptimizer
Create a multi-start optimizer from a single-start optimizer.
MultiStartUnivariateOptimizer - Class in org.hipparchus.optim.univariate
Special implementation of the UnivariateOptimizer interface adding multi-start features to an existing optimizer.
MultiStartUnivariateOptimizer(UnivariateOptimizer, int, RandomGenerator) - Constructor for class org.hipparchus.optim.univariate.MultiStartUnivariateOptimizer
Create a multi-start optimizer from a single-start optimizer.
MultivariateFunctionMappingAdapter - Class in org.hipparchus.optim.nonlinear.scalar
Adapter for mapping bounded MultivariateFunction to unbounded ones.
MultivariateFunctionMappingAdapter(MultivariateFunction, double[], double[]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.MultivariateFunctionMappingAdapter
Simple constructor.
MultivariateFunctionPenaltyAdapter - Class in org.hipparchus.optim.nonlinear.scalar
Adapter extending bounded MultivariateFunction to an unbouded domain using a penalty function.
MultivariateFunctionPenaltyAdapter(MultivariateFunction, double[], double[], double, double[]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.MultivariateFunctionPenaltyAdapter
Simple constructor.
MultivariateJacobianFunction - Interface in org.hipparchus.optim.nonlinear.vector.leastsquares
A interface for functions that compute a vector of values and can compute their derivatives (Jacobian).
MultivariateOptimizer - Class in org.hipparchus.optim.nonlinear.scalar
Base class for a multivariate scalar function optimizer.
MultivariateOptimizer(ConvergenceChecker<PointValuePair>) - Constructor for class org.hipparchus.optim.nonlinear.scalar.MultivariateOptimizer
Simple constructor.

N

NelderMeadSimplex - Class in org.hipparchus.optim.nonlinear.scalar.noderiv
This class implements the Nelder-Mead simplex algorithm.
NelderMeadSimplex(double[]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.NelderMeadSimplex
Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(double[][]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.NelderMeadSimplex
Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(double[][], double, double, double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.NelderMeadSimplex
Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(double[], double, double, double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.NelderMeadSimplex
Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(int) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.NelderMeadSimplex
Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(int, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.NelderMeadSimplex
Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(int, double, double, double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.NelderMeadSimplex
Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(int, double, double, double, double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.NelderMeadSimplex
Build a Nelder-Mead simplex with specified coefficients.
NO_FEASIBLE_SOLUTION - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
NO_FEASIBLE_SOLUTION.
NonLinearConjugateGradientOptimizer - Class in org.hipparchus.optim.nonlinear.scalar.gradient
Non-linear conjugate gradient optimizer.
NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula, ConvergenceChecker<PointValuePair>) - Constructor for class org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer
Constructor with default tolerances for the line search (1e-8) and preconditioner.
NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula, ConvergenceChecker<PointValuePair>, double, double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer
Constructor with default preconditioner.
NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula, ConvergenceChecker<PointValuePair>, double, double, double, Preconditioner) - Constructor for class org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer
Simple constructor.
NonLinearConjugateGradientOptimizer.Formula - Enum in org.hipparchus.optim.nonlinear.scalar.gradient
Available choices of update formulas for the updating the parameter that is used to compute the successive conjugate search directions.
NonLinearConjugateGradientOptimizer.IdentityPreconditioner - Class in org.hipparchus.optim.nonlinear.scalar.gradient
Default identity preconditioner.
NonNegativeConstraint - Class in org.hipparchus.optim.linear
A constraint for a linear optimization problem indicating whether all variables must be restricted to non-negative values.
NonNegativeConstraint(boolean) - Constructor for class org.hipparchus.optim.linear.NonNegativeConstraint
Simple constructor.
normalize(double, int) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPModifiedRuizEquilibrium
Normalize matrices.

