org.apache.commons.math3.optim.univariate
Class UnivariateOptimizer

java.lang.Object
  extended by org.apache.commons.math3.optim.BaseOptimizer<UnivariatePointValuePair>
      extended by org.apache.commons.math3.optim.univariate.UnivariateOptimizer
Direct Known Subclasses:
BrentOptimizer, MultiStartUnivariateOptimizer

public abstract class UnivariateOptimizer
extends BaseOptimizer<UnivariatePointValuePair>

Base class for a univariate scalar function optimizer.

Since:
3.1
Version:
$Id: UnivariateOptimizer.java 1443444 2013-02-07 12:41:36Z erans $

Field Summary
private  UnivariateFunction function
          Objective function.
private  GoalType goal
          Type of optimization.
private  double max
          Upper bound.
private  double min
          Lower bound.
private  double start
          Initial guess.
 
Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer
evaluations, iterations
 
Constructor Summary
protected UnivariateOptimizer(ConvergenceChecker<UnivariatePointValuePair> checker)
           
 
Method Summary
protected  double computeObjectiveValue(double x)
          Computes the objective function value.
 GoalType getGoalType()
           
 double getMax()
           
 double getMin()
           
 double getStartValue()
           
 UnivariatePointValuePair optimize(OptimizationData... optData)
          Stores data and performs the optimization.
protected  void parseOptimizationData(OptimizationData... optData)
          Scans the list of (required and optional) optimization data that characterize the problem.
 
Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer
doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

function

private UnivariateFunction function
Objective function.


goal

private GoalType goal
Type of optimization.


start

private double start
Initial guess.


min

private double min
Lower bound.


max

private double max
Upper bound.

Constructor Detail

UnivariateOptimizer

protected UnivariateOptimizer(ConvergenceChecker<UnivariatePointValuePair> checker)
Parameters:
checker - Convergence checker.
Method Detail

optimize

public UnivariatePointValuePair optimize(OptimizationData... optData)
                                  throws TooManyEvaluationsException
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 BaseOptimizer<UnivariatePointValuePair>
Parameters:
optData - Optimization data. In addition to those documented in BaseOptimizer, 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.

getGoalType

public GoalType getGoalType()
Returns:
the optimization type.

parseOptimizationData

protected void parseOptimizationData(OptimizationData... optData)
Scans the list of (required and optional) optimization data that characterize the problem.

Overrides:
parseOptimizationData in class BaseOptimizer<UnivariatePointValuePair>
Parameters:
optData - Optimization data. The following data will be looked for:

getStartValue

public double getStartValue()
Returns:
the initial guess.

getMin

public double getMin()
Returns:
the lower bounds.

getMax

public double getMax()
Returns:
the upper bounds.

computeObjectiveValue

protected double computeObjectiveValue(double x)
Computes the objective function value. This method must be called by subclasses to enforce the evaluation counter limit.

Parameters:
x - Point at which the objective function must be evaluated.
Returns:
the objective function value at the specified point.
Throws:
TooManyEvaluationsException - if the maximal number of evaluations is exceeded.


Copyright (c) 2003-2013 Apache Software Foundation