public abstract class GradientMultivariateOptimizer extends MultivariateOptimizer
evaluations, iterations
Modifier | Constructor and Description |
---|---|
protected |
GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker) |
Modifier and Type | Method and Description |
---|---|
protected double[] |
computeObjectiveGradient(double[] params)
Compute the gradient vector.
|
PointValuePair |
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.
|
computeObjectiveValue, getGoalType
getLowerBound, getStartPoint, getUpperBound
doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize
protected GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)
checker
- Convergence checker.protected double[] computeObjectiveGradient(double[] params)
params
- Point at which the gradient must be evaluated.public PointValuePair optimize(OptimizationData... optData) throws TooManyEvaluationsException
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.
optimize
in class MultivariateOptimizer
optData
- Optimization data. In addition to those documented in
MultivariateOptimizer
, this method will register the following data:
TooManyEvaluationsException
- if the maximal number of
evaluations (of the objective function) is exceeded.protected void parseOptimizationData(OptimizationData... optData)
parseOptimizationData
in class MultivariateOptimizer
optData
- Optimization data.
The following data will be looked for:
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