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.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
ConvergenceChecker interface using
only point coordinates. |
class |
SimpleValueChecker
Simple implementation of the
ConvergenceChecker interface using
only objective function values. |
class |
SimpleVectorValueChecker
Simple implementation of the
ConvergenceChecker interface using
only objective function values. |
Modifier and Type | Method and Description |
---|---|
ConvergenceChecker<P> |
AbstractOptimizationProblem.getConvergenceChecker()
Gets the convergence checker.
|
ConvergenceChecker<P> |
BaseOptimizer.getConvergenceChecker()
Gets the convergence checker.
|
ConvergenceChecker<P> |
OptimizationProblem.getConvergenceChecker()
Gets the convergence checker.
|
Constructor and Description |
---|
AbstractOptimizationProblem(int maxEvaluations,
int maxIterations,
ConvergenceChecker<P> checker)
Create an
AbstractOptimizationProblem from 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 |
EvaluationRmsChecker
Check 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
PointVectorValuePair as one
specified for an LeastSquaresProblem.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
LeastSquaresProblem
from 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
LeastSquaresProblem
from 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
LeastSquaresProblem
from 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
LeastSquaresProblem
from the given elements. |
static ConvergenceChecker<LeastSquaresProblem.Evaluation> |
LeastSquaresFactory.evaluationChecker(ConvergenceChecker<PointVectorValuePair> checker)
View a convergence checker specified for a
PointVectorValuePair as one
specified for an LeastSquaresProblem.Evaluation . |
Modifier and Type | Class and Description |
---|---|
class |
SimpleUnivariateValueChecker
Simple implementation of the
ConvergenceChecker interface
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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