Package org.hipparchus.optim

package org.hipparchus.optim

Generally, optimizers are algorithms that will either minimize or maximize a scalar function, called the objective function.
For some scalar objective functions the gradient can be computed (analytically or numerically). Algorithms that use this knowledge are defined in the org.hipparchus.optim.nonlinear.scalar.gradient package. The algorithms that do not need this additional information are located in the org.hipparchus.optim.nonlinear.scalar.noderiv package.

Some problems are solved more efficiently by algorithms that, instead of an objective function, need access to all the observations. Such methods are implemented in the fitting module.

This package provides common functionality for the optimization algorithms. Abstract classes (BaseOptimizer and BaseMultivariateOptimizer) contain boiler-plate code for storing evaluations and iterations counters and a user-defined convergence checker.

For each of the optimizer types, there is a special implementation that wraps an optimizer instance and provides a "multi-start" feature: it calls the underlying optimizer several times with different starting points and returns the best optimum found, or all optima if so desired. This could be useful to avoid being trapped in a local extremum.

Related Packages

Package	Description
org.hipparchus.optim.linear	Optimization algorithms for linear constrained problems.
org.hipparchus.optim.univariate	One-dimensional optimization algorithms.

Class	Description
AbstractConvergenceChecker<P>	Base class for all convergence checker implementations.
AbstractOptimizationProblem<P>	Base class for implementing optimization problems.
BaseMultiStartMultivariateOptimizer<P>	Base class multi-start optimizer for a multivariate function.
BaseMultivariateOptimizer<P>	Base class for implementing optimizers for multivariate functions.
BaseOptimizer<P>	Base class for implementing optimizers.
ConvergenceChecker<P>	This interface specifies how to check if an optimization algorithm has converged.
ConvergenceCheckerAndMultiplexer<P>	Multiplexer for ConvergenceChecker, checking all the checkers converged.
ConvergenceCheckerOrMultiplexer<P>	Multiplexer for ConvergenceChecker, checking one of the checkers converged.
InitialGuess	Starting point (first guess) of the optimization procedure.
LocalizedOptimFormats	Enumeration for localized messages formats used in exceptions messages.
MaxEval	Maximum number of evaluations of the function to be optimized.
MaxIter	Maximum number of iterations performed by an (iterative) algorithm.
OptimizationData	Marker interface.
OptimizationProblem<P>	Common settings for all optimization problems.
PointValuePair	This class holds a point and the value of an objective function at that point.
PointVectorValuePair	This class holds a point and the vectorial value of an objective function at that point.
SimpleBounds	Simple optimization constraints: lower and upper bounds.
SimplePointChecker<P extends Pair<double[],? extends Object>>	Simple implementation of the ConvergenceChecker interface using only point coordinates.
SimpleValueChecker	Simple implementation of the ConvergenceChecker interface using only objective function values.
SimpleVectorValueChecker	Simple implementation of the ConvergenceChecker interface using only objective function values.