BOBYQAOptimizer (Apache Commons Math 3.6.1 API)

java.lang.Object
- org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<FUNC>
- - org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateSimpleBoundsOptimizer<MultivariateFunction>
  - - org.apache.commons.math3.optimization.direct.BOBYQAOptimizer

All Implemented Interfaces:

BaseMultivariateOptimizer<MultivariateFunction>, BaseMultivariateSimpleBoundsOptimizer<MultivariateFunction>, BaseOptimizer<PointValuePair>, MultivariateOptimizer

Deprecated.
As of 3.1 (to be removed in 4.0).
```
@Deprecated
public class BOBYQAOptimizer
extends BaseAbstractMultivariateSimpleBoundsOptimizer<MultivariateFunction>
implements MultivariateOptimizer
```
Powell's BOBYQA algorithm. This implementation is translated and adapted from the Fortran version available here. See this paper for an introduction.
BOBYQA is particularly well suited for high dimensional problems where derivatives are not available. In most cases it outperforms the PowellOptimizer significantly. Stochastic algorithms like CMAESOptimizer succeed more often than BOBYQA, but are more expensive. BOBYQA could also be considered as a replacement of any derivative-based optimizer when the derivatives are approximated by finite differences.

Since:

3.0

Field Summary

Fields
Modifier and Type	Field and Description
`static double`	`DEFAULT_INITIAL_RADIUS` Deprecated. Default value for `initialTrustRegionRadius`: 10.0 .
`static double`	`DEFAULT_STOPPING_RADIUS` Deprecated. Default value for `stoppingTrustRegionRadius`: 1.0E-8 .
`static int`	`MINIMUM_PROBLEM_DIMENSION` Deprecated. Minimum dimension of the problem: 2

Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer
evaluations

Constructor Summary

Constructors
Constructor and Description
`BOBYQAOptimizer(int numberOfInterpolationPoints)` Deprecated.
`BOBYQAOptimizer(int numberOfInterpolationPoints, double initialTrustRegionRadius, double stoppingTrustRegionRadius)` Deprecated.

Method Summary

Methods
Modifier and Type Method and Description

protected PointValuePair doOptimize()
Deprecated.

Perform the bulk of the optimization algorithm.
- Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateSimpleBoundsOptimizer
  optimize, optimize
- Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer
  computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getLowerBound, getMaxEvaluations, getStartPoint, getUpperBound, optimize, optimizeInternal, optimizeInternal
- Methods inherited from class java.lang.Object
  clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
- Methods inherited from interface org.apache.commons.math3.optimization.BaseMultivariateOptimizer
  optimize
- Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer
  getConvergenceChecker, getEvaluations, getMaxEvaluations

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

- Field Detail
  - MINIMUM_PROBLEM_DIMENSION
```
public static final int MINIMUM_PROBLEM_DIMENSION
```
    Deprecated.
    
    Minimum dimension of the problem: 2
    
    See Also:
    Constant Field Values
  - DEFAULT_INITIAL_RADIUS
```
public static final double DEFAULT_INITIAL_RADIUS
```
    Deprecated.
    
    Default value for initialTrustRegionRadius: 10.0 .
    
    See Also:
    Constant Field Values
  - DEFAULT_STOPPING_RADIUS
```
public static final double DEFAULT_STOPPING_RADIUS
```
    Deprecated.
    
    Default value for stoppingTrustRegionRadius: 1.0E-8 .
    
    See Also:
    Constant Field Values
- Constructor Detail
  - BOBYQAOptimizer
```
public BOBYQAOptimizer(int numberOfInterpolationPoints)
```
    Deprecated.
    
    Parameters:
    numberOfInterpolationPoints - Number of interpolation conditions. For a problem of dimension n, its value must be in the interval [n+2, (n+1)(n+2)/2]. Choices that exceed 2n+1 are not recommended.
  - BOBYQAOptimizer
```
public BOBYQAOptimizer(int numberOfInterpolationPoints,
               double initialTrustRegionRadius,
               double stoppingTrustRegionRadius)
```
    Deprecated.
    
    Parameters:
    numberOfInterpolationPoints - Number of interpolation conditions. For a problem of dimension n, its value must be in the interval [n+2, (n+1)(n+2)/2]. Choices that exceed 2n+1 are not recommended.
    initialTrustRegionRadius - Initial trust region radius.
    stoppingTrustRegionRadius - Stopping trust region radius.
- Method Detail
  - doOptimize
```
protected PointValuePair doOptimize()
```
    Deprecated.
    
    Perform the bulk of the optimization algorithm.
    
    Specified by:
    
    doOptimize in class BaseAbstractMultivariateOptimizer<MultivariateFunction>
    
    Returns:
    the point/value pair giving the optimal value of the objective function.

Class BOBYQAOptimizer

Field Summary

Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

Constructor Summary

Method Summary

Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateSimpleBoundsOptimizer

Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

Methods inherited from class java.lang.Object

Methods inherited from interface org.apache.commons.math3.optimization.BaseMultivariateOptimizer

Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer

Field Detail

MINIMUM_PROBLEM_DIMENSION

DEFAULT_INITIAL_RADIUS

DEFAULT_STOPPING_RADIUS

Constructor Detail

BOBYQAOptimizer

BOBYQAOptimizer

Method Detail

doOptimize