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8 org.apache.commons.math.optimization (Commons Math 2.1 API)
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32 <!-- ========= START OF TOP NAVBAR ======= -->
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41 <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../../overview-summary.html"><FONT CLASS="NavBarFont1"><B>Overview</B></FONT></A>&nbsp;</TD>
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42 <TD BGCOLOR="#FFFFFF" CLASS="NavBarCell1Rev"> &nbsp;<FONT CLASS="NavBarFont1Rev"><B>Package</B></FONT>&nbsp;</TD>
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50 </TABLE>
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51 </TD>
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57 <TR>
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59 &nbsp;<A HREF="../../../../../org/apache/commons/math/ode/sampling/package-summary.html"><B>PREV PACKAGE</B></A>&nbsp;
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60 &nbsp;<A HREF="../../../../../org/apache/commons/math/optimization/direct/package-summary.html"><B>NEXT PACKAGE</B></A></FONT></TD>
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67 document.writeln('<A HREF="../../../../../allclasses-noframe.html"><B>All Classes</B></A>');
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70 </SCRIPT>
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72 <A HREF="../../../../../allclasses-noframe.html"><B>All Classes</B></A>
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76 </FONT></TD>
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77 </TR>
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78 </TABLE>
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80 <!-- ========= END OF TOP NAVBAR ========= -->
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82 <HR>
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83 <H2>
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84 Package org.apache.commons.math.optimization
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85 </H2>
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86
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87 This package provides common interfaces for the optimization algorithms
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88 provided in sub-packages.
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89 <P>
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90 <B>See:</B>
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91 <BR>
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92 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<A HREF="#package_description"><B>Description</B></A>
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93 <P>
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94
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95 <TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
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96 <TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor">
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97 <TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2">
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98 <B>Interface Summary</B></FONT></TH>
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99 </TR>
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100 <TR BGCOLOR="white" CLASS="TableRowColor">
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101 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization">DifferentiableMultivariateRealOptimizer</A></B></TD>
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102 <TD>This interface represents an optimization algorithm for <A HREF="../../../../../org/apache/commons/math/analysis/DifferentiableMultivariateRealFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>scalar differentiable objective functions</CODE></A>.</TD>
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103 </TR>
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104 <TR BGCOLOR="white" CLASS="TableRowColor">
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105 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html" title="interface in org.apache.commons.math.optimization">DifferentiableMultivariateVectorialOptimizer</A></B></TD>
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106 <TD>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>.</TD>
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107 </TR>
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108 <TR BGCOLOR="white" CLASS="TableRowColor">
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109 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/MultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization">MultivariateRealOptimizer</A></B></TD>
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110 <TD>This interface represents an optimization algorithm for <A HREF="../../../../../org/apache/commons/math/analysis/MultivariateRealFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>scalar objective functions</CODE></A>.</TD>
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111 </TR>
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113 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/RealConvergenceChecker.html" title="interface in org.apache.commons.math.optimization">RealConvergenceChecker</A></B></TD>
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114 <TD>This interface specifies how to check if an <A HREF="../../../../../org/apache/commons/math/optimization/MultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>optimization
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115 algorithm</CODE></A> has converged.</TD>
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116 </TR>
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117 <TR BGCOLOR="white" CLASS="TableRowColor">
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118 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/UnivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization">UnivariateRealOptimizer</A></B></TD>
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119 <TD>Interface for (univariate real) optimization algorithms.</TD>
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120 </TR>
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122 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/VectorialConvergenceChecker.html" title="interface in org.apache.commons.math.optimization">VectorialConvergenceChecker</A></B></TD>
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123 <TD>This interface specifies how to check if a <A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>optimization algorithm</CODE></A> has converged.</TD>
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124 </TR>
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125 </TABLE>
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126 &nbsp;
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127
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128 <P>
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129
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130 <TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
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131 <TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor">
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132 <TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2">
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133 <B>Class Summary</B></FONT></TH>
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134 </TR>
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135 <TR BGCOLOR="white" CLASS="TableRowColor">
