PowellOptimizer (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.noderiv.PowellOptimizer

```
public class PowellOptimizer
extends MultivariateOptimizer
```
Powell's algorithm. This code is translated and adapted from the Python version of this algorithm (as implemented in module optimize.py v0.5 of SciPy).
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.
Line search is performed by the LineSearch class.
Constraints are not supported: the call to optimize will throw MathUnsupportedOperationException if bounds are passed to it. In order to impose simple constraints, the objective function must be wrapped in an adapter like MultivariateFunctionMappingAdapter or MultivariateFunctionPenaltyAdapter.

Since:

2.2

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

Constructor Summary

Constructors
Constructor and Description
`PowellOptimizer(double rel, double abs)` The parameters control the default convergence checking procedure.
`PowellOptimizer(double rel, double abs, ConvergenceChecker<PointValuePair> checker)` This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure.
`PowellOptimizer(double rel, double abs, double lineRel, double lineAbs)` Builds an instance with the default convergence checking procedure.
`PowellOptimizer(double rel, double abs, double lineRel, double lineAbs, ConvergenceChecker<PointValuePair> checker)` 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.

Method Summary

Methods
Modifier and Type Method and Description

protected PointValuePair doOptimize()
Performs the bulk of the optimization algorithm.
- Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer
  computeObjectiveValue, getGoalType, optimize, parseOptimizationData
- 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

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

- Constructor Detail
  - PowellOptimizer
```
public PowellOptimizer(double rel,
               double abs,
               ConvergenceChecker<PointValuePair> checker)
```
    This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure.
    The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer.
    
    Parameters:
    rel - Relative threshold.
    abs - Absolute threshold.
    checker - Convergence checker.
    
    Throws:
    
    NotStrictlyPositiveException - if abs <= 0.
    
    NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).
  - PowellOptimizer
```
public PowellOptimizer(double rel,
               double abs,
               double lineRel,
               double lineAbs,
               ConvergenceChecker<PointValuePair> checker)
```
    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.
    
    Parameters:
    rel - Relative threshold for this optimizer.
    abs - Absolute threshold for this optimizer.
    lineRel - Relative threshold for the internal line search optimizer.
    lineAbs - Absolute threshold for the internal line search optimizer.
    checker - Convergence checker.
    
    Throws:
    
    NotStrictlyPositiveException - if abs <= 0.
    
    NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).
  - PowellOptimizer
```
public PowellOptimizer(double rel,
               double abs)
```
    The parameters control the default convergence checking procedure.
    The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer.
    
    Parameters:
    rel - Relative threshold.
    abs - Absolute threshold.
    
    Throws:
    
    NotStrictlyPositiveException - if abs <= 0.
    
    NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).
  - PowellOptimizer
```
public PowellOptimizer(double rel,
               double abs,
               double lineRel,
               double lineAbs)
```
    Builds an instance with the default convergence checking procedure.
    
    Parameters:
    rel - Relative threshold.
    abs - Absolute threshold.
    lineRel - Relative threshold for the internal line search optimizer.
    lineAbs - Absolute threshold for the internal line search optimizer.
    
    Throws:
    
    NotStrictlyPositiveException - if abs <= 0.
    
    NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).
- Method Detail
  - 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.

Class PowellOptimizer

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.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

PowellOptimizer

PowellOptimizer

PowellOptimizer

PowellOptimizer

Method Detail

doOptimize