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Diffstat (limited to 'src/main/java/org/apache/commons/math3/optim/package-info.java')
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diff --git a/src/main/java/org/apache/commons/math3/optim/package-info.java b/src/main/java/org/apache/commons/math3/optim/package-info.java new file mode 100644 index 0000000..e2f3c9f --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optim/package-info.java @@ -0,0 +1,60 @@ +/* + * 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. + */ + +/** + * Generally, optimizers are algorithms that will either {@link + * org.apache.commons.math3.optim.nonlinear.scalar.GoalType#MINIMIZE minimize} or {@link + * org.apache.commons.math3.optim.nonlinear.scalar.GoalType#MAXIMIZE maximize} a scalar function, + * called the {@link org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction <em>objective + * function</em>}. <br> + * For some scalar objective functions the gradient can be computed (analytically or numerically). + * Algorithms that use this knowledge are defined in the {@link + * org.apache.commons.math3.optim.nonlinear.scalar.gradient} package. The algorithms that do not + * need this additional information are located in the {@link + * org.apache.commons.math3.optim.nonlinear.scalar.noderiv} package. + * + * <p>Some problems are solved more efficiently by algorithms that, instead of an objective + * function, need access to a {@link org.apache.commons.math3.optim.nonlinear.vector.ModelFunction + * <em>model function</em>}: such a model predicts a set of values which the algorithm tries to + * match with a set of given {@link org.apache.commons.math3.optim.nonlinear.vector.Target target + * values}. Those algorithms are located in the {@link + * org.apache.commons.math3.optim.nonlinear.vector} package. <br> + * Algorithms that also require the {@link + * org.apache.commons.math3.optim.nonlinear.vector.ModelFunctionJacobian Jacobian matrix of the + * model} are located in the {@link org.apache.commons.math3.optim.nonlinear.vector.jacobian} + * package. <br> + * The {@link org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer + * non-linear least-squares optimizers} are a specialization of the the latter, that minimize the + * distance (called <em>cost</em> or <em>χ<sup>2</sup></em>) between model and observations. + * <br> + * For cases where the Jacobian cannot be provided, a utility class will {@link + * org.apache.commons.math3.optim.nonlinear.scalar.LeastSquaresConverter convert} a (vector) model + * into a (scalar) objective function. + * + * <p>This package provides common functionality for the optimization algorithms. Abstract classes + * ({@link org.apache.commons.math3.optim.BaseOptimizer} and {@link + * org.apache.commons.math3.optim.BaseMultivariateOptimizer}) contain boiler-plate code for storing + * {@link org.apache.commons.math3.optim.MaxEval evaluations} and {@link + * org.apache.commons.math3.optim.MaxIter iterations} counters and a user-defined {@link + * org.apache.commons.math3.optim.ConvergenceChecker convergence checker}. + * + * <p>For each of the optimizer types, there is a special implementation that wraps an optimizer + * instance and provides a "multi-start" feature: it calls the underlying optimizer several times + * with different starting points and returns the best optimum found, or all optima if so desired. + * This could be useful to avoid being trapped in a local extremum. + */ +package org.apache.commons.math3.optim; |