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8 DifferentiableMultivariateVectorialOptimizer (Commons Math 2.1 API)
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80 SUMMARY: NESTED | FIELD | CONSTR | <A HREF="#method_summary">METHOD</A></FONT></TD>
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82 DETAIL: FIELD | CONSTR | <A HREF="#method_detail">METHOD</A></FONT></TD>
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90 <H2>
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91 <FONT SIZE="-1">
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92 org.apache.commons.math.optimization</FONT>
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93 <BR>
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94 Interface DifferentiableMultivariateVectorialOptimizer</H2>
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95 <DL>
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96 <DT><B>All Known Implementing Classes:</B> <DD><A HREF="../../../../../org/apache/commons/math/optimization/general/AbstractLeastSquaresOptimizer.html" title="class in org.apache.commons.math.optimization.general">AbstractLeastSquaresOptimizer</A>, <A HREF="../../../../../org/apache/commons/math/optimization/general/GaussNewtonOptimizer.html" title="class in org.apache.commons.math.optimization.general">GaussNewtonOptimizer</A>, <A HREF="../../../../../org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.html" title="class in org.apache.commons.math.optimization.general">LevenbergMarquardtOptimizer</A>, <A HREF="../../../../../org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateVectorialOptimizer.html" title="class in org.apache.commons.math.optimization">MultiStartDifferentiableMultivariateVectorialOptimizer</A></DD>
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97 </DL>
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98 <HR>
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99 <DL>
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100 <DT><PRE>public interface <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.33"><B>DifferentiableMultivariateVectorialOptimizer</B></A></DL>
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101 </PRE>
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102
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103 <P>
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104 This interface represents an optimization algorithm for <A HREF="../../../../../org/apache/commons/math/analysis/DifferentiableMultivariateVectorialFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>vectorial differentiable objective functions</CODE></A>.
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105 <p>Optimization algorithms find the input point set that either <A HREF="../../../../../org/apache/commons/math/optimization/GoalType.html" title="enum in org.apache.commons.math.optimization"><CODE>maximize or minimize</CODE></A> an objective function.</p>
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106 <P>
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107
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108 <P>
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109 <DL>
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110 <DT><B>Since:</B></DT>
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111 <DD>2.0</DD>
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112 <DT><B>Version:</B></DT>
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113 <DD>$Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $</DD>
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114 <DT><B>See Also:</B><DD><A HREF="../../../../../org/apache/commons/math/optimization/MultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>MultivariateRealOptimizer</CODE></A>,
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115 <A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>DifferentiableMultivariateRealOptimizer</CODE></A></DL>
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116 <HR>
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117
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118 <P>
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119
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120 <!-- ========== METHOD SUMMARY =========== -->
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121
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122 <A NAME="method_summary"><!-- --></A>
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123 <TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
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124 <TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor">
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125 <TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2">
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126 <B>Method Summary</B></FONT></TH>
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127 </TR>
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128 <TR BGCOLOR="white" CLASS="TableRowColor">
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129 <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
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130 <CODE> <A HREF="../../../../../org/apache/commons/math/optimization/VectorialConvergenceChecker.html" title="interface in org.apache.commons.math.optimization">VectorialConvergenceChecker</A></CODE></FONT></TD>
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131 <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getConvergenceChecker()">getConvergenceChecker</A></B>()</CODE>
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132
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133 <BR>
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134 Get the convergence checker.</TD>
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135 </TR>
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136 <TR BGCOLOR="white" CLASS="TableRowColor">
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137 <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
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138 <CODE> int</CODE></FONT></TD>
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139 <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getEvaluations()">getEvaluations</A></B>()</CODE>
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140
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141 <BR>
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142 Get the number of evaluations of the objective function.</TD>
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143 </TR>
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144 <TR BGCOLOR="white" CLASS="TableRowColor">
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145 <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
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146 <CODE> int</CODE></FONT></TD>
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147 <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getIterations()">getIterations</A></B>()</CODE>
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148
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149 <BR>
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150 Get the number of iterations realized by the algorithm.</TD>
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151 </TR>
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152 <TR BGCOLOR="white" CLASS="TableRowColor">
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153 <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
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154 <CODE> int</CODE></FONT></TD>