O

ObjectiveFunction - Class in org.hipparchus.optim.nonlinear.scalar
Scalar function to be optimized.
ObjectiveFunction(MultivariateFunction) - Constructor for class org.hipparchus.optim.nonlinear.scalar.ObjectiveFunction
Simple constructor.
ObjectiveFunctionGradient - Class in org.hipparchus.optim.nonlinear.scalar
Gradient of the scalar function to be optimized.
ObjectiveFunctionGradient(MultivariateVectorFunction) - Constructor for class org.hipparchus.optim.nonlinear.scalar.ObjectiveFunctionGradient
Simple constructor.
of(LeastSquaresProblem.Evaluation, int, int) - Static method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresOptimizer.Optimum
Create a new optimum from an evaluation and the values of the counters.
oppositeRelationship() - Method in enum org.hipparchus.optim.linear.Relationship
Gets the relationship obtained when multiplying all coefficients by -1.
OptimizationData - Interface in org.hipparchus.optim
Marker interface.
OptimizationProblem<P> - Interface in org.hipparchus.optim
Common settings for all optimization problems.
optimize() - Method in class org.hipparchus.optim.BaseOptimizer
Performs the optimization.
optimize(LeastSquaresProblem) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.GaussNewtonOptimizer
Solve the non-linear least squares problem.
optimize(LeastSquaresProblem) - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresOptimizer
Solve the non-linear least squares problem.
optimize(LeastSquaresProblem) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Solve the non-linear least squares problem.
optimize(LeastSquaresProblem) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Solve the non-linear least squares problem.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.BaseMultiStartMultivariateOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.BaseMultivariateOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.BaseOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.linear.LinearOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.linear.SimplexSolver
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.scalar.GradientMultivariateOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.scalar.MultivariateOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.SimplexOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.AbstractSQPOptimizer
 
optimize(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ConstraintOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.univariate.MultiStartUnivariateOptimizer
Stores data and performs the optimization.
optimize(OptimizationData...) - Method in class org.hipparchus.optim.univariate.UnivariateOptimizer
Stores data and performs the optimization.
org.hipparchus.optim - package org.hipparchus.optim
Generally, optimizers are algorithms that will either minimize or maximize a scalar function, called the objective function.
org.hipparchus.optim.linear - package org.hipparchus.optim.linear
Optimization algorithms for linear constrained problems.
org.hipparchus.optim.nonlinear.scalar - package org.hipparchus.optim.nonlinear.scalar
Algorithms for optimizing a scalar function.
org.hipparchus.optim.nonlinear.scalar.gradient - package org.hipparchus.optim.nonlinear.scalar.gradient
This package provides optimization algorithms that require derivatives.
org.hipparchus.optim.nonlinear.scalar.noderiv - package org.hipparchus.optim.nonlinear.scalar.noderiv
This package provides optimization algorithms that do not require derivatives.
org.hipparchus.optim.nonlinear.vector.constrained - package org.hipparchus.optim.nonlinear.vector.constrained
This package provides algorithms that minimize the residuals between observations and model values.
org.hipparchus.optim.nonlinear.vector.leastsquares - package org.hipparchus.optim.nonlinear.vector.leastsquares
This package provides algorithms that minimize the residuals between observations and model values.
org.hipparchus.optim.univariate - package org.hipparchus.optim.univariate
One-dimensional optimization algorithms.
overshoot(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.BoundedConstraint
Check how much a point overshoots the constraint.
overshoot(RealVector) - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.Constraint
Check how much a point overshoots the constraint.

P

parameterValidator(ParameterValidator) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the validator of the model parameters.
ParameterValidator - Interface in org.hipparchus.optim.nonlinear.vector.leastsquares
Interface for validating a set of model parameters.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.BaseMultivariateOptimizer
Scans the list of (required and optional) optimization data that characterize the problem.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.BaseOptimizer
Scans the list of (required and optional) optimization data that characterize the problem.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.linear.LinearOptimizer
Scans the list of (required and optional) optimization data that characterize the problem.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.linear.SimplexSolver
Scans the list of (required and optional) optimization data that characterize the problem.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer
Scans the list of (required and optional) optimization data that characterize the problem.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.scalar.GradientMultivariateOptimizer
Scans the list of (required and optional) optimization data that characterize the problem.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.scalar.MultivariateOptimizer
Scans the list of (required and optional) optimization data that characterize the problem.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer
Scans the list of (required and optional) optimization data that characterize the problem.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.SimplexOptimizer
Scans the list of (required and optional) optimization data that characterize the problem.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.AbstractSQPOptimizer
 
