Index
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 theother 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 approximationx
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 anLeastSquaresProblem.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
LeastSquaresProblem
s. - 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
toscalar 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
LeastSquaresProblem
s. - 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
-
Combine a
MultivariateVectorFunction
with aMultivariateMatrixFunction
to produce aMultivariateJacobianFunction
. - 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
ormaximize
a scalar function, called theobjective 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 optimizesf(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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