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136 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/LeastSquaresConverter.html" title="class in org.apache.commons.math.optimization">LeastSquaresConverter</A></B></TD>
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137 <TD>This class converts <A HREF="../../../../../org/apache/commons/math/analysis/MultivariateVectorialFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>vectorial
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138 objective functions</CODE></A> to <A HREF="../../../../../org/apache/commons/math/analysis/MultivariateRealFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>scalar objective functions</CODE></A>
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139 when the goal is to minimize them.</TD>
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140 </TR>
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141 <TR BGCOLOR="white" CLASS="TableRowColor">
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142 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateRealOptimizer.html" title="class in org.apache.commons.math.optimization">MultiStartDifferentiableMultivariateRealOptimizer</A></B></TD>
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143 <TD>Special implementation of the <A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>DifferentiableMultivariateRealOptimizer</CODE></A> interface adding
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144 multi-start features to an existing optimizer.</TD>
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145 </TR>
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146 <TR BGCOLOR="white" CLASS="TableRowColor">
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147 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateVectorialOptimizer.html" title="class in org.apache.commons.math.optimization">MultiStartDifferentiableMultivariateVectorialOptimizer</A></B></TD>
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148 <TD>Special implementation of the <A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>DifferentiableMultivariateVectorialOptimizer</CODE></A> interface adding
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149 multi-start features to an existing optimizer.</TD>
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150 </TR>
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152 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/MultiStartMultivariateRealOptimizer.html" title="class in org.apache.commons.math.optimization">MultiStartMultivariateRealOptimizer</A></B></TD>
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153 <TD>Special implementation of the <A HREF="../../../../../org/apache/commons/math/optimization/MultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>MultivariateRealOptimizer</CODE></A> interface adding
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154 multi-start features to an existing optimizer.</TD>
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155 </TR>
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157 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/MultiStartUnivariateRealOptimizer.html" title="class in org.apache.commons.math.optimization">MultiStartUnivariateRealOptimizer</A></B></TD>
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158 <TD>Special implementation of the <A HREF="../../../../../org/apache/commons/math/optimization/UnivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>UnivariateRealOptimizer</CODE></A> interface adding
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159 multi-start features to an existing optimizer.</TD>
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160 </TR>
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161 <TR BGCOLOR="white" CLASS="TableRowColor">
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162 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/RealPointValuePair.html" title="class in org.apache.commons.math.optimization">RealPointValuePair</A></B></TD>
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163 <TD>This class holds a point and the value of an objective function at this point.</TD>
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164 </TR>
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165 <TR BGCOLOR="white" CLASS="TableRowColor">
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166 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/SimpleRealPointChecker.html" title="class in org.apache.commons.math.optimization">SimpleRealPointChecker</A></B></TD>
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167 <TD>Simple implementation of the <A HREF="../../../../../org/apache/commons/math/optimization/RealConvergenceChecker.html" title="interface in org.apache.commons.math.optimization"><CODE>RealConvergenceChecker</CODE></A> interface using
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168 only point coordinates.</TD>
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169 </TR>
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170 <TR BGCOLOR="white" CLASS="TableRowColor">
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171 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/SimpleScalarValueChecker.html" title="class in org.apache.commons.math.optimization">SimpleScalarValueChecker</A></B></TD>
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172 <TD>Simple implementation of the <A HREF="../../../../../org/apache/commons/math/optimization/RealConvergenceChecker.html" title="interface in org.apache.commons.math.optimization"><CODE>RealConvergenceChecker</CODE></A> interface using
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173 only objective function values.</TD>
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174 </TR>
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175 <TR BGCOLOR="white" CLASS="TableRowColor">
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176 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/SimpleVectorialPointChecker.html" title="class in org.apache.commons.math.optimization">SimpleVectorialPointChecker</A></B></TD>
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177 <TD>Simple implementation of the <A HREF="../../../../../org/apache/commons/math/optimization/VectorialConvergenceChecker.html" title="interface in org.apache.commons.math.optimization"><CODE>VectorialConvergenceChecker</CODE></A> interface using
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178 only point coordinates.</TD>
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179 </TR>
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180 <TR BGCOLOR="white" CLASS="TableRowColor">
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181 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/SimpleVectorialValueChecker.html" title="class in org.apache.commons.math.optimization">SimpleVectorialValueChecker</A></B></TD>
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182 <TD>Simple implementation of the <A HREF="../../../../../org/apache/commons/math/optimization/VectorialConvergenceChecker.html" title="interface in org.apache.commons.math.optimization"><CODE>VectorialConvergenceChecker</CODE></A> interface using
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183 only objective function values.</TD>
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184 </TR>
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185 <TR BGCOLOR="white" CLASS="TableRowColor">
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186 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/VectorialPointValuePair.html" title="class in org.apache.commons.math.optimization">VectorialPointValuePair</A></B></TD>
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187 <TD>This class holds a point and the vectorial value of an objective function at this point.</TD>