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOptimizer
Scans the list of (required and optional) optimization data that characterize the problem.
parseOptimizationData(OptimizationData...) - Method in class org.hipparchus.optim.univariate.UnivariateOptimizer
Scans the list of (required and optional) optimization data that characterize the problem.
PivotSelectionRule - Enum in org.hipparchus.optim.linear
Pivot selection rule to the use for a Simplex solver.
PointValuePair - Class in org.hipparchus.optim
This class holds a point and the value of an objective function at that point.
PointValuePair(double[], double) - Constructor for class org.hipparchus.optim.PointValuePair
Builds a point/objective function value pair.
PointValuePair(double[], double, boolean) - Constructor for class org.hipparchus.optim.PointValuePair
Builds a point/objective function value pair.
PointVectorValuePair - Class in org.hipparchus.optim
This class holds a point and the vectorial value of an objective function at that point.
PointVectorValuePair(double[], double[]) - Constructor for class org.hipparchus.optim.PointVectorValuePair
Builds a point/objective function value pair.
PointVectorValuePair(double[], double[], boolean) - Constructor for class org.hipparchus.optim.PointVectorValuePair
Build a point/objective function value pair.
POLAK_RIBIERE - Enum constant in enum org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer.Formula
Polak-Ribière formula.
PopulationSize(int) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer.PopulationSize
Simple constructor.
PowellOptimizer - Class in org.hipparchus.optim.nonlinear.scalar.noderiv
Powell's algorithm.
PowellOptimizer(double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.PowellOptimizer
The parameters control the default convergence checking procedure.
PowellOptimizer(double, double, double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.PowellOptimizer
Builds an instance with the default convergence checking procedure.
PowellOptimizer(double, double, double, double, ConvergenceChecker<PointValuePair>) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.PowellOptimizer
This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure and the line search tolerances.
PowellOptimizer(double, double, ConvergenceChecker<PointValuePair>) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.PowellOptimizer
This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure.
precondition(double[], double[]) - Method in class org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer.IdentityPreconditioner
Precondition a search direction.
precondition(double[], double[]) - Method in interface org.hipparchus.optim.nonlinear.scalar.gradient.Preconditioner
Precondition a search direction.
Preconditioner - Interface in org.hipparchus.optim.nonlinear.scalar.gradient
This interface represents a preconditioner for differentiable scalar objective function optimizers.

Q

QPOptimizer - Class in org.hipparchus.optim.nonlinear.vector.constrained
Quadratic programming Optimizater.
QPOptimizer() - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.QPOptimizer
 
QuadraticFunction - Class in org.hipparchus.optim.nonlinear.vector.constrained
Given P, Q, d, implements \(\frac{1}{2}x^T P X + Q^T x + d\).
QuadraticFunction(double[][], double[], double) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.QuadraticFunction
Construct quadratic function \(\frac{1}{2}x^T P X + Q^T x + d\).
QuadraticFunction(RealMatrix, RealVector, double) - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.QuadraticFunction
Construct quadratic function \(\frac{1}{2}x^T P X + Q^T x + d\).

R

Relationship - Enum in org.hipparchus.optim.linear
Types of relationships between two cells in a Solver LinearConstraint.
replaceWorstPoint(PointValuePair, Comparator<PointValuePair>) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Replace the worst point of the simplex by a new point.
residualDual(RealVector, RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPConvergenceChecker
Compute dual residual.
residualPrime(RealVector, RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPConvergenceChecker
Compute primal residual.

S

search(double[], double[]) - Method in class org.hipparchus.optim.nonlinear.scalar.LineSearch
Finds the number alpha that optimizes f(startPoint + alpha * direction).
search(UnivariateFunction, GoalType, double, double) - Method in class org.hipparchus.optim.univariate.BracketFinder
Search new points that bracket a local optimum of the function.
SearchInterval - Class in org.hipparchus.optim.univariate
Search interval and (optional) start value.
SearchInterval(double, double) - Constructor for class org.hipparchus.optim.univariate.SearchInterval
Simple constructor.
SearchInterval(double, double, double) - Constructor for class org.hipparchus.optim.univariate.SearchInterval
Simple constructor.
SequentialGaussNewtonOptimizer - Class in org.hipparchus.optim.nonlinear.vector.leastsquares
Sequential Gauss-Newton least-squares solver.
SequentialGaussNewtonOptimizer() - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Create a sequential Gauss Newton optimizer.
SequentialGaussNewtonOptimizer(MatrixDecomposer, boolean, LeastSquaresProblem.Evaluation) - Constructor for class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Create a sequential Gauss Newton optimizer that uses the given matrix decomposition algorithm to solve the normal equations.
setAlpha(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set value of alpha filter for ADMM iteration.
setB(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Set parameter for quadratic line search.
setConvCriteria(int) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Set convergence criteria.
setEps(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set absolute and Relative Tolerance for convergence.
setEps(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Set tolerance for convergence and active constraint evaluation.
setEpsInfeasible(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set absolute and Relative Tolerance for infeasible criteria.
setMaxLineSearchIteration(int) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Set max Iteration for the line search
setMaxRhoIteration(int) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set max number of weight changes.
setMu(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Set parameter for evaluation of Armijo condition for descend direction.
setPoint(int, PointValuePair) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Store a new point at location index.
setPoints(PointValuePair[]) - Method in class org.hipparchus.optim.nonlinear.scalar.noderiv.AbstractSimplex
Replace all points.
setPolishing(boolean) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set polishing enabling flag.
setPolishingIteration(int) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set number of iterations of polishing algorithm.
setQpMaxLoop(int) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Set max iteration admitted for QP subproblem evaluation.
setRhoCons(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Set weight for augmented QP subproblem.
setRhoMax(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set max Value for the Weight for ADMM iteration.
setRhoMin(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set min Value for the Weight for ADMM iteration.
setScaleMaxIteration(int) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set max iteration for the scaling.
setScaling(boolean) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set scaling enabling flag.
setSigma(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set value of regularization term sigma for Karush–Kuhn–Tucker solver.
setSigmaMax(double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Set max value admitted for the solution of the additional variable in QP subproblem.
setUpdateRho(boolean) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Set weight updating flag.
setUseFunHessian(boolean) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Enable or Disable using direct the function Hessian.
Sigma(double[]) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.CMAESOptimizer.Sigma
Simple constructor.
SimpleBounds - Class in org.hipparchus.optim
Simple optimization constraints: lower and upper bounds.
