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view libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.html @ 13:cbf34dd4d7e6
commons-math-2.1 added
| author | dwinter |
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| date | Tue, 04 Jan 2011 10:02:07 +0100 |
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<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> <a name="line.17"></a> <FONT color="green">018</FONT> package org.apache.commons.math.optimization;<a name="line.18"></a> <FONT color="green">019</FONT> <a name="line.19"></a> <FONT color="green">020</FONT> import org.apache.commons.math.FunctionEvaluationException;<a name="line.20"></a> <FONT color="green">021</FONT> import org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction;<a name="line.21"></a> <FONT color="green">022</FONT> <a name="line.22"></a> <FONT color="green">023</FONT> /**<a name="line.23"></a> <FONT color="green">024</FONT> * This interface represents an optimization algorithm for {@link DifferentiableMultivariateVectorialFunction<a name="line.24"></a> <FONT color="green">025</FONT> * vectorial differentiable objective functions}.<a name="line.25"></a> <FONT color="green">026</FONT> * <p>Optimization algorithms find the input point set that either {@link GoalType<a name="line.26"></a> <FONT color="green">027</FONT> * maximize or minimize} an objective function.</p><a name="line.27"></a> <FONT color="green">028</FONT> * @see MultivariateRealOptimizer<a name="line.28"></a> <FONT color="green">029</FONT> * @see DifferentiableMultivariateRealOptimizer<a name="line.29"></a> <FONT color="green">030</FONT> * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $<a name="line.30"></a> <FONT color="green">031</FONT> * @since 2.0<a name="line.31"></a> <FONT color="green">032</FONT> */<a name="line.32"></a> <FONT color="green">033</FONT> public interface DifferentiableMultivariateVectorialOptimizer {<a name="line.33"></a> <FONT color="green">034</FONT> <a name="line.34"></a> <FONT color="green">035</FONT> /** Set the maximal number of iterations of the algorithm.<a name="line.35"></a> <FONT color="green">036</FONT> * @param maxIterations maximal number of function calls<a name="line.36"></a> <FONT color="green">037</FONT> * .<a name="line.37"></a> <FONT color="green">038</FONT> */<a name="line.38"></a> <FONT color="green">039</FONT> void setMaxIterations(int maxIterations);<a name="line.39"></a> <FONT color="green">040</FONT> <a name="line.40"></a> <FONT color="green">041</FONT> /** Get the maximal number of iterations of the algorithm.<a name="line.41"></a> <FONT color="green">042</FONT> * @return maximal number of iterations<a name="line.42"></a> <FONT color="green">043</FONT> */<a name="line.43"></a> <FONT color="green">044</FONT> int getMaxIterations();<a name="line.44"></a> <FONT color="green">045</FONT> <a name="line.45"></a> <FONT color="green">046</FONT> /** Get the number of iterations realized by the algorithm.<a name="line.46"></a> <FONT color="green">047</FONT> * @return number of iterations<a name="line.47"></a> <FONT color="green">048</FONT> */<a name="line.48"></a> <FONT color="green">049</FONT> int getIterations();<a name="line.49"></a> <FONT color="green">050</FONT> <a name="line.50"></a> <FONT color="green">051</FONT> /** Set the maximal number of functions evaluations.<a name="line.51"></a> <FONT color="green">052</FONT> * @param maxEvaluations maximal number of function evaluations<a name="line.52"></a> <FONT color="green">053</FONT> */<a name="line.53"></a> <FONT color="green">054</FONT> void setMaxEvaluations(int maxEvaluations);<a name="line.54"></a> <FONT color="green">055</FONT> <a name="line.55"></a> <FONT color="green">056</FONT> /** Get the maximal number of functions evaluations.<a name="line.56"></a> <FONT color="green">057</FONT> * @return maximal number of functions evaluations<a name="line.57"></a> <FONT color="green">058</FONT> */<a name="line.58"></a> <FONT color="green">059</FONT> int getMaxEvaluations();<a name="line.59"></a> <FONT color="green">060</FONT> <a name="line.60"></a> <FONT color="green">061</FONT> /** Get the number of evaluations of the objective function.<a name="line.61"></a> <FONT color="green">062</FONT> * <p><a name="line.62"></a> <FONT color="green">063</FONT> * The number of evaluation correspond to the last call to the<a name="line.63"></a> <FONT color="green">064</FONT> * {@link #optimize(DifferentiableMultivariateVectorialFunction,<a name="line.64"></a> <FONT color="green">065</FONT> * double[], double[], double[]) optimize} method. It is 0 if<a name="line.65"></a> <FONT color="green">066</FONT> * the method has not been called yet.