fr.cnes.sirius.patrius.math.optim.nonlinear.scalar

Class MultivariateOptimizer

java.lang.Object

fr.cnes.sirius.patrius.math.optim.BaseOptimizer<T>

fr.cnes.sirius.patrius.math.optim.BaseMultivariateOptimizer<PointValuePair>

fr.cnes.sirius.patrius.math.optim.nonlinear.scalar.MultivariateOptimizer

Direct Known Subclasses:

BOBYQAOptimizer, CMAESOptimizer, GradientMultivariateOptimizer, LinearOptimizer, PowellOptimizer, SimplexOptimizer

public abstract class MultivariateOptimizer
extends BaseMultivariateOptimizer<PointValuePair>

Base class for a multivariate scalar function optimizer.

Since:

3.1

Version:

$Id: MultivariateOptimizer.java 18108 2017-10-04 06:45:27Z bignon $

Field Summary

Fields inherited from class fr.cnes.sirius.patrius.math.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	MultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)

Method Summary

Methods

Modifier and Type	Method and Description
protected double	computeObjectiveValue(double[] params) Computes the objective function value.
GoalType	getGoalType()
PointValuePair	optimize(OptimizationData... optData) Stores data and performs the optimization.

Methods inherited from class fr.cnes.sirius.patrius.math.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound

Methods inherited from class fr.cnes.sirius.patrius.math.optim.BaseOptimizer

doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MultivariateOptimizer

protected MultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)

Parameters:

checker - Convergence checker.

Method Detail

optimize

public PointValuePair optimize(OptimizationData... optData)

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).

Overrides:

optimize in class BaseMultivariateOptimizer<PointValuePair>

Parameters:

optData - Optimization data. The following data will be looked for:

• MaxEval
• InitialGuess
• SimpleBounds
• ObjectiveFunction
• GoalType

Returns:

a point/value pair that satifies the convergence criteria.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

getGoalType

public GoalType getGoalType()

Returns:

the optimization type.

computeObjectiveValue

protected 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:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.