|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectorg.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
Powell 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.
The internal line search optimizer is a BrentOptimizer
with a
convergence checker set to SimpleUnivariateValueChecker
.
Nested Class Summary | |
---|---|
private class |
PowellOptimizer.LineSearch
Class for finding the minimum of the objective function along a given direction. |
Field Summary | |
---|---|
private double |
absoluteThreshold
Absolute threshold. |
private PowellOptimizer.LineSearch |
line
Line search. |
private static double |
MIN_RELATIVE_TOLERANCE
Minimum relative tolerance. |
private double |
relativeThreshold
Relative threshold. |
Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer |
---|
evaluations, iterations |
Constructor Summary | |
---|---|
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 | |
---|---|
protected PointValuePair |
doOptimize()
Performs the bulk of the optimization algorithm. |
private double[][] |
newPointAndDirection(double[] p,
double[] d,
double optimum)
Compute a new point (in the original space) and a new direction vector, resulting from the line search. |
Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer |
---|
computeObjectiveValue, getGoalType, optimize |
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 |
Methods inherited from class java.lang.Object |
---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
---|
private static final double MIN_RELATIVE_TOLERANCE
private final double relativeThreshold
private final double absoluteThreshold
private final PowellOptimizer.LineSearch line
Constructor Detail |
---|
public PowellOptimizer(double rel, double abs, ConvergenceChecker<PointValuePair> checker)
rel
- Relative threshold.abs
- Absolute threshold.checker
- Convergence checker.
NotStrictlyPositiveException
- if abs <= 0
.
NumberIsTooSmallException
- if rel < 2 * Math.ulp(1d)
.public PowellOptimizer(double rel, double abs, double lineRel, double lineAbs, ConvergenceChecker<PointValuePair> checker)
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.
NotStrictlyPositiveException
- if abs <= 0
.
NumberIsTooSmallException
- if rel < 2 * Math.ulp(1d)
.public PowellOptimizer(double rel, double abs)
rel
- Relative threshold.abs
- Absolute threshold.
NotStrictlyPositiveException
- if abs <= 0
.
NumberIsTooSmallException
- if rel < 2 * Math.ulp(1d)
.public PowellOptimizer(double rel, double abs, double lineRel, double lineAbs)
rel
- Relative threshold.abs
- Absolute threshold.lineRel
- Relative threshold for the internal line search optimizer.lineAbs
- Absolute threshold for the internal line search optimizer.
NotStrictlyPositiveException
- if abs <= 0
.
NumberIsTooSmallException
- if rel < 2 * Math.ulp(1d)
.Method Detail |
---|
protected PointValuePair doOptimize()
doOptimize
in class BaseOptimizer<PointValuePair>
private double[][] newPointAndDirection(double[] p, double[] d, double optimum)
p
- Point used in the line search.d
- Direction used in the line search.optimum
- Optimum found by the line search.
|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |