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Diffstat (limited to 'src/main/java/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.java')
-rw-r--r-- | src/main/java/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.java | 114 |
1 files changed, 114 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.java b/src/main/java/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.java new file mode 100644 index 0000000..51f0763 --- /dev/null +++ b/src/main/java/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.java @@ -0,0 +1,114 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math.optimization; + +import org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction; +import org.apache.commons.math.FunctionEvaluationException; + +/** + * This interface represents an optimization algorithm for {@link DifferentiableMultivariateVectorialFunction + * vectorial differentiable objective functions}. + * <p>Optimization algorithms find the input point set that either {@link GoalType + * maximize or minimize} an objective function.</p> + * @see MultivariateRealOptimizer + * @see DifferentiableMultivariateRealOptimizer + * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $ + * @since 2.0 + */ +public interface DifferentiableMultivariateVectorialOptimizer { + + /** Set the maximal number of iterations of the algorithm. + * @param maxIterations maximal number of function calls + * . + */ + void setMaxIterations(int maxIterations); + + /** Get the maximal number of iterations of the algorithm. + * @return maximal number of iterations + */ + int getMaxIterations(); + + /** Get the number of iterations realized by the algorithm. + * @return number of iterations + */ + int getIterations(); + + /** Set the maximal number of functions evaluations. + * @param maxEvaluations maximal number of function evaluations + */ + void setMaxEvaluations(int maxEvaluations); + + /** Get the maximal number of functions evaluations. + * @return maximal number of functions evaluations + */ + int getMaxEvaluations(); + + /** Get the number of evaluations of the objective function. + * <p> + * The number of evaluation correspond to the last call to the + * {@link #optimize(DifferentiableMultivariateVectorialFunction, + * double[], double[], double[]) optimize} method. It is 0 if + * the method has not been called yet. + * </p> + * @return number of evaluations of the objective function + */ + int getEvaluations(); + + /** Get the number of evaluations of the objective function jacobian . + * <p> + * The number of evaluation correspond to the last call to the + * {@link #optimize(DifferentiableMultivariateVectorialFunction, + * double[], double[], double[]) optimize} method. It is 0 if + * the method has not been called yet. + * </p> + * @return number of evaluations of the objective function jacobian + */ + int getJacobianEvaluations(); + + /** Set the convergence checker. + * @param checker object to use to check for convergence + */ + void setConvergenceChecker(VectorialConvergenceChecker checker); + + /** Get the convergence checker. + * @return object used to check for convergence + */ + VectorialConvergenceChecker getConvergenceChecker(); + + /** Optimizes an objective function. + * <p> + * Optimization is considered to be a weighted least-squares minimization. + * The cost function to be minimized is + * ∑weight<sub>i</sub>(objective<sub>i</sub>-target<sub>i</sub>)<sup>2</sup> + * </p> + * @param f objective function + * @param target target value for the objective functions at optimum + * @param weights weight for the least squares cost computation + * @param startPoint the start point for optimization + * @return the point/value pair giving the optimal value for objective function + * @exception FunctionEvaluationException if the objective function throws one during + * the search + * @exception OptimizationException if the algorithm failed to converge + * @exception IllegalArgumentException if the start point dimension is wrong + */ + VectorialPointValuePair optimize(DifferentiableMultivariateVectorialFunction f, + double[] target, double[] weights, + double[] startPoint) + throws FunctionEvaluationException, OptimizationException, IllegalArgumentException; + +} |