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Commons Math example source code file (DifferentiableMultivariateRealOptimizer.java)
The Commons Math DifferentiableMultivariateRealOptimizer.java 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.math.optimization; import org.apache.commons.math.FunctionEvaluationException; import org.apache.commons.math.analysis.DifferentiableMultivariateRealFunction; /** * This interface represents an optimization algorithm for {@link DifferentiableMultivariateRealFunction * scalar differentiable objective functions}. * <p>Optimization algorithms find the input point set that either {@link GoalType * maximize or minimize} an objective function.</p> * @see MultivariateRealOptimizer * @see DifferentiableMultivariateVectorialOptimizer * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $ * @since 2.0 */ public interface DifferentiableMultivariateRealOptimizer { /** Set the maximal number of iterations of the algorithm. * @param maxIterations maximal number of function calls */ void setMaxIterations(int maxIterations); /** Get the maximal number of iterations of the algorithm. * @return maximal number of iterations */ int getMaxIterations(); /** Get the number of iterations realized by the algorithm. * <p> * The number of evaluations corresponds to the last call to the * {@link #optimize(DifferentiableMultivariateRealFunction, GoalType, double[]) optimize} * method. It is 0 if the method has not been called yet. * </p> * @return number of iterations */ int getIterations(); /** Set the maximal number of functions evaluations. * @param maxEvaluations maximal number of function evaluations */ void setMaxEvaluations(int maxEvaluations); /** Get the maximal number of functions evaluations. * @return maximal number of functions evaluations */ int getMaxEvaluations(); /** Get the number of evaluations of the objective function. * <p> * The number of evaluations corresponds to the last call to the * {@link #optimize(DifferentiableMultivariateRealFunction, GoalType, double[]) optimize} * method. It is 0 if the method has not been called yet. * </p> * @return number of evaluations of the objective function */ int getEvaluations(); /** Get the number of evaluations of the objective function gradient. * <p> * The number of evaluations corresponds to the last call to the * {@link #optimize(DifferentiableMultivariateRealFunction, GoalType, double[]) optimize} * method. It is 0 if the method has not been called yet. * </p> * @return number of evaluations of the objective function gradient */ int getGradientEvaluations(); /** Set the convergence checker. * @param checker object to use to check for convergence */ void setConvergenceChecker(RealConvergenceChecker checker); /** Get the convergence checker. * @return object used to check for convergence */ RealConvergenceChecker getConvergenceChecker(); /** Optimizes an objective function. * @param f objective function * @param goalType type of optimization goal: either {@link GoalType#MAXIMIZE} * or {@link GoalType#MINIMIZE} * @param startPoint the start point for optimization * @return the point/value pair giving the optimal value for objective function * @exception FunctionEvaluationException if the objective function throws one during * the search * @exception OptimizationException if the algorithm failed to converge * @exception IllegalArgumentException if the start point dimension is wrong */ RealPointValuePair optimize(DifferentiableMultivariateRealFunction f, GoalType goalType, double[] startPoint) throws FunctionEvaluationException, OptimizationException, IllegalArgumentException; } Other Commons Math examples (source code examples)Here is a short list of links related to this Commons Math DifferentiableMultivariateRealOptimizer.java source code file: |
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