| Package | Description | 
|---|---|
| org.hipparchus.optim | 
  Generally, optimizers are algorithms that will either
   minimizeormaximizea scalar function, called theobjective
  function. | 
| org.hipparchus.optim.nonlinear.scalar | Algorithms for optimizing a scalar function. | 
| org.hipparchus.optim.nonlinear.scalar.gradient | This package provides optimization algorithms that require derivatives. | 
| org.hipparchus.optim.nonlinear.scalar.noderiv | This package provides optimization algorithms that do not require derivatives. | 
| org.hipparchus.optim.nonlinear.vector.leastsquares | This package provides algorithms that minimize the residuals
 between observations and model values. | 
| org.hipparchus.optim.univariate | One-dimensional optimization algorithms. | 
| Modifier and Type | Class and Description | 
|---|---|
| class  | AbstractConvergenceChecker<P>Base class for all convergence checker implementations. | 
| class  | SimplePointChecker<P extends Pair<double[],? extends Object>>Simple implementation of the  ConvergenceCheckerinterface using
 only point coordinates. | 
| class  | SimpleValueCheckerSimple implementation of the  ConvergenceCheckerinterface using
 only objective function values. | 
| class  | SimpleVectorValueCheckerSimple implementation of the  ConvergenceCheckerinterface using
 only objective function values. | 
| Modifier and Type | Method and Description | 
|---|---|
| ConvergenceChecker<P> | OptimizationProblem. getConvergenceChecker()Gets the convergence checker. | 
| ConvergenceChecker<P> | BaseOptimizer. getConvergenceChecker()Gets the convergence checker. | 
| ConvergenceChecker<P> | AbstractOptimizationProblem. getConvergenceChecker()Gets the convergence checker. | 
| Constructor and Description | 
|---|
| AbstractOptimizationProblem(int maxEvaluations,
                           int maxIterations,
                           ConvergenceChecker<P> checker)Create an  AbstractOptimizationProblemfrom the given data. | 
| BaseMultivariateOptimizer(ConvergenceChecker<P> checker) | 
| BaseOptimizer(ConvergenceChecker<P> checker) | 
| BaseOptimizer(ConvergenceChecker<P> checker,
             int maxEval,
             int maxIter) | 
| Constructor and Description | 
|---|
| GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker) | 
| MultivariateOptimizer(ConvergenceChecker<PointValuePair> checker) | 
| Constructor and Description | 
|---|
| NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker)Constructor with default tolerances for the line search (1e-8) and
  preconditioner. | 
| NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker,
                                   double relativeTolerance,
                                   double absoluteTolerance,
                                   double initialBracketingRange)Constructor with default  preconditioner. | 
| NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker,
                                   double relativeTolerance,
                                   double absoluteTolerance,
                                   double initialBracketingRange,
                                   Preconditioner preconditioner) | 
| Constructor and Description | 
|---|
| CMAESOptimizer(int maxIterations,
              double stopFitness,
              boolean isActiveCMA,
              int diagonalOnly,
              int checkFeasableCount,
              RandomGenerator random,
              boolean generateStatistics,
              ConvergenceChecker<PointValuePair> checker) | 
| PowellOptimizer(double rel,
               double abs,
               ConvergenceChecker<PointValuePair> checker)This constructor allows to specify a user-defined convergence checker,
 in addition to the parameters that control the default convergence
 checking procedure. | 
| PowellOptimizer(double rel,
               double abs,
               double lineRel,
               double lineAbs,
               ConvergenceChecker<PointValuePair> checker)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. | 
| SimplexOptimizer(ConvergenceChecker<PointValuePair> checker) | 
| Modifier and Type | Class and Description | 
|---|---|
| class  | EvaluationRmsCheckerCheck if an optimization has converged based on the change in computed RMS. | 
| Modifier and Type | Method and Description | 
|---|---|
| static ConvergenceChecker<LeastSquaresProblem.Evaluation> | LeastSquaresFactory. evaluationChecker(ConvergenceChecker<PointVectorValuePair> checker)View a convergence checker specified for a  PointVectorValuePairas one
 specified for anLeastSquaresProblem.Evaluation. | 
| ConvergenceChecker<LeastSquaresProblem.Evaluation> | LeastSquaresAdapter. getConvergenceChecker()Gets the convergence checker. | 
| Modifier and Type | Method and Description | 
|---|---|
| LeastSquaresBuilder | LeastSquaresBuilder. checker(ConvergenceChecker<LeastSquaresProblem.Evaluation> newChecker)Configure the convergence checker. | 
| LeastSquaresBuilder | LeastSquaresBuilder. checkerPair(ConvergenceChecker<PointVectorValuePair> newChecker)Configure the convergence checker. | 
| static LeastSquaresProblem | LeastSquaresFactory. create(MultivariateJacobianFunction model,
      RealVector observed,
      RealVector start,
      ConvergenceChecker<LeastSquaresProblem.Evaluation> checker,
      int maxEvaluations,
      int maxIterations)Create a  LeastSquaresProblemfrom the given elements. | 
| static LeastSquaresProblem | LeastSquaresFactory. create(MultivariateJacobianFunction model,
      RealVector observed,
      RealVector start,
      RealMatrix weight,
      ConvergenceChecker<LeastSquaresProblem.Evaluation> checker,
      int maxEvaluations,
      int maxIterations)Create a  LeastSquaresProblemfrom the given elements. | 
| static LeastSquaresProblem | LeastSquaresFactory. create(MultivariateJacobianFunction model,
      RealVector observed,
      RealVector start,
      RealMatrix weight,
      ConvergenceChecker<LeastSquaresProblem.Evaluation> checker,
      int maxEvaluations,
      int maxIterations,
      boolean lazyEvaluation,
      ParameterValidator paramValidator)Create a  LeastSquaresProblemfrom the given elements. | 
| static LeastSquaresProblem | LeastSquaresFactory. create(MultivariateVectorFunction model,
      MultivariateMatrixFunction jacobian,
      double[] observed,
      double[] start,
      RealMatrix weight,
      ConvergenceChecker<LeastSquaresProblem.Evaluation> checker,
      int maxEvaluations,
      int maxIterations)Create a  LeastSquaresProblemfrom the given elements. | 
| static ConvergenceChecker<LeastSquaresProblem.Evaluation> | LeastSquaresFactory. evaluationChecker(ConvergenceChecker<PointVectorValuePair> checker)View a convergence checker specified for a  PointVectorValuePairas one
 specified for anLeastSquaresProblem.Evaluation. | 
| Modifier and Type | Class and Description | 
|---|---|
| class  | SimpleUnivariateValueCheckerSimple implementation of the
  ConvergenceCheckerinterface
 that uses only objective function values. | 
| Constructor and Description | 
|---|
| BrentOptimizer(double rel,
              double abs,
              ConvergenceChecker<UnivariatePointValuePair> checker)The arguments are used implement the original stopping criterion
 of Brent's algorithm. | 
| UnivariateOptimizer(ConvergenceChecker<UnivariatePointValuePair> checker) | 
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