Constructor Detail

• MultivariateOptimizer

  protected MultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)

  Parameters:

  checker - Convergence checker.

Method Detail

• optimize

  public PointValuePair 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 BaseMultivariateOptimizer<PointValuePair>

  Parameters:

  optData - Optimization data. In addition to those documented in BaseMultivariateOptimizer, this method will register the following data:

  • ObjectiveFunction
  • GoalType

  Returns:

  a point/value pair that satisfies the convergence criteria.

  Throws:

  TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

• parseOptimizationData

  protected void parseOptimizationData(OptimizationData... optData)

  Scans the list of (required and optional) optimization data that characterize the problem.

  Overrides:

  parseOptimizationData in class BaseMultivariateOptimizer<PointValuePair>

  Parameters:

  optData - Optimization data. The following data will be looked for:

  • ObjectiveFunction
  • GoalType

• getGoalType

  public GoalType getGoalType()

  Returns:

  the optimization type.

• computeObjectiveValue

  public double computeObjectiveValue(double[] params)

  Computes the objective function value. This method must be called by subclasses to enforce the evaluation counter limit.

  Parameters:

  params - 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.