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

Class PowellOptimizer

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

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

public class PowellOptimizer
extends MultivariateOptimizer

Powell algorithm. This code is translated and adapted from the Python version of this algorithm (as implemented in module optimize.py v0.5 of SciPy).
The default stopping criterion is based on the differences of the function value between two successive iterations. It is however possible to define a custom convergence checker that might terminate the algorithm earlier.
The internal line search optimizer is a BrentOptimizer with a convergence checker set to SimpleUnivariateValueChecker.

Since:

2.2

Version:

$Id: PowellOptimizer.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

Constructor and Description
PowellOptimizer(double rel, double abs) The parameters control the default convergence checking procedure.
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) Builds an instance with 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.

Method Summary

Methods

Modifier and Type	Method and Description
protected PointValuePair	doOptimize() Performs the bulk of the optimization algorithm.

Methods inherited from class fr.cnes.sirius.patrius.math.optim.nonlinear.scalar.MultivariateOptimizer

computeObjectiveValue, getGoalType, optimize

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

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

PowellOptimizer

public 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.
The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer.

Parameters:

rel - Relative threshold.

abs - Absolute threshold.

checker - Convergence checker.

Throws:

NotStrictlyPositiveException - if abs <= 0.

NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

PowellOptimizer

public 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.

Parameters:

rel - Relative threshold for this optimizer.

abs - Absolute threshold for this optimizer.

lineRel - Relative threshold for the internal line search optimizer.

lineAbs - Absolute threshold for the internal line search optimizer.

checker - Convergence checker.

Throws:

NotStrictlyPositiveException - if abs <= 0.

NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

PowellOptimizer

public PowellOptimizer(double rel,
               double abs)

The parameters control the default convergence checking procedure.
The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer.

Parameters:

rel - Relative threshold.

abs - Absolute threshold.

Throws:

NotStrictlyPositiveException - if abs <= 0.

NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

PowellOptimizer

public PowellOptimizer(double rel,
               double abs,
               double lineRel,
               double lineAbs)

Builds an instance with the default convergence checking procedure.

Parameters:

rel - Relative threshold.

abs - Absolute threshold.

lineRel - Relative threshold for the internal line search optimizer.

lineAbs - Absolute threshold for the internal line search optimizer.

Throws:

NotStrictlyPositiveException - if abs <= 0.

NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

Method Detail

doOptimize

protected PointValuePair doOptimize()

Performs the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseOptimizer<PointValuePair>

Returns:

the point/value pair giving the optimal value of the objective function.