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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> <!--NewPage--> <HTML> <HEAD> <!-- Generated by javadoc (build 1.6.0_17) on Sat Mar 27 22:46:15 EDT 2010 --> <META http-equiv="Content-Type" content="text/html; charset=UTF-8"> <TITLE> DifferentiableMultivariateVectorialOptimizer (Commons Math 2.1 API) </TITLE> <META NAME="date" CONTENT="2010-03-27"> <LINK REL ="stylesheet" TYPE="text/css" HREF="../../../../../stylesheet.css" TITLE="Style"> <SCRIPT type="text/javascript"> function windowTitle() { if (location.href.indexOf('is-external=true') == -1) { parent.document.title="DifferentiableMultivariateVectorialOptimizer (Commons Math 2.1 API)"; } } </SCRIPT> <NOSCRIPT> </NOSCRIPT> </HEAD> <BODY BGCOLOR="white" onload="windowTitle();"> <HR> <!-- ========= START OF TOP NAVBAR ======= --> <A NAME="navbar_top"><!-- --></A> <A HREF="#skip-navbar_top" title="Skip navigation links"></A> <TABLE BORDER="0" WIDTH="100%" CELLPADDING="1" 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org.apache.commons.math.optimization</FONT> <BR> Interface DifferentiableMultivariateVectorialOptimizer</H2> <DL> <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> </DL> <HR> <DL> <DT><PRE>public interface <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.33"><B>DifferentiableMultivariateVectorialOptimizer</B></A></DL> </PRE> <P> 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>. <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> <P> <P> <DL> <DT><B>Since:</B></DT> <DD>2.0</DD> <DT><B>Version:</B></DT> <DD>$Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $</DD> <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>, <A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><CODE>DifferentiableMultivariateRealOptimizer</CODE></A></DL> <HR> <P> <!-- ========== METHOD SUMMARY =========== --> <A NAME="method_summary"><!-- --></A> <TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY=""> <TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"> <TH ALIGN="left" COLSPAN="2"><FONT SIZE="+2"> <B>Method Summary</B></FONT></TH> </TR> <TR BGCOLOR="white" CLASS="TableRowColor"> <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"> <CODE> <A HREF="../../../../../org/apache/commons/math/optimization/VectorialConvergenceChecker.html" title="interface in org.apache.commons.math.optimization">VectorialConvergenceChecker</A></CODE></FONT></TD> <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getConvergenceChecker()">getConvergenceChecker</A></B>()</CODE> <BR> Get the convergence checker.</TD> </TR> <TR BGCOLOR="white" CLASS="TableRowColor"> <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"> <CODE> int</CODE></FONT></TD> <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getEvaluations()">getEvaluations</A></B>()</CODE> <BR> Get the number of evaluations of the objective function.</TD> </TR> <TR BGCOLOR="white" CLASS="TableRowColor"> <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"> <CODE> int</CODE></FONT></TD> <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getIterations()">getIterations</A></B>()</CODE> <BR> Get the number of iterations realized by the algorithm.</TD> </TR> <TR BGCOLOR="white" CLASS="TableRowColor"> <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"> <CODE> int</CODE></FONT></TD> <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getJacobianEvaluations()">getJacobianEvaluations</A></B>()</CODE> <BR> Get the number of evaluations of the objective function jacobian .</TD> </TR> <TR BGCOLOR="white" CLASS="TableRowColor"> <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"> <CODE> int</CODE></FONT></TD> <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getMaxEvaluations()">getMaxEvaluations</A></B>()</CODE> <BR> Get the maximal number of functions evaluations.</TD> </TR> <TR BGCOLOR="white" CLASS="TableRowColor"> <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"> <CODE> int</CODE></FONT></TD> <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#getMaxIterations()">getMaxIterations</A></B>()</CODE> <BR> Get the maximal number of iterations of the algorithm.</TD> </TR> <TR BGCOLOR="white" CLASS="TableRowColor"> <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"> <CODE> <A HREF="../../../../../org/apache/commons/math/optimization/VectorialPointValuePair.html" title="class in org.apache.commons.math.optimization">VectorialPointValuePair</A></CODE></FONT></TD> <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, double[] target, double[] weights, double[] startPoint)</CODE> <BR> Optimizes an objective function.