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java.lang.Objectorg.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer
org.apache.commons.math.optimization.direct.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).
| Field Summary | |
|---|---|
static double |
DEFAULT_LS_ABSOLUTE_TOLERANCE
Default absolute tolerance for line search (1.0E-11). |
static double |
DEFAULT_LS_RELATIVE_TOLERANCE
Default relative tolerance for line search (1.0E-7). |
| Fields inherited from class org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer |
|---|
checker, DEFAULT_MAX_ITERATIONS, goal, point |
| Constructor Summary | |
|---|---|
PowellOptimizer()
Constructor with default line search tolerances (see the other constructor). |
|
PowellOptimizer(double lsRelativeTolerance)
Constructor with default absolute line search tolerances (see the other constructor). |
|
PowellOptimizer(double lsRelativeTolerance,
double lsAbsoluteTolerance)
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| Method Summary | |
|---|---|
protected RealPointValuePair |
doOptimize()
Perform the bulk of optimization algorithm. |
| Methods inherited from class org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer |
|---|
computeObjectiveGradient, computeObjectiveValue, getConvergenceChecker, getEvaluations, getGradientEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementIterationsCounter, optimize, setConvergenceChecker, setMaxEvaluations, setMaxIterations |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Field Detail |
|---|
public static final double DEFAULT_LS_RELATIVE_TOLERANCE
public static final double DEFAULT_LS_ABSOLUTE_TOLERANCE
| Constructor Detail |
|---|
public PowellOptimizer()
other constructor).
public PowellOptimizer(double lsRelativeTolerance)
other constructor).
lsRelativeTolerance - Relative error tolerance for
the line search algorithm (BrentOptimizer).
public PowellOptimizer(double lsRelativeTolerance,
double lsAbsoluteTolerance)
lsRelativeTolerance - Relative error tolerance for
the line search algorithm (BrentOptimizer).lsAbsoluteTolerance - Relative error tolerance for
the line search algorithm (BrentOptimizer).| Method Detail |
|---|
protected RealPointValuePair doOptimize()
throws FunctionEvaluationException,
OptimizationException
doOptimize in class AbstractScalarDifferentiableOptimizerFunctionEvaluationException - if the objective function throws one during
the search
OptimizationException - if the algorithm failed to converge
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