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Diffstat (limited to 'src/main/java/org/apache/commons/math3/optim/nonlinear/vector/MultivariateVectorOptimizer.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/optim/nonlinear/vector/MultivariateVectorOptimizer.java | 167 |
1 files changed, 167 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/MultivariateVectorOptimizer.java b/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/MultivariateVectorOptimizer.java new file mode 100644 index 0000000..c79defa --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/MultivariateVectorOptimizer.java @@ -0,0 +1,167 @@ +/* + * 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.math3.optim.nonlinear.vector; + +import org.apache.commons.math3.exception.TooManyEvaluationsException; +import org.apache.commons.math3.exception.DimensionMismatchException; +import org.apache.commons.math3.analysis.MultivariateVectorFunction; +import org.apache.commons.math3.optim.OptimizationData; +import org.apache.commons.math3.optim.BaseMultivariateOptimizer; +import org.apache.commons.math3.optim.ConvergenceChecker; +import org.apache.commons.math3.optim.PointVectorValuePair; +import org.apache.commons.math3.linear.RealMatrix; + +/** + * Base class for a multivariate vector function optimizer. + * + * @since 3.1 + */ +@Deprecated +public abstract class MultivariateVectorOptimizer + extends BaseMultivariateOptimizer<PointVectorValuePair> { + /** Target values for the model function at optimum. */ + private double[] target; + /** Weight matrix. */ + private RealMatrix weightMatrix; + /** Model function. */ + private MultivariateVectorFunction model; + + /** + * @param checker Convergence checker. + */ + protected MultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker) { + super(checker); + } + + /** + * Computes the objective function value. + * This method <em>must</em> be called by subclasses to enforce the + * evaluation counter limit. + * + * @param params Point at which the objective function must be evaluated. + * @return the objective function value at the specified point. + * @throws TooManyEvaluationsException if the maximal number of evaluations + * (of the model vector function) is exceeded. + */ + protected double[] computeObjectiveValue(double[] params) { + super.incrementEvaluationCount(); + return model.value(params); + } + + /** + * {@inheritDoc} + * + * @param optData Optimization data. In addition to those documented in + * {@link BaseMultivariateOptimizer#parseOptimizationData(OptimizationData[]) + * BaseMultivariateOptimizer}, this method will register the following data: + * <ul> + * <li>{@link Target}</li> + * <li>{@link Weight}</li> + * <li>{@link ModelFunction}</li> + * </ul> + * @return {@inheritDoc} + * @throws TooManyEvaluationsException if the maximal number of + * evaluations is exceeded. + * @throws DimensionMismatchException if the initial guess, target, and weight + * arguments have inconsistent dimensions. + */ + @Override + public PointVectorValuePair optimize(OptimizationData... optData) + throws TooManyEvaluationsException, + DimensionMismatchException { + // Set up base class and perform computation. + return super.optimize(optData); + } + + /** + * Gets the weight matrix of the observations. + * + * @return the weight matrix. + */ + public RealMatrix getWeight() { + return weightMatrix.copy(); + } + /** + * Gets the observed values to be matched by the objective vector + * function. + * + * @return the target values. + */ + public double[] getTarget() { + return target.clone(); + } + + /** + * Gets the number of observed values. + * + * @return the length of the target vector. + */ + public int getTargetSize() { + return target.length; + } + + /** + * Scans the list of (required and optional) optimization data that + * characterize the problem. + * + * @param optData Optimization data. The following data will be looked for: + * <ul> + * <li>{@link Target}</li> + * <li>{@link Weight}</li> + * <li>{@link ModelFunction}</li> + * </ul> + */ + @Override + protected void parseOptimizationData(OptimizationData... optData) { + // Allow base class to register its own data. + super.parseOptimizationData(optData); + + // The existing values (as set by the previous call) are reused if + // not provided in the argument list. + for (OptimizationData data : optData) { + if (data instanceof ModelFunction) { + model = ((ModelFunction) data).getModelFunction(); + continue; + } + if (data instanceof Target) { + target = ((Target) data).getTarget(); + continue; + } + if (data instanceof Weight) { + weightMatrix = ((Weight) data).getWeight(); + continue; + } + } + + // Check input consistency. + checkParameters(); + } + + /** + * Check parameters consistency. + * + * @throws DimensionMismatchException if {@link #target} and + * {@link #weightMatrix} have inconsistent dimensions. + */ + private void checkParameters() { + if (target.length != weightMatrix.getColumnDimension()) { + throw new DimensionMismatchException(target.length, + weightMatrix.getColumnDimension()); + } + } +} |