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Diffstat (limited to 'src/main/java/org/apache/commons/math/optimization/UnivariateRealOptimizer.java')
-rw-r--r-- | src/main/java/org/apache/commons/math/optimization/UnivariateRealOptimizer.java | 116 |
1 files changed, 116 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math/optimization/UnivariateRealOptimizer.java b/src/main/java/org/apache/commons/math/optimization/UnivariateRealOptimizer.java new file mode 100644 index 0000000..df17133 --- /dev/null +++ b/src/main/java/org/apache/commons/math/optimization/UnivariateRealOptimizer.java @@ -0,0 +1,116 @@ +/* + * 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.ConvergenceException; +import org.apache.commons.math.FunctionEvaluationException; +import org.apache.commons.math.ConvergingAlgorithm; +import org.apache.commons.math.analysis.UnivariateRealFunction; + + +/** + * Interface for (univariate real) optimization algorithms. + * + * @version $Revision: 1073658 $ $Date: 2011-02-23 10:45:42 +0100 (mer. 23 févr. 2011) $ + * @since 2.0 + */ +public interface UnivariateRealOptimizer extends ConvergingAlgorithm { + + /** 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 the maximal number of functions evaluations. + */ + int getMaxEvaluations(); + + /** Get the number of evaluations of the objective function. + * <p> + * The number of evaluations corresponds to the last call to the + * {@link #optimize(UnivariateRealFunction, GoalType, double, double) optimize} + * method. It is 0 if the method has not been called yet. + * </p> + * @return the number of evaluations of the objective function. + */ + int getEvaluations(); + + /** + * Find an optimum in the given interval. + * <p> + * An optimizer may require that the interval brackets a single optimum. + * </p> + * @param f the function to optimize. + * @param goalType type of optimization goal: either {@link GoalType#MAXIMIZE} + * or {@link GoalType#MINIMIZE}. + * @param min the lower bound for the interval. + * @param max the upper bound for the interval. + * @return a value where the function is optimum. + * @throws ConvergenceException if the maximum iteration count is exceeded + * or the optimizer detects convergence problems otherwise. + * @throws FunctionEvaluationException if an error occurs evaluating the function. + * @throws IllegalArgumentException if min > max or the endpoints do not + * satisfy the requirements specified by the optimizer. + */ + double optimize(UnivariateRealFunction f, GoalType goalType, + double min, double max) + throws ConvergenceException, FunctionEvaluationException; + + /** + * Find an optimum in the given interval, start at startValue. + * <p> + * An optimizer may require that the interval brackets a single optimum. + * </p> + * @param f the function to optimize. + * @param goalType type of optimization goal: either {@link GoalType#MAXIMIZE} + * or {@link GoalType#MINIMIZE}. + * @param min the lower bound for the interval. + * @param max the upper bound for the interval. + * @param startValue the start value to use. + * @return a value where the function is optimum. + * @throws ConvergenceException if the maximum iteration count is exceeded + * or the optimizer detects convergence problems otherwise. + * @throws FunctionEvaluationException if an error occurs evaluating the function. + * @throws IllegalArgumentException if min > max or the arguments do not + * satisfy the requirements specified by the optimizer. + * @throws IllegalStateException if there are no data. + */ + double optimize(UnivariateRealFunction f, GoalType goalType, + double min, double max, double startValue) + throws ConvergenceException, FunctionEvaluationException; + + /** + * Get the result of the last run of the optimizer. + * + * @return the optimum. + * @throws IllegalStateException if there is no result available, either + * because no result was yet computed or the last attempt failed. + */ + double getResult(); + + /** + * Get the result of the last run of the optimizer. + * + * @return the value of the function at the optimum. + * @throws FunctionEvaluationException if an error occurs evaluating the function. + * @throws IllegalStateException if there is no result available, either + * because no result was yet computed or the last attempt failed. + */ + double getFunctionValue() throws FunctionEvaluationException; + +} |