Class MultivariateOptimizer
java.lang.Object
org.hipparchus.optim.BaseOptimizer<P>
org.hipparchus.optim.BaseMultivariateOptimizer<PointValuePair>
org.hipparchus.optim.nonlinear.scalar.MultivariateOptimizer
- Direct Known Subclasses:
BOBYQAOptimizer
,CMAESOptimizer
,GradientMultivariateOptimizer
,LinearOptimizer
,PowellOptimizer
,SimplexOptimizer
Base class for a multivariate scalar function optimizer.
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Field Summary
Fields inherited from class org.hipparchus.optim.BaseOptimizer
evaluations, iterations
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Constructor Summary
ModifierConstructorDescriptionprotected
Simple constructor. -
Method Summary
Modifier and TypeMethodDescriptiondouble
computeObjectiveValue
(double[] params) Computes the objective function value.Get optimization type.optimize
(OptimizationData... optData) Stores data and performs the optimization.protected void
parseOptimizationData
(OptimizationData... optData) Scans the list of (required and optional) optimization data that characterize the problem.Methods inherited from class org.hipparchus.optim.BaseMultivariateOptimizer
getLowerBound, getStartPoint, getUpperBound
Methods inherited from class org.hipparchus.optim.BaseOptimizer
doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize
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Constructor Details
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MultivariateOptimizer
Simple constructor.- Parameters:
checker
- Convergence checker.
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Method Details
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optimize
Stores data and performs the optimization.The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.
When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).
Important note: Subclasses must override
BaseOptimizer.parseOptimizationData(OptimizationData[])
if they need to register their own options; but then, they must also callsuper.parseOptimizationData(optData)
within that method.- Overrides:
optimize
in classBaseMultivariateOptimizer<PointValuePair>
- Parameters:
optData
- Optimization data. In addition to those documented inBaseMultivariateOptimizer
, this method will register the following data:- Returns:
- a point/value pair that satisfies the convergence criteria.
- Throws:
MathIllegalStateException
- if the maximal number of evaluations is exceeded.
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parseOptimizationData
Scans the list of (required and optional) optimization data that characterize the problem.- Overrides:
parseOptimizationData
in classBaseMultivariateOptimizer<PointValuePair>
- Parameters:
optData
- Optimization data. The following data will be looked for:
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getGoalType
Get optimization type.- Returns:
- the optimization type.
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computeObjectiveValue
public double computeObjectiveValue(double[] params) Computes the objective function value. This method must be called by subclasses to enforce the evaluation counter limit.- Parameters:
params
- Point at which the objective function must be evaluated.- Returns:
- the objective function value at the specified point.
- Throws:
MathIllegalStateException
- if the maximal number of evaluations is exceeded.
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