SimpleBounds(double[], double[]) - Constructor for class org.hipparchus.optim.SimpleBounds
Simple constructor.
SimplePointChecker<P extends Pair<double[],? extends Object>> - Class in org.hipparchus.optim
Simple implementation of the ConvergenceChecker interface using only point coordinates.
SimplePointChecker(double, double) - Constructor for class org.hipparchus.optim.SimplePointChecker
Build an instance with specified thresholds.
SimplePointChecker(double, double, int) - Constructor for class org.hipparchus.optim.SimplePointChecker
Builds an instance with specified thresholds.
SimpleUnivariateValueChecker - Class in org.hipparchus.optim.univariate
Simple implementation of the ConvergenceChecker interface that uses only objective function values.
SimpleUnivariateValueChecker(double, double) - Constructor for class org.hipparchus.optim.univariate.SimpleUnivariateValueChecker
Build an instance with specified thresholds.
SimpleUnivariateValueChecker(double, double, int) - Constructor for class org.hipparchus.optim.univariate.SimpleUnivariateValueChecker
Builds an instance with specified thresholds.
SimpleValueChecker - Class in org.hipparchus.optim
Simple implementation of the ConvergenceChecker interface using only objective function values.
SimpleValueChecker(double, double) - Constructor for class org.hipparchus.optim.SimpleValueChecker
Build an instance with specified thresholds.
SimpleValueChecker(double, double, int) - Constructor for class org.hipparchus.optim.SimpleValueChecker
Builds an instance with specified thresholds.
SimpleVectorValueChecker - Class in org.hipparchus.optim
Simple implementation of the ConvergenceChecker interface using only objective function values.
SimpleVectorValueChecker(double, double) - Constructor for class org.hipparchus.optim.SimpleVectorValueChecker
Build an instance with specified thresholds.
SimpleVectorValueChecker(double, double, int) - Constructor for class org.hipparchus.optim.SimpleVectorValueChecker
Builds an instance with specified tolerance thresholds and iteration count.
SIMPLEX_NEED_ONE_POINT - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
SIMPLEX_NEED_ONE_POINT.
SimplexOptimizer - Class in org.hipparchus.optim.nonlinear.scalar.noderiv
This class implements simplex-based direct search optimization.
SimplexOptimizer(double, double) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.SimplexOptimizer
Simple constructor.
SimplexOptimizer(ConvergenceChecker<PointValuePair>) - Constructor for class org.hipparchus.optim.nonlinear.scalar.noderiv.SimplexOptimizer
Simple constructor.
SimplexSolver - Class in org.hipparchus.optim.linear
Solves a linear problem using the "Two-Phase Simplex" method.
SimplexSolver() - Constructor for class org.hipparchus.optim.linear.SimplexSolver
Builds a simplex solver with default settings.
SimplexSolver(double) - Constructor for class org.hipparchus.optim.linear.SimplexSolver
Builds a simplex solver with a specified accepted amount of error.
SimplexSolver(double, int) - Constructor for class org.hipparchus.optim.linear.SimplexSolver
Builds a simplex solver with a specified accepted amount of error.
SimplexSolver(double, int, double) - Constructor for class org.hipparchus.optim.linear.SimplexSolver
Builds a simplex solver with a specified accepted amount of error.
SolutionCallback - Class in org.hipparchus.optim.linear
A callback object that can be provided to a linear optimizer to keep track of the best solution found.
SolutionCallback() - Constructor for class org.hipparchus.optim.linear.SolutionCallback
Empty constructor.
solve(RealVector, RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPKKT
Solve Karush–Kuhn–Tucker equation from given right hand value.
solve(RealVector, RealVector) - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.KarushKuhnTuckerSolver
Solve Karush–Kuhn–Tucker equation from given right hand value.
solvePhase1(SimplexTableau) - Method in class org.hipparchus.optim.linear.SimplexSolver
Solves Phase 1 of the Simplex method.
SQPOptimizerGM - Class in org.hipparchus.optim.nonlinear.vector.constrained
Sequential Quadratic Programming Optimizer.
SQPOptimizerGM() - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.SQPOptimizerGM
 
