See: Description
Interface | Description |
---|---|
BaseMultivariateOptimizer<FUNC extends MultivariateFunction> |
This interface is mainly intended to enforce the internal coherence of
Commons-FastMath.
|
BaseMultivariateSimpleBoundsOptimizer<FUNC extends MultivariateFunction> |
This interface is mainly intended to enforce the internal coherence of
Commons-FastMath.
|
BaseMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction> |
This interface is mainly intended to enforce the internal coherence of
Commons-Math.
|
BaseOptimizer<PAIR> |
This interface is mainly intended to enforce the internal coherence of
Commons-Math.
|
ConvergenceChecker<PAIR> |
This interface specifies how to check if an optimization algorithm has
converged.
|
DifferentiableMultivariateOptimizer |
This interface represents an optimization algorithm for
scalar differentiable objective
functions . |
DifferentiableMultivariateVectorOptimizer |
This interface represents an optimization algorithm for
vectorial differentiable
objective functions . |
MultivariateOptimizer |
This interface represents an optimization algorithm for
scalar objective functions . |
Class | Description |
---|---|
AbstractConvergenceChecker<PAIR> |
Base class for all convergence checker implementations.
|
BaseMultivariateMultiStartOptimizer<FUNC extends MultivariateFunction> |
Base class for all implementations of a multi-start optimizer.
|
BaseMultivariateVectorMultiStartOptimizer<FUNC extends MultivariateVectorFunction> |
Base class for all implementations of a multi-start optimizer.
|
DifferentiableMultivariateMultiStartOptimizer |
Special implementation of the
DifferentiableMultivariateOptimizer
interface adding multi-start features to an existing optimizer. |
DifferentiableMultivariateVectorMultiStartOptimizer |
Special implementation of the
DifferentiableMultivariateVectorOptimizer
interface addind multi-start features to an existing optimizer. |
LeastSquaresConverter |
This class converts
vectorial
objective functions to scalar objective functions
when the goal is to minimize them. |
MultivariateMultiStartOptimizer |
Special implementation of the
MultivariateOptimizer interface adding
multi-start features to an existing optimizer. |
PointValuePair |
This class holds a point and the value of an objective function at
that point.
|
PointVectorValuePair |
This class holds a point and the vectorial value of an objective function at
that point.
|
SimplePointChecker<PAIR extends Pair<double[],? extends Object>> |
Simple implementation of the
ConvergenceChecker interface using
only point coordinates. |
SimpleValueChecker |
Simple implementation of the
ConvergenceChecker interface using
only objective function values. |
SimpleVectorValueChecker |
Simple implementation of the
ConvergenceChecker interface using
only objective function values. |
Enum | Description |
---|---|
GoalType |
Goal type for an optimization problem.
|
This package provides common interfaces for the optimization algorithms
provided in sub-packages. The main interfaces defines optimizers and convergence
checkers. The functions that are optimized by the algorithms provided by this
package and its sub-packages are a subset of the one defined in the analysis
package, namely the real and vector valued functions. These functions are called
objective function here. When the goal is to minimize, the functions are often called
cost function, this name is not used in this package.
Optimizers are the algorithms that will either minimize or maximize, the objective function by changing its input variables set until an optimal set is found. There are only four interfaces defining the common behavior of optimizers, one for each supported type of objective function:
UnivariateOptimizer
for univariate real functions
MultivariateOptimizer
for multivariate real functions
DifferentiableMultivariateOptimizer
for differentiable multivariate real functions
DifferentiableMultivariateVectorOptimizer
for differentiable multivariate vectorial functions
Despite there are only four types of supported optimizers, it is possible to optimize a
transform a non-differentiable multivariate vectorial function
by converting it to a non-differentiable multivariate
real function
thanks to the LeastSquaresConverter
helper class.
The transformed function can be optimized using any implementation of the MultivariateOptimizer
interface.
For each of the four types of supported optimizers, there is a special implementation which wraps a classical optimizer in order to add it a multi-start feature. This feature call the underlying optimizer several times in sequence with different starting points and returns the best optimum found or all optima if desired. This is a classical way to prevent being trapped into a local extremum when looking for a global one.
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