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

Class JacobianMultivariateVectorOptimizer

java.lang.Object

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

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

fr.cnes.sirius.patrius.math.optim.nonlinear.vector.MultivariateVectorOptimizer

fr.cnes.sirius.patrius.math.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer

Direct Known Subclasses:

AbstractLeastSquaresOptimizer

public abstract class JacobianMultivariateVectorOptimizer
extends MultivariateVectorOptimizer

Base class for implementing optimizers for multivariate vector differentiable functions. It contains boiler-plate code for dealing with Jacobian evaluation. It assumes that the rows of the Jacobian matrix iterate on the model functions while the columns iterate on the parameters; thus, the numbers of rows is equal to the dimension of the Target while the number of columns is equal to the dimension of the InitialGuess.

Since:

3.1

Version:

$Id: JacobianMultivariateVectorOptimizer.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	JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)

Method Summary

Modifier and Type	Method and Description
protected double[][]	computeJacobian(double[] params) Computes the Jacobian matrix.
PointVectorValuePair	optimize(OptimizationData... optData) Stores data and performs the optimization.

Methods inherited from class fr.cnes.sirius.patrius.math.optim.nonlinear.vector.MultivariateVectorOptimizer

computeObjectiveValue, getTarget, getTargetSize, getWeight

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

JacobianMultivariateVectorOptimizer

protected JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)

Parameters:

checker - Convergence checker.

Method Detail

computeJacobian

protected double[][] computeJacobian(double[] params)

Computes the Jacobian matrix.

Parameters:

params - Point at which the Jacobian must be evaluated.

Returns:

the Jacobian at the specified point.

optimize

public PointVectorValuePair 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 MultivariateVectorOptimizer

Parameters:

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

• MaxEval
• InitialGuess
• SimpleBounds
• Target
• Weight
• ModelFunction
• ModelFunctionJacobian

Returns:

a point/value pair that satifies the convergence criteria.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

DimensionMismatchException - if the initial guess, target, and weight arguments have inconsistent dimensions.