SQPOptimizerS - Class in org.hipparchus.optim.nonlinear.vector.constrained
Sequential Quadratic Programming Optimizer.
SQPOptimizerS() - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.SQPOptimizerS
 
SQPOption - Class in org.hipparchus.optim.nonlinear.vector.constrained
Parameter for SQP Algorithm.
SQPOption() - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Simple constructor.
start(double[]) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the initial guess.
start(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the initial guess.
store(PointValuePair) - Method in class org.hipparchus.optim.nonlinear.scalar.MultiStartMultivariateOptimizer
Method that will be called in order to store each found optimum.
store(P) - Method in class org.hipparchus.optim.BaseMultiStartMultivariateOptimizer
Method that will be called in order to store each found optimum.

T

target(double[]) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the observed data.
target(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the observed data.
TOO_SMALL_COST_RELATIVE_TOLERANCE - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
TOO_SMALL_COST_RELATIVE_TOLERANCE.
TOO_SMALL_ORTHOGONALITY_TOLERANCE - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
TOO_SMALL_ORTHOGONALITY_TOLERANCE.
TOO_SMALL_PARAMETERS_RELATIVE_TOLERANCE - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
TOO_SMALL_PARAMETERS_RELATIVE_TOLERANCE.
toString() - Method in enum org.hipparchus.optim.linear.Relationship
toString() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.GaussNewtonOptimizer
toString() - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
TRUST_REGION_STEP_FAILED - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
TRUST_REGION_STEP_FAILED.
TwiceDifferentiableFunction - Class in org.hipparchus.optim.nonlinear.vector.constrained
A MultivariateFunction that also has a defined gradient and Hessian.
TwiceDifferentiableFunction() - Constructor for class org.hipparchus.optim.nonlinear.vector.constrained.TwiceDifferentiableFunction
 

U

UNABLE_TO_PERFORM_QR_DECOMPOSITION_ON_JACOBIAN - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
UNABLE_TO_PERFORM_QR_DECOMPOSITION_ON_JACOBIAN.
UNABLE_TO_SOLVE_SINGULAR_PROBLEM - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
UNABLE_TO_SOLVE_SINGULAR_PROBLEM.
unbounded(int) - Static method in class org.hipparchus.optim.SimpleBounds
Factory method that creates instance of this class that represents unbounded ranges.
UNBOUNDED_SOLUTION - Enum constant in enum org.hipparchus.optim.LocalizedOptimFormats
UNBOUNDED_SOLUTION.
unboundedToBounded(double[]) - Method in class org.hipparchus.optim.nonlinear.scalar.MultivariateFunctionMappingAdapter
Maps an array from unbounded to bounded.
UnivariateObjectiveFunction - Class in org.hipparchus.optim.univariate
Scalar function to be optimized.
UnivariateObjectiveFunction(UnivariateFunction) - Constructor for class org.hipparchus.optim.univariate.UnivariateObjectiveFunction
Simple constructor.
UnivariateOptimizer - Class in org.hipparchus.optim.univariate
Base class for a univariate scalar function optimizer.
UnivariateOptimizer(ConvergenceChecker<UnivariatePointValuePair>) - Constructor for class org.hipparchus.optim.univariate.UnivariateOptimizer
Simple constructor.
UnivariatePointValuePair - Class in org.hipparchus.optim.univariate
This class holds a point and the value of an objective function at this point.
UnivariatePointValuePair(double, double) - Constructor for class org.hipparchus.optim.univariate.UnivariatePointValuePair
Build a point/objective function value pair.
unlimited() - Static method in class org.hipparchus.optim.MaxEval
Factory method that creates instance of this class that represents a virtually unlimited number of evaluations.
unlimited() - Static method in class org.hipparchus.optim.MaxIter
Factory method that creates instance of this class that represents a virtually unlimited number of iterations.
unscaleX(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPModifiedRuizEquilibrium
Unscale solution vector.
unscaleY(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPModifiedRuizEquilibrium
Unscale Y vector.
unscaleZ(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPModifiedRuizEquilibrium
Unscale Z vector.
updateRho() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
Check if weight updating is enabled.
updateSigmaRho(double, int, double) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPKKT
Update steps
useFunHessian() - Method in class org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
Check if using direct the function Hessian is enabled or disabled.