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155 <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getJacobianEvaluations()">getJacobianEvaluations</A></B>()</CODE>
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156
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157 <BR>
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158 Get the number of evaluations of the objective function jacobian .</TD>
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159 </TR>
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160 <TR BGCOLOR="white" CLASS="TableRowColor">
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161 <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
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162 <CODE> int</CODE></FONT></TD>
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163 <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getMaxEvaluations()">getMaxEvaluations</A></B>()</CODE>
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164
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165 <BR>
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166 Get the maximal number of functions evaluations.</TD>
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167 </TR>
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168 <TR BGCOLOR="white" CLASS="TableRowColor">
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169 <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
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170 <CODE> int</CODE></FONT></TD>
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171 <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getMaxIterations()">getMaxIterations</A></B>()</CODE>
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172
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173 <BR>
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174 Get the maximal number of iterations of the algorithm.</TD>
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175 </TR>
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176 <TR BGCOLOR="white" CLASS="TableRowColor">
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177 <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
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178 <CODE> <A HREF="../../../../../org/apache/commons/math/optimization/VectorialPointValuePair.html" title="class in org.apache.commons.math.optimization">VectorialPointValuePair</A></CODE></FONT></TD>
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179 <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#optimize(org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction, double[], double[], double[])">optimize</A></B>(<A HREF="../../../../../org/apache/commons/math/analysis/DifferentiableMultivariateVectorialFunction.html" title="interface in org.apache.commons.math.analysis">DifferentiableMultivariateVectorialFunction</A> f,
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180 double[] target,
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181 double[] weights,
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182 double[] startPoint)</CODE>
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183
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184 <BR>
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185 Optimizes an objective function.</TD>
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186 </TR>
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187 <TR BGCOLOR="white" CLASS="TableRowColor">
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188 <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
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189 <CODE> void</CODE></FONT></TD>
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190 <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#setConvergenceChecker(org.apache.commons.math.optimization.VectorialConvergenceChecker)">setConvergenceChecker</A></B>(<A HREF="../../../../../org/apache/commons/math/optimization/VectorialConvergenceChecker.html" title="interface in org.apache.commons.math.optimization">VectorialConvergenceChecker</A> checker)</CODE>
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191
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192 <BR>
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193 Set the convergence checker.</TD>
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194 </TR>
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195 <TR BGCOLOR="white" CLASS="TableRowColor">
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196 <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
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197 <CODE> void</CODE></FONT></TD>
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198 <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#setMaxEvaluations(int)">setMaxEvaluations</A></B>(int maxEvaluations)</CODE>
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199
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200 <BR>
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201 Set the maximal number of functions evaluations.</TD>
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202 </TR>
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203 <TR BGCOLOR="white" CLASS="TableRowColor">
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204 <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
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205 <CODE> void</CODE></FONT></TD>
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206 <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#setMaxIterations(int)">setMaxIterations</A></B>(int maxIterations)</CODE>
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207
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208 <BR>
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209 Set the maximal number of iterations of the algorithm.</TD>
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210 </TR>
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211 </TABLE>
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212
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213 <P>
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214
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215 <!-- ============ METHOD DETAIL ========== -->
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216
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217 <A NAME="method_detail"><!-- --></A>
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218 <TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
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219 <TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor">
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220 <TH ALIGN="left" COLSPAN="1"><FONT SIZE="+2">
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221 <B>Method Detail</B></FONT></TH>
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222 </TR>
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223 </TABLE>
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224
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225 <A NAME="setMaxIterations(int)"><!-- --></A><H3>
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226 setMaxIterations</H3>
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227 <PRE>
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228 void <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.39"><B>setMaxIterations</B></A>(int maxIterations)</PRE>
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229 <DL>
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230 <DD>Set the maximal number of iterations of the algorithm.
