/* * 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 objective * function}.
* 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. * *

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 * model function}: 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.
* 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.
* 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 cost or χ2) between model and observations. *
* 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. * *

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}. * *

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;