home | career | drupal | java | mac | mysql | perl | scala | uml | unix  

Java example source code file (JacobianMultivariateVectorOptimizer.java)

This example Java source code file (JacobianMultivariateVectorOptimizer.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

deprecated, dimensionmismatchexception, jacobianmultivariatevectoroptimizer, modelfunctionjacobian, multivariatematrixfunction, optimizationdata, override, pointvectorvaluepair, toomanyevaluationsexception

The JacobianMultivariateVectorOptimizer.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.vector;

import org.apache.commons.math3.analysis.MultivariateMatrixFunction;
import org.apache.commons.math3.optim.ConvergenceChecker;
import org.apache.commons.math3.optim.OptimizationData;
import org.apache.commons.math3.optim.PointVectorValuePair;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.exception.DimensionMismatchException;

/**
 * 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 {@link Target} while the
 * number of columns is equal to the dimension of the
 * {@link org.apache.commons.math3.optim.InitialGuess InitialGuess}.
 *
 * @since 3.1
 * @deprecated All classes and interfaces in this package are deprecated.
 * The optimizers that were provided here were moved to the
 * {@link org.apache.commons.math3.fitting.leastsquares} package
 * (cf. MATH-1008).
 */
@Deprecated
public abstract class JacobianMultivariateVectorOptimizer
    extends MultivariateVectorOptimizer {
    /**
     * Jacobian of the model function.
     */
    private MultivariateMatrixFunction jacobian;

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

    /**
     * Computes the Jacobian matrix.
     *
     * @param params Point at which the Jacobian must be evaluated.
     * @return the Jacobian at the specified point.
     */
    protected double[][] computeJacobian(final double[] params) {
        return jacobian.value(params);
    }

    /**
     * {@inheritDoc}
     *
     * @param optData Optimization data. In addition to those documented in
     * {@link MultivariateVectorOptimizer#optimize(OptimizationData...)}
     * MultivariateOptimizer}, this method will register the following data:
     * <ul>
     *  <li>{@link ModelFunctionJacobian}
     * </ul>
     * @return {@inheritDoc}
     * @throws TooManyEvaluationsException if the maximal number of
     * evaluations is exceeded.
     * @throws DimensionMismatchException if the initial guess, target, and weight
     * arguments have inconsistent dimensions.
     */
    @Override
    public PointVectorValuePair optimize(OptimizationData... optData)
        throws TooManyEvaluationsException,
               DimensionMismatchException {
        // 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 ModelFunctionJacobian}
     * </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 ModelFunctionJacobian) {
                jacobian = ((ModelFunctionJacobian) data).getModelFunctionJacobian();
                // 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 JacobianMultivariateVectorOptimizer.java source code file:



my book on functional programming

 

new blog posts

 

Copyright 1998-2019 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.