NonLinearConjugateGradientOptimizer (Apache Commons Math 3.6.1 API)

java.lang.Object
- org.apache.commons.math3.optim.BaseOptimizer<PAIR>
- - org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointValuePair>
  - - org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer
    - - org.apache.commons.math3.optim.nonlinear.scalar.GradientMultivariateOptimizer
      - org.apache.commons.math3.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer

```
public class NonLinearConjugateGradientOptimizer
extends GradientMultivariateOptimizer
```
Non-linear conjugate gradient optimizer.
This class supports both the Fletcher-Reeves and the Polak-Ribière update formulas for the conjugate search directions. It also supports optional preconditioning.
Constraints are not supported: the call to optimize will throw MathUnsupportedOperationException if bounds are passed to it.

Since:

2.0

Nested Class Summary

Nested Classes
Modifier and Type	Class and Description
`static class`	`NonLinearConjugateGradientOptimizer.BracketingStep` Deprecated. As of v3.3, this class is not used anymore. This setting is replaced by the `initialBracketingRange` argument to the new constructors.
`static class`	`NonLinearConjugateGradientOptimizer.Formula` Available choices of update formulas for the updating the parameter that is used to compute the successive conjugate search directions.
`static class`	`NonLinearConjugateGradientOptimizer.IdentityPreconditioner` Default identity preconditioner.

Field Summary
- Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer
  evaluations, iterations

Constructor Summary

Constructors
Constructor and Description
`NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker)` Constructor with default tolerances for the line search (1e-8) and `preconditioner`.
`NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, double relativeTolerance, double absoluteTolerance, double initialBracketingRange)` Constructor with default `preconditioner`.
`NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, double relativeTolerance, double absoluteTolerance, double initialBracketingRange, Preconditioner preconditioner)`
`NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver)` Deprecated. as of 3.3. Please use `NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double)` instead.
`NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver, Preconditioner preconditioner)` Deprecated. as of 3.3. Please use `NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double,Preconditioner)` instead.

Method Summary

Methods
Modifier and Type	Method and Description
`protected PointValuePair`	`doOptimize()` Performs the bulk of the optimization algorithm.
`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.

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.GradientMultivariateOptimizer
computeObjectiveGradient

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer
computeObjectiveValue, getGoalType

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer
getLowerBound, getStartPoint, getUpperBound

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer
getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - NonLinearConjugateGradientOptimizer
```
public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker)
```
    Constructor with default tolerances for the line search (1e-8) and preconditioner.
    
    Parameters:
    updateFormula - formula to use for updating the β parameter, must be one of NonLinearConjugateGradientOptimizer.Formula.FLETCHER_REEVES or NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE.
    checker - Convergence checker.
  - NonLinearConjugateGradientOptimizer
```
@Deprecated
public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                              ConvergenceChecker<PointValuePair> checker,
                                              UnivariateSolver lineSearchSolver)
```
    Deprecated. as of 3.3. Please use NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double) instead.
    
    Constructor with default preconditioner.
    
    Parameters:
    updateFormula - formula to use for updating the β parameter, must be one of NonLinearConjugateGradientOptimizer.Formula.FLETCHER_REEVES or NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE.
    checker - Convergence checker.
    lineSearchSolver - Solver to use during line search.
  - NonLinearConjugateGradientOptimizer
```
public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker,
                                   double relativeTolerance,
                                   double absoluteTolerance,
                                   double initialBracketingRange)
```
    Constructor with default preconditioner.
    
    Parameters:
    updateFormula - formula to use for updating the β parameter, must be one of NonLinearConjugateGradientOptimizer.Formula.FLETCHER_REEVES or NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE.
    checker - Convergence checker.
    relativeTolerance - Relative threshold for line search.
    absoluteTolerance - Absolute threshold for line search.
    initialBracketingRange - Extent of the initial interval used to find an interval that brackets the optimum in order to perform the line search.
    Since:
    
    3.3
    
    See Also:
    LineSearch.LineSearch(MultivariateOptimizer,double,double,double)
  - NonLinearConjugateGradientOptimizer
```
@Deprecated
public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                              ConvergenceChecker<PointValuePair> checker,
                                              UnivariateSolver lineSearchSolver,
                                              Preconditioner preconditioner)
```
    Deprecated. as of 3.3. Please use NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double,Preconditioner) instead.
    
    Parameters:
    updateFormula - formula to use for updating the β parameter, must be one of NonLinearConjugateGradientOptimizer.Formula.FLETCHER_REEVES or NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE.
    checker - Convergence checker.
    lineSearchSolver - Solver to use during line search.
    preconditioner - Preconditioner.
  - NonLinearConjugateGradientOptimizer
```
public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker,
                                   double relativeTolerance,
                                   double absoluteTolerance,
                                   double initialBracketingRange,
                                   Preconditioner preconditioner)
```
    Parameters:
    updateFormula - formula to use for updating the β parameter, must be one of NonLinearConjugateGradientOptimizer.Formula.FLETCHER_REEVES or NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE.
    checker - Convergence checker.
    preconditioner - Preconditioner.
    relativeTolerance - Relative threshold for line search.
    absoluteTolerance - Absolute threshold for line search.
    initialBracketingRange - Extent of the initial interval used to find an interval that brackets the optimum in order to perform the line search.
    Since:
    
    3.3
    
    See Also:
    LineSearch.LineSearch(MultivariateOptimizer,double,double,double)
- 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 GradientMultivariateOptimizer
    
    Parameters:
    optData - Optimization data. In addition to those documented in MultivariateOptimizer, this method will register the following data:
    
    ObjectiveFunctionGradient
    Returns:
    a point/value pair that satisfies the convergence criteria.
    
    Throws:
    
    TooManyEvaluationsException - if the maximal number of evaluations (of the objective function) is exceeded.
  - doOptimize
```
protected PointValuePair doOptimize()
```
    Performs the bulk of the optimization algorithm.
    
    Specified by:
    
    doOptimize in class BaseOptimizer<PointValuePair>
    
    Returns:
    the point/value pair giving the optimal value of the objective function.
  - parseOptimizationData
```
protected void parseOptimizationData(OptimizationData... optData)
```
    Scans the list of (required and optional) optimization data that characterize the problem.
    Overrides:
    
    parseOptimizationData in class GradientMultivariateOptimizer
    
    Parameters:
    optData - Optimization data. The following data will be looked for:
    
    ObjectiveFunctionGradient

Class NonLinearConjugateGradientOptimizer

Nested Class Summary

Field Summary

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer

Constructor Summary

Method Summary

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.GradientMultivariateOptimizer

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer

Methods inherited from class java.lang.Object

Constructor Detail

NonLinearConjugateGradientOptimizer

NonLinearConjugateGradientOptimizer

NonLinearConjugateGradientOptimizer

NonLinearConjugateGradientOptimizer

NonLinearConjugateGradientOptimizer

Method Detail

optimize

doOptimize

parseOptimizationData