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188 </TR>
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189 </TABLE>
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190 &nbsp;
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191
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192 <P>
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193
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194 <TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
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195 <TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor">
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196 <TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2">
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197 <B>Enum Summary</B></FONT></TH>
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198 </TR>
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199 <TR BGCOLOR="white" CLASS="TableRowColor">
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200 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/GoalType.html" title="enum in org.apache.commons.math.optimization">GoalType</A></B></TD>
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201 <TD>Goal type for an optimization problem.</TD>
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202 </TR>
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203 </TABLE>
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204 &nbsp;
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205
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206 <P>
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207
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208 <TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
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209 <TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor">
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210 <TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2">
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211 <B>Exception Summary</B></FONT></TH>
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212 </TR>
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213 <TR BGCOLOR="white" CLASS="TableRowColor">
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214 <TD WIDTH="15%"><B><A HREF="../../../../../org/apache/commons/math/optimization/OptimizationException.html" title="class in org.apache.commons.math.optimization">OptimizationException</A></B></TD>
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215 <TD>This class represents exceptions thrown by optimizers.</TD>
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216 </TR>
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217 </TABLE>
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218 &nbsp;
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219
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220 <P>
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221 <A NAME="package_description"><!-- --></A><H2>
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222 Package org.apache.commons.math.optimization Description
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223 </H2>
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224
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225 <P>
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226 <p>
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227 This package provides common interfaces for the optimization algorithms
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228 provided in sub-packages. The main interfaces defines optimizers and convergence
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229 checkers. The functions that are optimized by the algorithms provided by this
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230 package and its sub-packages are a subset of the one defined in the <code>analysis</code>
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231 package, namely the real and vector valued functions. These functions are called
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232 objective function here. When the goal is to minimize, the functions are often called
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233 cost function, this name is not used in this package.
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234 </p>
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235
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236 <p>
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237 Optimizers are the algorithms that will either minimize or maximize, the objective function
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238 by changing its input variables set until an optimal set is found. There are only four
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239 interfaces defining the common behavior of optimizers, one for each supported type of objective
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240 function:
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241 <ul>
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242 <li><A HREF="../../../../../org/apache/commons/math/optimization/UnivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>UnivariateRealOptimizer</CODE></A> for <A HREF="../../../../../org/apache/commons/math/analysis/UnivariateRealFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>univariate real functions</CODE></A></li>
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243 <li><A HREF="../../../../../org/apache/commons/math/optimization/MultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>MultivariateRealOptimizer</CODE></A> for <A HREF="../../../../../org/apache/commons/math/analysis/MultivariateRealFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>multivariate real functions</CODE></A></li>
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244 <li><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>DifferentiableMultivariateRealOptimizer</CODE></A> for <A HREF="../../../../../org/apache/commons/math/analysis/DifferentiableMultivariateRealFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>differentiable multivariate real functions</CODE></A></li>
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245 <li><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>DifferentiableMultivariateVectorialOptimizer</CODE></A> for <A HREF="../../../../../org/apache/commons/math/analysis/DifferentiableMultivariateVectorialFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>differentiable multivariate vectorial functions</CODE></A></li>
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246 </ul>
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247 </p>
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248
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249 <p>
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250 Despite there are only four types of supported optimizers, it is possible to optimize a
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251 transform a <A HREF="../../../../../org/apache/commons/math/analysis/MultivariateVectorialFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>non-differentiable multivariate vectorial function</CODE></A> by converting it to a <A HREF="../../../../../org/apache/commons/math/analysis/MultivariateRealFunction.html" title="interface in org.apache.commons.math.analysis"><CODE>non-differentiable multivariate
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252 real function</CODE></A> thanks to the <A HREF="../../../../../org/apache/commons/math/optimization/LeastSquaresConverter.html" title="class in org.apache.commons.math.optimization"><CODE>LeastSquaresConverter</CODE></A> helper class.
