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Diffstat (limited to 'src/main/java/org/apache/commons/math3/optimization/general/AbstractDifferentiableOptimizer.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/optimization/general/AbstractDifferentiableOptimizer.java | 90 |
1 files changed, 90 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/optimization/general/AbstractDifferentiableOptimizer.java b/src/main/java/org/apache/commons/math3/optimization/general/AbstractDifferentiableOptimizer.java new file mode 100644 index 0000000..d175863 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optimization/general/AbstractDifferentiableOptimizer.java @@ -0,0 +1,90 @@ +/* + * 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.optimization.general; + +import org.apache.commons.math3.analysis.MultivariateVectorFunction; +import org.apache.commons.math3.analysis.differentiation.GradientFunction; +import org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableFunction; +import org.apache.commons.math3.optimization.ConvergenceChecker; +import org.apache.commons.math3.optimization.GoalType; +import org.apache.commons.math3.optimization.OptimizationData; +import org.apache.commons.math3.optimization.InitialGuess; +import org.apache.commons.math3.optimization.PointValuePair; +import org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer; + +/** + * Base class for implementing optimizers for multivariate scalar + * differentiable functions. + * It contains boiler-plate code for dealing with gradient evaluation. + * + * @deprecated As of 3.1 (to be removed in 4.0). + * @since 3.1 + */ +@Deprecated +public abstract class AbstractDifferentiableOptimizer + extends BaseAbstractMultivariateOptimizer<MultivariateDifferentiableFunction> { + /** + * Objective function gradient. + */ + private MultivariateVectorFunction gradient; + + /** + * @param checker Convergence checker. + */ + protected AbstractDifferentiableOptimizer(ConvergenceChecker<PointValuePair> checker) { + super(checker); + } + + /** + * Compute the gradient vector. + * + * @param evaluationPoint Point at which the gradient must be evaluated. + * @return the gradient at the specified point. + */ + protected double[] computeObjectiveGradient(final double[] evaluationPoint) { + return gradient.value(evaluationPoint); + } + + /** + * {@inheritDoc} + * + * @deprecated In 3.1. Please use + * {@link #optimizeInternal(int,MultivariateDifferentiableFunction,GoalType,OptimizationData[])} + * instead. + */ + @Override@Deprecated + protected PointValuePair optimizeInternal(final int maxEval, + final MultivariateDifferentiableFunction f, + final GoalType goalType, + final double[] startPoint) { + return optimizeInternal(maxEval, f, goalType, new InitialGuess(startPoint)); + } + + /** {@inheritDoc} */ + @Override + protected PointValuePair optimizeInternal(final int maxEval, + final MultivariateDifferentiableFunction f, + final GoalType goalType, + final OptimizationData... optData) { + // Store optimization problem characteristics. + gradient = new GradientFunction(f); + + // Perform optimization. + return super.optimizeInternal(maxEval, f, goalType, optData); + } +} |