org.apache.commons.math3.optim.nonlinear.vector
Class JacobianMultivariateVectorOptimizer
java.lang.Object
org.apache.commons.math3.optim.BaseOptimizer<PAIR>
org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointVectorValuePair>
org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer
- Direct Known Subclasses:
- AbstractLeastSquaresOptimizer
public abstract class JacobianMultivariateVectorOptimizer
- extends MultivariateVectorOptimizer
Base class for implementing optimizers for multivariate vector
differentiable functions.
It contains boiler-plate code for dealing with Jacobian evaluation.
It assumes that the rows of the Jacobian matrix iterate on the model
functions while the columns iterate on the parameters; thus, the numbers
of rows is equal to the dimension of the Target
while the
number of columns is equal to the dimension of the
InitialGuess
.
- Since:
- 3.1
- Version:
- $Id: JacobianMultivariateVectorOptimizer.java 1454464 2013-03-08 16:58:10Z luc $
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
jacobian
private MultivariateMatrixFunction jacobian
- Jacobian of the model function.
JacobianMultivariateVectorOptimizer
protected JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
- Parameters:
checker
- Convergence checker.
computeJacobian
protected double[][] computeJacobian(double[] params)
- Computes the Jacobian matrix.
- Parameters:
params
- Point at which the Jacobian must be evaluated.
- Returns:
- the Jacobian at the specified point.
optimize
public PointVectorValuePair optimize(OptimizationData... optData)
throws TooManyEvaluationsException,
DimensionMismatchException
- Stores data and performs the optimization.
The list of parameters is open-ended so that sub-classes can extend it
with arguments specific to their concrete implementations.
When the method is called multiple times, instance data is overwritten
only when actually present in the list of arguments: when not specified,
data set in a previous call is retained (and thus is optional in
subsequent calls).
Important note: Subclasses must override
BaseOptimizer.parseOptimizationData(OptimizationData[])
if they need to register
their own options; but then, they must also call
super.parseOptimizationData(optData)
within that method.
- Overrides:
optimize
in class MultivariateVectorOptimizer
- Parameters:
optData
- Optimization data. In addition to those documented in
MultivariateVectorOptimizer.optimize(OptimizationData...)
MultivariateOptimizer}, this method will register the following data:
- Returns:
- a point/value pair that satifies the convergence criteria.
- Throws:
TooManyEvaluationsException
- if the maximal number of
evaluations is exceeded.
DimensionMismatchException
- if the initial guess, target, and weight
arguments have inconsistent dimensions.
parseOptimizationData
protected void parseOptimizationData(OptimizationData... optData)
- Scans the list of (required and optional) optimization data that
characterize the problem.
- Overrides:
parseOptimizationData
in class MultivariateVectorOptimizer
- Parameters:
optData
- Optimization data.
The following data will be looked for:
Copyright (c) 2003-2013 Apache Software Foundation