<a name="line.66"></a> <FONT color="green">067</FONT> * </p><a name="line.67"></a> <FONT color="green">068</FONT> * @return number of evaluations of the objective function<a name="line.68"></a> <FONT color="green">069</FONT> */<a name="line.69"></a> <FONT color="green">070</FONT> int getEvaluations();<a name="line.70"></a> <FONT color="green">071</FONT> <a name="line.71"></a> <FONT color="green">072</FONT> /** Get the number of evaluations of the objective function jacobian .<a name="line.72"></a> <FONT color="green">073</FONT> * <p><a name="line.73"></a> <FONT color="green">074</FONT> * The number of evaluation correspond to the last call to the<a name="line.74"></a> <FONT color="green">075</FONT> * {@link #optimize(DifferentiableMultivariateVectorialFunction,<a name="line.75"></a> <FONT color="green">076</FONT> * double[], double[], double[]) optimize} method. It is 0 if<a name="line.76"></a> <FONT color="green">077</FONT> * the method has not been called yet.<a name="line.77"></a> <FONT color="green">078</FONT> * </p><a name="line.78"></a> <FONT color="green">079</FONT> * @return number of evaluations of the objective function jacobian<a name="line.79"></a> <FONT color="green">080</FONT> */<a name="line.80"></a> <FONT color="green">081</FONT> int getJacobianEvaluations();<a name="line.81"></a> <FONT color="green">082</FONT> <a name="line.82"></a> <FONT color="green">083</FONT> /** Set the convergence checker.<a name="line.83"></a> <FONT color="green">084</FONT> * @param checker object to use to check for convergence<a name="line.84"></a> <FONT color="green">085</FONT> */<a name="line.85"></a> <FONT color="green">086</FONT> void setConvergenceChecker(VectorialConvergenceChecker checker);<a name="line.86"></a> <FONT color="green">087</FONT> <a name="line.87"></a> <FONT color="green">088</FONT> /** Get the convergence checker.<a name="line.88"></a> <FONT color="green">089</FONT> * @return object used to check for convergence<a name="line.89"></a> <FONT color="green">090</FONT> */<a name="line.90"></a> <FONT color="green">091</FONT> VectorialConvergenceChecker getConvergenceChecker();<a name="line.91"></a> <FONT color="green">092</FONT> <a name="line.92"></a> <FONT color="green">093</FONT> /** Optimizes an objective function.<a name="line.93"></a> <FONT color="green">094</FONT> * <p><a name="line.94"></a> <FONT color="green">095</FONT> * Optimization is considered to be a weighted least-squares minimization.<a name="line.95"></a> <FONT color="green">096</FONT> * The cost function to be minimized is<a name="line.96"></a> <FONT color="green">097</FONT> * &sum;weight<sub>i</sub>(objective<sub>i</sub>-target<sub>i</sub>)<sup>2</sup><a name="line.97"></a> <FONT color="green">098</FONT> * </p><a name="line.98"></a> <FONT color="green">099</FONT> * @param f objective function<a name="line.99"></a> <FONT color="green">100</FONT> * @param target target value for the objective functions at optimum<a name="line.100"></a> <FONT color="green">101</FONT> * @param weights weight for the least squares cost computation<a name="line.101"></a> <FONT color="green">102</FONT> * @param startPoint the start point for optimization<a name="line.102"></a> <FONT color="green">103</FONT> * @return the point/value pair giving the optimal value for objective function<a name="line.103"></a> <FONT color="green">104</FONT> * @exception FunctionEvaluationException if the objective function throws one during<a name="line.104"></a> <FONT color="green">105</FONT> * the search<a name="line.105"></a> <FONT color="green">106</FONT> * @exception OptimizationException if the algorithm failed to converge<a name="line.106"></a> <FONT color="green">107</FONT> * @exception IllegalArgumentException if the start point dimension is wrong<a name="line.107"></a> <FONT color="green">108</FONT> */<a name="line.108"></a> <FONT color="green">109</FONT> VectorialPointValuePair optimize(DifferentiableMultivariateVectorialFunction f,<a name="line.109"></a> <FONT color="green">110</FONT> double[] target, double[] weights,<a name="line.110"></a> <FONT color="green">111</FONT> double[] startPoint)<a name="line.111"></a> <FONT color="green">112</FONT> throws FunctionEvaluationException, OptimizationException, IllegalArgumentException;<a name="line.112"></a> <FONT color="green">113</FONT> <a name="line.113"></a> <FONT color="green">114</FONT> }<a name="line.114"></a> </PRE> </BODY> </HTML>