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231 <P>
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232 <DD><DL>
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233 <DT><B>Parameters:</B><DD><CODE>maxIterations</CODE> - maximal number of function calls
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234 .</DL>
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235 </DD>
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236 </DL>
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237 <HR>
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238
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239 <A NAME="getMaxIterations()"><!-- --></A><H3>
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240 getMaxIterations</H3>
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241 <PRE>
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242 int <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.44"><B>getMaxIterations</B></A>()</PRE>
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243 <DL>
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244 <DD>Get the maximal number of iterations of the algorithm.
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245 <P>
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246 <DD><DL>
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247
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248 <DT><B>Returns:</B><DD>maximal number of iterations</DL>
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249 </DD>
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250 </DL>
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251 <HR>
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252
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253 <A NAME="getIterations()"><!-- --></A><H3>
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254 getIterations</H3>
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255 <PRE>
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256 int <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.49"><B>getIterations</B></A>()</PRE>
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257 <DL>
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258 <DD>Get the number of iterations realized by the algorithm.
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259 <P>
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260 <DD><DL>
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261
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262 <DT><B>Returns:</B><DD>number of iterations</DL>
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263 </DD>
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264 </DL>
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265 <HR>
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266
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267 <A NAME="setMaxEvaluations(int)"><!-- --></A><H3>
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268 setMaxEvaluations</H3>
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269 <PRE>
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270 void <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.54"><B>setMaxEvaluations</B></A>(int maxEvaluations)</PRE>
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271 <DL>
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272 <DD>Set the maximal number of functions evaluations.
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273 <P>
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274 <DD><DL>
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275 <DT><B>Parameters:</B><DD><CODE>maxEvaluations</CODE> - maximal number of function evaluations</DL>
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276 </DD>
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277 </DL>
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278 <HR>
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279
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280 <A NAME="getMaxEvaluations()"><!-- --></A><H3>
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281 getMaxEvaluations</H3>
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282 <PRE>
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283 int <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.59"><B>getMaxEvaluations</B></A>()</PRE>
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284 <DL>
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285 <DD>Get the maximal number of functions evaluations.
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286 <P>
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287 <DD><DL>
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288
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289 <DT><B>Returns:</B><DD>maximal number of functions evaluations</DL>
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290 </DD>
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291 </DL>
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292 <HR>
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293
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294 <A NAME="getEvaluations()"><!-- --></A><H3>
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295 getEvaluations</H3>
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296 <PRE>
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297 int <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.70"><B>getEvaluations</B></A>()</PRE>
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298 <DL>
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299 <DD>Get the number of evaluations of the objective function.
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300 <p>
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301 The number of evaluation correspond to the last call to the
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302 <A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#optimize(org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction, double[], double[], double[])"><CODE>optimize</CODE></A> method. It is 0 if
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303 the method has not been called yet.
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304 </p>
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305 <P>
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306 <DD><DL>
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307
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308 <DT><B>Returns:</B><DD>number of evaluations of the objective function</DL>
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309 </DD>
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310 </DL>
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311 <HR>
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312
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313 <A NAME="getJacobianEvaluations()"><!-- --></A><H3>
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314 getJacobianEvaluations</H3>
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315 <PRE>
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316 int <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.81"><B>getJacobianEvaluations</B></A>()</PRE>
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317 <DL>
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318 <DD>Get the number of evaluations of the objective function jacobian .
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319 <p>
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320 The number of evaluation correspond to the last call to the
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321 <A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#optimize(org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction, double[], double[], double[])"><CODE>optimize</CODE></A> method. It is 0 if
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322 the method has not been called yet.
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323 </p>
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324 <P>
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325 <DD><DL>
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326
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327 <DT><B>Returns:</B><DD>number of evaluations of the objective function jacobian</DL>
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328 </DD>
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329 </DL>
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330 <HR>
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331
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332 <A NAME="setConvergenceChecker(org.apache.commons.math.optimization.VectorialConvergenceChecker)"><!-- --></A><H3>
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333 setConvergenceChecker</H3>
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334 <PRE>
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335 void <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.86"><B>setConvergenceChecker</B></A>(<A HREF="../../../../../org/apache/commons/math/optimization/VectorialConvergenceChecker.html" title="interface in org.apache.commons.math.optimization">VectorialConvergenceChecker</A> checker)</PRE>
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336 <DL>
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337 <DD>Set the convergence checker.
