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| <div class="subTitle">org.apache.commons.math3.optimization.direct</div> |
| <h2 title="Class PowellOptimizer" class="title">Class PowellOptimizer</h2> |
| </div> |
| <div class="contentContainer"> |
| <ul class="inheritance"> |
| <li><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">java.lang.Object</a></li> |
| <li> |
| <ul class="inheritance"> |
| <li><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer</a><<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>></li> |
| <li> |
| <ul class="inheritance"> |
| <li>org.apache.commons.math3.optimization.direct.PowellOptimizer</li> |
| </ul> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| <div class="description"> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <dl> |
| <dt>All Implemented Interfaces:</dt> |
| <dd><a href="../../../../../../org/apache/commons/math3/optimization/BaseMultivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseMultivariateOptimizer</a><<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>>, <a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseOptimizer</a><<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>>, <a href="../../../../../../org/apache/commons/math3/optimization/MultivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization">MultivariateOptimizer</a></dd> |
| </dl> |
| <hr> |
| <div class="block"><strong>Deprecated.</strong> |
| <div class="block"><i>As of 3.1 (to be removed in 4.0).</i></div> |
| </div> |
| <br> |
| <pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a> |
| public class <span class="strong">PowellOptimizer</span> |
| extends <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateOptimizer</a><<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>> |
| implements <a href="../../../../../../org/apache/commons/math3/optimization/MultivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization">MultivariateOptimizer</a></pre> |
| <div class="block">Powell algorithm. |
| This code is translated and adapted from the Python version of this |
| algorithm (as implemented in module <code>optimize.py</code> v0.5 of |
| <em>SciPy</em>). |
| <br/> |
| The default stopping criterion is based on the differences of the |
| function value between two successive iterations. It is however possible |
| to define a custom convergence checker that might terminate the algorithm |
| earlier. |
| <br/> |
| The internal line search optimizer is a <a href="../../../../../../org/apache/commons/math3/optimization/univariate/BrentOptimizer.html" title="class in org.apache.commons.math3.optimization.univariate"><code>BrentOptimizer</code></a> with a |
| convergence checker set to <a href="../../../../../../org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueChecker.html" title="class in org.apache.commons.math3.optimization.univariate"><code>SimpleUnivariateValueChecker</code></a>.</div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>2.2</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: PowellOptimizer.java 1462503 2013-03-29 15:48:27Z luc $</dd></dl> |
| </li> |
| </ul> |
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| <h3>Fields inherited from class org.apache.commons.math3.optimization.direct.<a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateOptimizer</a></h3> |
| <code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#evaluations">evaluations</a></code></li> |
| </ul> |
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| <h3>Constructor Summary</h3> |
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| <caption><span>Constructors</span><span class="tabEnd"> </span></caption> |
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| <th class="colOne" scope="col">Constructor and Description</th> |
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| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/PowellOptimizer.html#PowellOptimizer(double, double)">PowellOptimizer</a></strong>(double rel, |
| double abs)</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">The parameters control the default convergence checking procedure.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/PowellOptimizer.html#PowellOptimizer(double, double, org.apache.commons.math3.optimization.ConvergenceChecker)">PowellOptimizer</a></strong>(double rel, |
| double abs, |
| <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a><<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>> checker)</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">This constructor allows to specify a user-defined convergence checker, |
| in addition to the parameters that control the default convergence |
| checking procedure.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/PowellOptimizer.html#PowellOptimizer(double, double, double, double)">PowellOptimizer</a></strong>(double rel, |
| double abs, |
| double lineRel, |
| double lineAbs)</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">Builds an instance with the default convergence checking procedure.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/PowellOptimizer.html#PowellOptimizer(double, double, double, double, org.apache.commons.math3.optimization.ConvergenceChecker)">PowellOptimizer</a></strong>(double rel, |
| double abs, |
| double lineRel, |
| double lineAbs, |
| <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a><<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>> checker)</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">This constructor allows to specify a user-defined convergence checker, |
| in addition to the parameters that control the default convergence |
| checking procedure and the line search tolerances.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
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| <h3>Method Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation"> |
| <caption><span>Methods</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Method and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>protected <a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/PowellOptimizer.html#doOptimize()">doOptimize</a></strong>()</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">Perform the bulk of the optimization algorithm.</div> |
| </td> |
| </tr> |
| </table> |
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| <h3>Methods inherited from class org.apache.commons.math3.optimization.direct.<a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateOptimizer</a></h3> |
| <code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#computeObjectiveValue(double[])">computeObjectiveValue</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getConvergenceChecker()">getConvergenceChecker</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getEvaluations()">getEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getGoalType()">getGoalType</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getLowerBound()">getLowerBound</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getMaxEvaluations()">getMaxEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getStartPoint()">getStartPoint</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getUpperBound()">getUpperBound</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, double[])">optimize</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)">optimize</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimizeInternal(int, FUNC, org.apache.commons.math3.optimization.GoalType, double[])">optimizeInternal</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimizeInternal(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)">optimizeInternal</a></code></li> |
