Package | Description |
---|---|
org.hipparchus.optim |
Generally, optimizers are algorithms that will either
minimize or
maximize
a scalar function, called the
objective
function . |
org.hipparchus.optim.linear |
Optimization algorithms for linear constrained problems.
|
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.
|
Modifier and Type | Method and Description |
---|---|
boolean |
SimpleValueChecker.converged(int iteration,
PointValuePair previous,
PointValuePair current)
Check if the optimization algorithm has converged considering the
last two points.
|
Modifier and Type | Method and Description |
---|---|
PointValuePair |
SimplexSolver.doOptimize()
Performs the bulk of the optimization algorithm.
|
PointValuePair |
SolutionCallback.getSolution()
Retrieve the best solution found so far.
|
PointValuePair |
SimplexSolver.optimize(OptimizationData... optData)
Stores data and performs the optimization.
|
PointValuePair |
LinearOptimizer.optimize(OptimizationData... optData)
Stores data and performs the optimization.
|
Modifier and Type | Method and Description |
---|---|
PointValuePair[] |
MultiStartMultivariateOptimizer.getOptima()
Gets all the optima found during the last call to
optimize . |
PointValuePair |
MultivariateOptimizer.optimize(OptimizationData... optData)
Stores data and performs the optimization.
|
PointValuePair |
GradientMultivariateOptimizer.optimize(OptimizationData... optData)
Stores data and performs the optimization.
|
Modifier and Type | Method and Description |
---|---|
protected void |
MultiStartMultivariateOptimizer.store(PointValuePair optimum)
Method that will be called in order to store each found optimum.
|
Constructor and Description |
---|
GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker) |
MultivariateOptimizer(ConvergenceChecker<PointValuePair> checker) |
Modifier and Type | Method and Description |
---|---|
protected PointValuePair |
NonLinearConjugateGradientOptimizer.doOptimize()
Performs the bulk of the optimization algorithm.
|
PointValuePair |
NonLinearConjugateGradientOptimizer.optimize(OptimizationData... optData)
Stores data and performs the optimization.
|
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) |
Modifier and Type | Method and Description |
---|---|
protected PointValuePair |
SimplexOptimizer.doOptimize()
Performs the bulk of the optimization algorithm.
|
protected PointValuePair |
PowellOptimizer.doOptimize()
Performs the bulk of the optimization algorithm.
|
protected PointValuePair |
CMAESOptimizer.doOptimize()
Performs the bulk of the optimization algorithm.
|
protected PointValuePair |
BOBYQAOptimizer.doOptimize()
Performs the bulk of the optimization algorithm.
|
PointValuePair |
AbstractSimplex.getPoint(int index)
Get the simplex point stored at the requested
index . |
PointValuePair[] |
AbstractSimplex.getPoints()
Get the points of the simplex.
|
PointValuePair |
SimplexOptimizer.optimize(OptimizationData... optData)
Stores data and performs the optimization.
|
PointValuePair |
CMAESOptimizer.optimize(OptimizationData... optData)
Stores data and performs the optimization.
|
Modifier and Type | Method and Description |
---|---|
protected void |
AbstractSimplex.replaceWorstPoint(PointValuePair pointValuePair,
Comparator<PointValuePair> comparator)
Replace the worst point of the simplex by a new point.
|
protected void |
AbstractSimplex.setPoint(int index,
PointValuePair point)
Store a new point at location
index . |
protected void |
AbstractSimplex.setPoints(PointValuePair[] points)
Replace all points.
|
Modifier and Type | Method and Description |
---|---|
void |
AbstractSimplex.evaluate(MultivariateFunction evaluationFunction,
Comparator<PointValuePair> comparator)
Evaluate all the non-evaluated points of the simplex.
|
void |
NelderMeadSimplex.iterate(MultivariateFunction evaluationFunction,
Comparator<PointValuePair> comparator)
Compute the next simplex of the algorithm.
|
void |
MultiDirectionalSimplex.iterate(MultivariateFunction evaluationFunction,
Comparator<PointValuePair> comparator)
Compute the next simplex of the algorithm.
|
abstract void |
AbstractSimplex.iterate(MultivariateFunction evaluationFunction,
Comparator<PointValuePair> comparator)
Compute the next simplex of the algorithm.
|
protected void |
AbstractSimplex.replaceWorstPoint(PointValuePair pointValuePair,
Comparator<PointValuePair> comparator)
Replace the worst point of the simplex by a new point.
|
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) |
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