V

validate(RealVector) - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.ParameterValidator
Validates the set of parameters.
value(double[]) - Method in class org.hipparchus.optim.linear.LinearObjectiveFunction
Computes the value of the linear equation at the current point.
value(double[]) - Method in class org.hipparchus.optim.nonlinear.scalar.LeastSquaresConverter
value(double[]) - Method in class org.hipparchus.optim.nonlinear.scalar.MultivariateFunctionMappingAdapter
Compute the underlying function value from an unbounded point.
value(double[]) - Method in class org.hipparchus.optim.nonlinear.scalar.MultivariateFunctionPenaltyAdapter
Computes the underlying function value from an unbounded point.
value(double[]) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearBoundedConstraint
Returns the value of this function at (x)
value(double[]) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.TwiceDifferentiableFunction
Returns the value of this function at (x)
value(double[]) - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.VectorDifferentiableFunction
Returns the value of this function at (x)
value(RealVector) - Method in class org.hipparchus.optim.linear.LinearObjectiveFunction
Computes the value of the linear equation at the current point.
value(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearBoundedConstraint
Returns the value of this function at (x)
value(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearEqualityConstraint
 
value(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.LinearInequalityConstraint
 
value(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.QuadraticFunction
Returns the value of this function at (x)
value(RealVector) - Method in class org.hipparchus.optim.nonlinear.vector.constrained.TwiceDifferentiableFunction
Returns the value of this function at (x)
value(RealVector) - Method in interface org.hipparchus.optim.nonlinear.vector.constrained.VectorDifferentiableFunction
Returns the value of this function at (x)
value(RealVector) - Method in interface org.hipparchus.optim.nonlinear.vector.leastsquares.MultivariateJacobianFunction
Compute the function value and its Jacobian.
ValueAndJacobianFunction - Interface in org.hipparchus.optim.nonlinear.vector.leastsquares
A interface for functions that compute a vector of values and can compute their derivatives (Jacobian).
valueOf(String) - Static method in enum org.hipparchus.optim.linear.PivotSelectionRule
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum org.hipparchus.optim.linear.Relationship
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum org.hipparchus.optim.LocalizedOptimFormats
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum org.hipparchus.optim.nonlinear.scalar.GoalType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer.Formula
Returns the enum constant of this type with the specified name.
values() - Static method in enum org.hipparchus.optim.linear.PivotSelectionRule
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum org.hipparchus.optim.linear.Relationship
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum org.hipparchus.optim.LocalizedOptimFormats
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum org.hipparchus.optim.nonlinear.scalar.GoalType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum org.hipparchus.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer.Formula
Returns an array containing the constants of this enum type, in the order they are declared.
VectorDifferentiableFunction - Interface in org.hipparchus.optim.nonlinear.vector.constrained
A MultivariateFunction that also has a defined gradient and Hessian.

W

weight(RealMatrix) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresBuilder
Configure the weight matrix.
weightDiagonal(LeastSquaresProblem, RealVector) - Static method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresFactory
Apply a diagonal weight matrix to the LeastSquaresProblem.
weightMatrix(LeastSquaresProblem, RealMatrix) - Static method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresFactory
Apply a dense weight matrix to the LeastSquaresProblem.
withAPrioriData(RealVector, RealMatrix) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Configure from a priori state and covariance.
withAPrioriData(RealVector, RealMatrix, double, double) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Configure from a priori state and covariance.
withCostRelativeTolerance(double) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Build new instance with cost relative tolerance.
withDecomposer(MatrixDecomposer) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.GaussNewtonOptimizer
Configure the matrix decomposition algorithm.
withDecomposer(MatrixDecomposer) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Configure the matrix decomposition algorithm.
withEvaluation(LeastSquaresProblem.Evaluation) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Configure the previous evaluation used by the optimizer.
withFormNormalEquations(boolean) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.GaussNewtonOptimizer
Configure if the normal equations should be explicitly formed.
withFormNormalEquations(boolean) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.SequentialGaussNewtonOptimizer
Configure if the normal equations should be explicitly formed.
withInitialStepBoundFactor(double) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Build new instance with initial step bound factor.
withOrthoTolerance(double) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Build new instance with ortho tolerance.
withParameterRelativeTolerance(double) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Build new instance with parameter relative tolerance.
withRankingThreshold(double) - Method in class org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer
Build new instance with ranking threshold.
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