alvinalexander.com | career | drupal | java | mac | mysql | perl | scala | uml | unix  

Java example source code file (GradientMultivariateOptimizer.java)

This example Java source code file (GradientMultivariateOptimizer.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Learn more about this Java project at its project page.

Java - Java tags/keywords

gradientmultivariateoptimizer, multivariatevectorfunction, objectivefunctiongradient, optimizationdata, override, pointvaluepair, toomanyevaluationsexception

The GradientMultivariateOptimizer.java Java example source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.optim.nonlinear.scalar;

import org.apache.commons.math3.analysis.MultivariateVectorFunction;
import org.apache.commons.math3.optim.ConvergenceChecker;
import org.apache.commons.math3.optim.OptimizationData;
import org.apache.commons.math3.optim.PointValuePair;
import org.apache.commons.math3.exception.TooManyEvaluationsException;

/**
 * Base class for implementing optimizers for multivariate scalar
 * differentiable functions.
 * It contains boiler-plate code for dealing with gradient evaluation.
 *
 * @since 3.1
 */
public abstract class GradientMultivariateOptimizer
    extends MultivariateOptimizer {
    /**
     * Gradient of the objective function.
     */
    private MultivariateVectorFunction gradient;

    /**
     * @param checker Convergence checker.
     */
    protected GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker) {
        super(checker);
    }

    /**
     * Compute the gradient vector.
     *
     * @param params Point at which the gradient must be evaluated.
     * @return the gradient at the specified point.
     */
    protected double[] computeObjectiveGradient(final double[] params) {
        return gradient.value(params);
    }

    /**
     * {@inheritDoc}
     *
     * @param optData Optimization data. In addition to those documented in
     * {@link MultivariateOptimizer#parseOptimizationData(OptimizationData[])
     * MultivariateOptimizer}, this method will register the following data:
     * <ul>
     *  <li>{@link ObjectiveFunctionGradient}
     * </ul>
     * @return {@inheritDoc}
     * @throws TooManyEvaluationsException if the maximal number of
     * evaluations (of the objective function) is exceeded.
     */
    @Override
    public PointValuePair optimize(OptimizationData... optData)
        throws TooManyEvaluationsException {
        // Set up base class and perform computation.
        return super.optimize(optData);
    }

    /**
     * Scans the list of (required and optional) optimization data that
     * characterize the problem.
     *
     * @param optData Optimization data.
     * The following data will be looked for:
     * <ul>
     *  <li>{@link ObjectiveFunctionGradient}
     * </ul>
     */
    @Override
    protected void parseOptimizationData(OptimizationData... optData) {
        // Allow base class to register its own data.
        super.parseOptimizationData(optData);

        // The existing values (as set by the previous call) are reused if
        // not provided in the argument list.
        for (OptimizationData data : optData) {
            if  (data instanceof ObjectiveFunctionGradient) {
                gradient = ((ObjectiveFunctionGradient) data).getObjectiveFunctionGradient();
                // If more data must be parsed, this statement _must_ be
                // changed to "continue".
                break;
            }
        }
    }
}

Other Java examples (source code examples)

Here is a short list of links related to this Java GradientMultivariateOptimizer.java source code file:

... this post is sponsored by my books ...

#1 New Release!

FP Best Seller

 

new blog posts

 

Copyright 1998-2021 Alvin Alexander, alvinalexander.com
All Rights Reserved.

A percentage of advertising revenue from
pages under the /java/jwarehouse URI on this website is
paid back to open source projects.