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| <h3>Methods inherited from class java.lang.<a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></h3> |
| <code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li> |
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| <h3>Methods inherited from interface org.apache.commons.math3.optimization.<a href="../../../../../../org/apache/commons/math3/optimization/BaseMultivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseMultivariateOptimizer</a></h3> |
| <code><a href="../../../../../../org/apache/commons/math3/optimization/BaseMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, double[])">optimize</a></code></li> |
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| <!-- --> |
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| <h3>Methods inherited from interface org.apache.commons.math3.optimization.<a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseOptimizer</a></h3> |
| <code><a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html#getConvergenceChecker()">getConvergenceChecker</a>, <a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html#getEvaluations()">getEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html#getMaxEvaluations()">getMaxEvaluations</a></code></li> |
| </ul> |
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| </ul> |
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| <!-- ========= CONSTRUCTOR DETAIL ======== --> |
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| <li class="blockList"><a name="constructor_detail"> |
| <!-- --> |
| </a> |
| <h3>Constructor Detail</h3> |
| <a name="PowellOptimizer(double, double, org.apache.commons.math3.optimization.ConvergenceChecker)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
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| <h4>PowellOptimizer</h4> |
| <pre>public PowellOptimizer(double rel, |
| double abs, |
| <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a><<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>> checker)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">This constructor allows to specify a user-defined convergence checker, |
| in addition to the parameters that control the default convergence |
| checking procedure. |
| <br/> |
| The internal line search tolerances are set to the square-root of their |
| corresponding value in the multivariate optimizer.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>rel</code> - Relative threshold.</dd><dd><code>abs</code> - Absolute threshold.</dd><dd><code>checker</code> - Convergence checker.</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if <code>abs <= 0</code>.</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></code> - if <code>rel < 2 * Math.ulp(1d)</code>.</dd></dl> |
| </li> |
| </ul> |
| <a name="PowellOptimizer(double, double, double, double, org.apache.commons.math3.optimization.ConvergenceChecker)"> |
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| <h4>PowellOptimizer</h4> |
| <pre>public PowellOptimizer(double rel, |
| double abs, |
| double lineRel, |
| double lineAbs, |
| <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a><<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>> checker)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">This constructor allows to specify a user-defined convergence checker, |
| in addition to the parameters that control the default convergence |
| checking procedure and the line search tolerances.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>rel</code> - Relative threshold for this optimizer.</dd><dd><code>abs</code> - Absolute threshold for this optimizer.</dd><dd><code>lineRel</code> - Relative threshold for the internal line search optimizer.</dd><dd><code>lineAbs</code> - Absolute threshold for the internal line search optimizer.</dd><dd><code>checker</code> - Convergence checker.</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if <code>abs <= 0</code>.</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></code> - if <code>rel < 2 * Math.ulp(1d)</code>.</dd></dl> |
| </li> |
| </ul> |
| <a name="PowellOptimizer(double, double)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>PowellOptimizer</h4> |
| <pre>public PowellOptimizer(double rel, |
| double abs)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">The parameters control the default convergence checking procedure. |
| <br/> |
| The internal line search tolerances are set to the square-root of their |
| corresponding value in the multivariate optimizer.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>rel</code> - Relative threshold.</dd><dd><code>abs</code> - Absolute threshold.</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if <code>abs <= 0</code>.</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></code> - if <code>rel < 2 * Math.ulp(1d)</code>.</dd></dl> |
| </li> |
| </ul> |
| <a name="PowellOptimizer(double, double, double, double)"> |
| <!-- --> |
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| <ul class="blockListLast"> |
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| <h4>PowellOptimizer</h4> |
| <pre>public PowellOptimizer(double rel, |
| double abs, |
| double lineRel, |
| double lineAbs)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">Builds an instance with the default convergence checking procedure.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>rel</code> - Relative threshold.</dd><dd><code>abs</code> - Absolute threshold.</dd><dd><code>lineRel</code> - Relative threshold for the internal line search optimizer.</dd><dd><code>lineAbs</code> - Absolute threshold for the internal line search optimizer.</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if <code>abs <= 0</code>.</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></code> - if <code>rel < 2 * Math.ulp(1d)</code>.</dd><dt><span class="strong">Since:</span></dt> |
| <dd>3.1</dd></dl> |
| </li> |
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| <a name="doOptimize()"> |
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| <h4>doOptimize</h4> |
| <pre>protected <a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a> doOptimize()</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">Perform the bulk of the optimization algorithm.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#doOptimize()">doOptimize</a></code> in class <code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateOptimizer</a><<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>></code></dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the point/value pair giving the optimal value of the |
| objective function.</dd></dl> |
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