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253 The transformed function can be optimized using any implementation of the <A HREF="../../../../../org/apache/commons/math/optimization/MultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>MultivariateRealOptimizer</CODE></A> interface.
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254 </p>
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255
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256 <p>
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257 For each of the four types of supported optimizers, there is a special implementation which
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258 wraps a classical optimizer in order to add it a multi-start feature. This feature call the
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259 underlying optimizer several times in sequence with different starting points and returns
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260 the best optimum found or all optima if desired. This is a classical way to prevent being
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261 trapped into a local extremum when looking for a global one.
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262 </p>
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263 <P>
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264
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265 <P>
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266 <DL>
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267 </DL>
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268 <HR>
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269
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270
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271 <!-- ======= START OF BOTTOM NAVBAR ====== -->
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272 <A NAME="navbar_bottom"><!-- --></A>
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273 <A HREF="#skip-navbar_bottom" title="Skip navigation links"></A>
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274 <TABLE BORDER="0" WIDTH="100%" CELLPADDING="1" CELLSPACING="0" SUMMARY="">
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280 <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../../overview-summary.html"><FONT CLASS="NavBarFont1"><B>Overview</B></FONT></A>&nbsp;</TD>
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281 <TD BGCOLOR="#FFFFFF" CLASS="NavBarCell1Rev"> &nbsp;<FONT CLASS="NavBarFont1Rev"><B>Package</B></FONT>&nbsp;</TD>
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282 <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <FONT CLASS="NavBarFont1">Class</FONT>&nbsp;</TD>
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283 <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-use.html"><FONT CLASS="NavBarFont1"><B>Use</B></FONT></A>&nbsp;</TD>
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284 <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-tree.html"><FONT CLASS="NavBarFont1"><B>Tree</B></FONT></A>&nbsp;</TD>
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285 <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../../deprecated-list.html"><FONT CLASS="NavBarFont1"><B>Deprecated</B></FONT></A>&nbsp;</TD>
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286 <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../../index-all.html"><FONT CLASS="NavBarFont1"><B>Index</B></FONT></A>&nbsp;</TD>
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287 <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../../help-doc.html"><FONT CLASS="NavBarFont1"><B>Help</B></FONT></A>&nbsp;</TD>
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288 </TR>
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289 </TABLE>
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290 </TD>
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291 <TD ALIGN="right" VALIGN="top" ROWSPAN=3><EM>
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292 </EM>
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297 <TD BGCOLOR="white" CLASS="NavBarCell2"><FONT SIZE="-2">
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298 &nbsp;<A HREF="../../../../../org/apache/commons/math/ode/sampling/package-summary.html"><B>PREV PACKAGE</B></A>&nbsp;
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299 &nbsp;<A HREF="../../../../../org/apache/commons/math/optimization/direct/package-summary.html"><B>NEXT PACKAGE</B></A></FONT></TD>
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300 <TD BGCOLOR="white" CLASS="NavBarCell2"><FONT SIZE="-2">
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302 &nbsp;<A HREF="package-summary.html" target="_top"><B>NO FRAMES</B></A> &nbsp;
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304 <!--
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305 if(window==top) {
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306 document.writeln('<A HREF="../../../../../allclasses-noframe.html"><B>All Classes</B></A>');
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307 }
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309 </SCRIPT>
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310 <NOSCRIPT>
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311 <A HREF="../../../../../allclasses-noframe.html"><B>All Classes</B></A>
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312 </NOSCRIPT>
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315 </FONT></TD>
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316 </TR>
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317 </TABLE>
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318 <A NAME="skip-navbar_bottom"></A>
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319 <!-- ======== END OF BOTTOM NAVBAR ======= -->
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320
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321 <HR>
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322 Copyright &#169; 2003-2010 <a href="http://www.apache.org/">The Apache Software Foundation</a>. All Rights Reserved.
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323 </BODY>
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324 </HTML>