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public interface MultivariateRealOptimizer
This interface represents an optimization algorithm for scalar objective functions.
Optimization algorithms find the input point set that either maximize or minimize an objective function.
DifferentiableMultivariateRealOptimizer,
DifferentiableMultivariateVectorialOptimizer| Method Summary | |
|---|---|
RealConvergenceChecker |
getConvergenceChecker()
Get the convergence checker. |
int |
getEvaluations()
Get the number of evaluations of the objective function. |
int |
getIterations()
Get the number of iterations realized by the algorithm. |
int |
getMaxEvaluations()
Get the maximal number of functions evaluations. |
int |
getMaxIterations()
Get the maximal number of iterations of the algorithm. |
RealPointValuePair |
optimize(MultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
Optimizes an objective function. |
void |
setConvergenceChecker(RealConvergenceChecker checker)
Set the convergence checker. |
void |
setMaxEvaluations(int maxEvaluations)
Set the maximal number of functions evaluations. |
void |
setMaxIterations(int maxIterations)
Set the maximal number of iterations of the algorithm. |
| Method Detail |
|---|
void setMaxIterations(int maxIterations)
maxIterations - maximal number of algorithm iterationsint getMaxIterations()
void setMaxEvaluations(int maxEvaluations)
maxEvaluations - maximal number of function evaluationsint getMaxEvaluations()
int getIterations()
The number of evaluations corresponds to the last call to the
optimize
method. It is 0 if the method has not been called yet.
int getEvaluations()
The number of evaluations corresponds to the last call to the
optimize
method. It is 0 if the method has not been called yet.
void setConvergenceChecker(RealConvergenceChecker checker)
checker - object to use to check for convergenceRealConvergenceChecker getConvergenceChecker()
RealPointValuePair optimize(MultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
throws FunctionEvaluationException,
OptimizationException,
IllegalArgumentException
f - objective functiongoalType - type of optimization goal: either GoalType.MAXIMIZE
or GoalType.MINIMIZEstartPoint - the start point for optimization
FunctionEvaluationException - if the objective function throws one during
the search
OptimizationException - if the algorithm failed to converge
IllegalArgumentException - if the start point dimension is wrong
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