</TD> </TR> <TR BGCOLOR="white" CLASS="TableRowColor"> <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"> <CODE> void</CODE></FONT></TD> <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> <BR> Set the convergence checker.</TD> </TR> <TR BGCOLOR="white" CLASS="TableRowColor"> <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"> <CODE> void</CODE></FONT></TD> <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#setMaxEvaluations(int)">setMaxEvaluations</A></B>(int maxEvaluations)</CODE> <BR> Set the maximal number of functions evaluations.</TD> </TR> <TR BGCOLOR="white" CLASS="TableRowColor"> <TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1"> <CODE> void</CODE></FONT></TD> <TD><CODE><B><A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#setMaxIterations(int)">setMaxIterations</A></B>(int maxIterations)</CODE> <BR> Set the maximal number of iterations of the algorithm.</TD> </TR> </TABLE> <P> <!-- ============ METHOD DETAIL ========== --> <A NAME="method_detail"><!-- --></A> <TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY=""> <TR BGCOLOR="#CCCCFF" CLASS="TableHeadingColor"> <TH ALIGN="left" COLSPAN="1"><FONT SIZE="+2"> <B>Method Detail</B></FONT></TH> </TR> </TABLE> <A NAME="setMaxIterations(int)"><!-- --></A><H3> setMaxIterations</H3> <PRE> void <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.39"><B>setMaxIterations</B></A>(int maxIterations)</PRE> <DL> <DD>Set the maximal number of iterations of the algorithm. <P> <DD><DL> <DT><B>Parameters:</B><DD><CODE>maxIterations</CODE> - maximal number of function calls .</DL> </DD> </DL> <HR> <A NAME="getMaxIterations()"><!-- --></A><H3> getMaxIterations</H3> <PRE> int <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.44"><B>getMaxIterations</B></A>()</PRE> <DL> <DD>Get the maximal number of iterations of the algorithm. <P> <DD><DL> <DT><B>Returns:</B><DD>maximal number of iterations</DL> </DD> </DL> <HR> <A NAME="getIterations()"><!-- --></A><H3> getIterations</H3> <PRE> int <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.49"><B>getIterations</B></A>()</PRE> <DL> <DD>Get the number of iterations realized by the algorithm. <P> <DD><DL> <DT><B>Returns:</B><DD>number of iterations</DL> </DD> </DL> <HR> <A NAME="setMaxEvaluations(int)"><!-- --></A><H3> setMaxEvaluations</H3> <PRE> void <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.54"><B>setMaxEvaluations</B></A>(int maxEvaluations)</PRE> <DL> <DD>Set the maximal number of functions evaluations. <P> <DD><DL> <DT><B>Parameters:</B><DD><CODE>maxEvaluations</CODE> - maximal number of function evaluations</DL> </DD> </DL> <HR> <A NAME="getMaxEvaluations()"><!-- --></A><H3> getMaxEvaluations</H3> <PRE> int <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.59"><B>getMaxEvaluations</B></A>()</PRE> <DL> <DD>Get the maximal number of functions evaluations. <P> <DD><DL> <DT><B>Returns:</B><DD>maximal number of functions evaluations</DL> </DD> </DL> <HR> <A NAME="getEvaluations()"><!-- --></A><H3> getEvaluations</H3> <PRE> int <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.70"><B>getEvaluations</B></A>()</PRE> <DL> <DD>Get the number of evaluations of the objective function. <p> The number of evaluation correspond to the last call to the <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 the method has not been called yet. </p> <P> <DD><DL> <DT><B>Returns:</B><DD>number of evaluations of the objective function</DL> </DD> </DL> <HR> <A NAME="getJacobianEvaluations()"><!-- --></A><H3> getJacobianEvaluations</H3> <PRE> int <A HREF="../../../../../src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html#line.81"><B>getJacobianEvaluations</B></A>()</PRE> <DL> <DD>Get the number of evaluations of the objective function jacobian . <p> The number of evaluation correspond to the last call to the <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 the method has not been called yet. </p> <P> <DD><DL> <DT><B>Returns:</B><DD>number of evaluations of the objective function jacobian</DL> </DD> </DL> <HR> <A NAME="setConvergenceChecker(org.apache.commons.math.optimization.VectorialConvergenceChecker)"><!-- --></A><H3> setConvergenceChecker</H3> <PRE> 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> <DL> <DD>Set the convergence checker. <P> <DD><DL> <DT><B>Parameters:</B><DD><CODE>checker</CODE> - object to use to check for convergence</DL> </DD> </DL> <HR> <A NAME="getConvergenceChecker()"><!