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338 <P>
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339 <DD><DL>
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340 <DT><B>Parameters:</B><DD><CODE>checker</CODE> - object to use to check for convergence</DL>
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341 </DD>
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342 </DL>
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343 <HR>
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344
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345 <A NAME="getConvergenceChecker()"><!-- --></A><H3>
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346 getConvergenceChecker</H3>
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347 <PRE>
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348 <A HREF="../../../../../org/apache/commons/math/optimization/VectorialConvergenceChecker.html" title="interface in org.apache.commons.math.optimization">VectorialConvergenceChecker</A> <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.91"><B>getConvergenceChecker</B></A>()</PRE>
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349 <DL>
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350 <DD>Get the convergence checker.
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351 <P>
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352 <DD><DL>
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353
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354 <DT><B>Returns:</B><DD>object used to check for convergence</DL>
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355 </DD>
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356 </DL>
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357 <HR>
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358
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359 <A NAME="optimize(org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction, double[], double[], double[])"><!-- --></A><H3>
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360 optimize</H3>
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361 <PRE>
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362 <A HREF="../../../../../org/apache/commons/math/optimization/VectorialPointValuePair.html" title="class in org.apache.commons.math.optimization">VectorialPointValuePair</A> <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.109"><B>optimize</B></A>(<A HREF="../../../../../org/apache/commons/math/analysis/DifferentiableMultivariateVectorialFunction.html" title="interface in org.apache.commons.math.analysis">DifferentiableMultivariateVectorialFunction</A> f,
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363 double[] target,
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364 double[] weights,
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365 double[] startPoint)
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366 throws <A HREF="../../../../../org/apache/commons/math/FunctionEvaluationException.html" title="class in org.apache.commons.math">FunctionEvaluationException</A>,
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367 <A HREF="../../../../../org/apache/commons/math/optimization/OptimizationException.html" title="class in org.apache.commons.math.optimization">OptimizationException</A>,
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368 <A HREF="http://java.sun.com/javase/6/docs/api/java/lang/IllegalArgumentException.html?is-external=true" title="class or interface in java.lang">IllegalArgumentException</A></PRE>
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369 <DL>
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370 <DD>Optimizes an objective function.
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371 <p>
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372 Optimization is considered to be a weighted least-squares minimization.
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373 The cost function to be minimized is
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374 ∑weight<sub>i</sub>(objective<sub>i</sub>-target<sub>i</sub>)<sup>2</sup>
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375 </p>
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376 <P>
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377 <DD><DL>
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378 <DT><B>Parameters:</B><DD><CODE>f</CODE> - objective function<DD><CODE>target</CODE> - target value for the objective functions at optimum<DD><CODE>weights</CODE> - weight for the least squares cost computation<DD><CODE>startPoint</CODE> - the start point for optimization
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379 <DT><B>Returns:</B><DD>the point/value pair giving the optimal value for objective function
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380 <DT><B>Throws:</B>
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381 <DD><CODE><A HREF="../../../../../org/apache/commons/math/FunctionEvaluationException.html" title="class in org.apache.commons.math">FunctionEvaluationException</A></CODE> - if the objective function throws one during
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382 the search
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383 <DD><CODE><A HREF="../../../../../org/apache/commons/math/optimization/OptimizationException.html" title="class in org.apache.commons.math.optimization">OptimizationException</A></CODE> - if the algorithm failed to converge
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384 <DD><CODE><A HREF="http://java.sun.com/javase/6/docs/api/java/lang/IllegalArgumentException.html?is-external=true" title="class or interface in java.lang">IllegalArgumentException</A></CODE> - if the start point dimension is wrong</DL>
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385 </DD>
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386 </DL>
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387 <!-- ========= END OF CLASS DATA ========= -->
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