-- --></A><H3> getConvergenceChecker</H3> <PRE> <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> <DL> <DD>Get the convergence checker. <P> <DD><DL> <DT><B>Returns:</B><DD>object used to check for convergence</DL> </DD> </DL> <HR> <A NAME="optimize(org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction, double[], double[], double[])"><!-- --></A><H3> optimize</H3> <PRE> <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, double[] target, double[] weights, double[] startPoint) throws <A HREF="../../../../../org/apache/commons/math/FunctionEvaluationException.html" title="class in org.apache.commons.math">FunctionEvaluationException</A>, <A HREF="../../../../../org/apache/commons/math/optimization/OptimizationException.html" title="class in org.apache.commons.math.optimization">OptimizationException</A>, <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> <DL> <DD>Optimizes an objective function. <p> Optimization is considered to be a weighted least-squares minimization. The cost function to be minimized is ∑weight<sub>i</sub>(objective<sub>i</sub>-target<sub>i</sub>)<sup>2</sup> </p> <P> <DD><DL> <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 <DT><B>Returns:</B><DD>the point/value pair giving the optimal value for objective function <DT><B>Throws:</B> <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 the search <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 <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> </DD> </DL> <!-- ========= END OF CLASS DATA ========= --> <HR> <!-- ======= START OF BOTTOM NAVBAR ====== --> <A NAME="navbar_bottom"><!-- --></A> <A HREF="#skip-navbar_bottom" title="Skip navigation links"></A> <TABLE BORDER="0" WIDTH="100%" CELLPADDING="1" CELLSPACING="0" SUMMARY=""> <TR> <TD COLSPAN=2 BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A NAME="navbar_bottom_firstrow"><!-- --></A> <TABLE BORDER="0" CELLPADDING="0" CELLSPACING="3" SUMMARY=""> <TR ALIGN="center" VALIGN="top"> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../../overview-summary.html"><FONT CLASS="NavBarFont1"><B>Overview</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-summary.html"><FONT CLASS="NavBarFont1"><B>Package</B></FONT></A> </TD> <TD BGCOLOR="#FFFFFF" CLASS="NavBarCell1Rev"> <FONT CLASS="NavBarFont1Rev"><B>Class</B></FONT> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="class-use/DifferentiableMultivariateVectorialOptimizer.html"><FONT CLASS="NavBarFont1"><B>Use</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="package-tree.html"><FONT CLASS="NavBarFont1"><B>Tree</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../../deprecated-list.html"><FONT CLASS="NavBarFont1"><B>Deprecated</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../../index-all.html"><FONT CLASS="NavBarFont1"><B>Index</B></FONT></A> </TD> <TD BGCOLOR="#EEEEFF" CLASS="NavBarCell1"> <A HREF="../../../../../help-doc.html"><FONT CLASS="NavBarFont1"><B>Help</B></FONT></A> </TD> </TR> </TABLE> </TD> <TD ALIGN="right" VALIGN="top" ROWSPAN=3><EM> </EM> </TD> </TR> <TR> <TD BGCOLOR="white" CLASS="NavBarCell2"><FONT SIZE="-2"> <A HREF="../../../../../org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.html" title="interface in org.apache.commons.math.optimization"><B>PREV CLASS</B></A> <A HREF="../../../../../org/apache/commons/math/optimization/GoalType.html" title="enum in org.apache.commons.math.optimization"><B>NEXT CLASS</B></A></FONT></TD> <TD BGCOLOR="white" CLASS="NavBarCell2"><FONT SIZE="-2"> <A HREF="../../../../../index.html?org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html" target="_top"><B>FRAMES</B></A> <A HREF="DifferentiableMultivariateVectorialOptimizer.html" target="_top"><B>NO FRAMES</B></A> <SCRIPT type="text/javascript"> <!-- if(window==top) { document.writeln('<A HREF="../../../../../allclasses-noframe.html"><B>All Classes</B></A>'); } //--> </SCRIPT> <NOSCRIPT> <A HREF="../../../../../allclasses-noframe.html"><B>All Classes</B></A> </NOSCRIPT> </FONT></TD> </TR> <TR> <TD VALIGN="top" CLASS="NavBarCell3"><FONT SIZE="-2"> SUMMARY: NESTED | FIELD | CONSTR | <A HREF="#method_summary">METHOD</A></FONT></TD> <TD VALIGN="top" CLASS="NavBarCell3"><FONT SIZE="-2"> DETAIL: FIELD | CONSTR | <A HREF="#method_detail">METHOD</A></FONT></TD> </TR> </TABLE> <A NAME="skip-navbar_bottom"></A> <!-- ======== END OF BOTTOM NAVBAR ======= --> <HR> Copyright © 2003-2010 <a href="http://www.apache.org/">The Apache Software Foundation</a>. 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