Class PowellOptimizer
java.lang.Object
org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<MultivariateFunction>
org.apache.commons.math3.optimization.direct.PowellOptimizer
- All Implemented Interfaces:
BaseMultivariateOptimizer<MultivariateFunction>
,BaseOptimizer<PointValuePair>
,MultivariateOptimizer
@Deprecated
public class PowellOptimizer
extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
implements MultivariateOptimizer
Deprecated.
As of 3.1 (to be removed in 4.0).
Powell algorithm.
This code is translated and adapted from the Python version of this
algorithm (as implemented in module
The default stopping criterion is based on the differences of the function value between two successive iterations. It is however possible to define a custom convergence checker that might terminate the algorithm earlier.
The internal line search optimizer is a
optimize.py
v0.5 of
SciPy).
The default stopping criterion is based on the differences of the function value between two successive iterations. It is however possible to define a custom convergence checker that might terminate the algorithm earlier.
The internal line search optimizer is a
BrentOptimizer
with a
convergence checker set to SimpleUnivariateValueChecker
.- Since:
- 2.2
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Nested Class Summary
Nested ClassesModifier and TypeClassDescriptionprivate class
Deprecated.Class for finding the minimum of the objective function along a given direction. -
Field Summary
FieldsModifier and TypeFieldDescriptionprivate final double
Deprecated.Absolute threshold.private final PowellOptimizer.LineSearch
Deprecated.Line search.private static final double
Deprecated.Minimum relative tolerance.private final double
Deprecated.Relative threshold.Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer
evaluations
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Constructor Summary
ConstructorsConstructorDescriptionPowellOptimizer
(double rel, double abs) Deprecated.The parameters control the default convergence checking procedure.PowellOptimizer
(double rel, double abs, double lineRel, double lineAbs) Deprecated.Builds an instance with the default convergence checking procedure.PowellOptimizer
(double rel, double abs, double lineRel, double lineAbs, ConvergenceChecker<PointValuePair> checker) Deprecated.This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure and the line search tolerances.PowellOptimizer
(double rel, double abs, ConvergenceChecker<PointValuePair> checker) Deprecated.This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure. -
Method Summary
Modifier and TypeMethodDescriptionprotected PointValuePair
Deprecated.Perform the bulk of the optimization algorithm.private double[][]
newPointAndDirection
(double[] p, double[] d, double optimum) Deprecated.Compute a new point (in the original space) and a new direction vector, resulting from the line search.Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer
computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getLowerBound, getMaxEvaluations, getStartPoint, getUpperBound, optimize, optimize, optimizeInternal, optimizeInternal
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
Methods inherited from interface org.apache.commons.math3.optimization.BaseMultivariateOptimizer
optimize
Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer
getConvergenceChecker, getEvaluations, getMaxEvaluations
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Field Details
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MIN_RELATIVE_TOLERANCE
private static final double MIN_RELATIVE_TOLERANCEDeprecated.Minimum relative tolerance. -
relativeThreshold
private final double relativeThresholdDeprecated.Relative threshold. -
absoluteThreshold
private final double absoluteThresholdDeprecated.Absolute threshold. -
line
Deprecated.Line search.
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Constructor Details
-
PowellOptimizer
Deprecated.This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure.
The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer.- Parameters:
rel
- Relative threshold.abs
- Absolute threshold.checker
- Convergence checker.- Throws:
NotStrictlyPositiveException
- ifabs <= 0
.NumberIsTooSmallException
- ifrel < 2 * Math.ulp(1d)
.
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PowellOptimizer
public PowellOptimizer(double rel, double abs, double lineRel, double lineAbs, ConvergenceChecker<PointValuePair> checker) Deprecated.This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure and the line search tolerances.- Parameters:
rel
- Relative threshold for this optimizer.abs
- Absolute threshold for this optimizer.lineRel
- Relative threshold for the internal line search optimizer.lineAbs
- Absolute threshold for the internal line search optimizer.checker
- Convergence checker.- Throws:
NotStrictlyPositiveException
- ifabs <= 0
.NumberIsTooSmallException
- ifrel < 2 * Math.ulp(1d)
.
-
PowellOptimizer
public PowellOptimizer(double rel, double abs) Deprecated.The parameters control the default convergence checking procedure.
The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer.- Parameters:
rel
- Relative threshold.abs
- Absolute threshold.- Throws:
NotStrictlyPositiveException
- ifabs <= 0
.NumberIsTooSmallException
- ifrel < 2 * Math.ulp(1d)
.
-
PowellOptimizer
public PowellOptimizer(double rel, double abs, double lineRel, double lineAbs) Deprecated.Builds an instance with the default convergence checking procedure.- Parameters:
rel
- Relative threshold.abs
- Absolute threshold.lineRel
- Relative threshold for the internal line search optimizer.lineAbs
- Absolute threshold for the internal line search optimizer.- Throws:
NotStrictlyPositiveException
- ifabs <= 0
.NumberIsTooSmallException
- ifrel < 2 * Math.ulp(1d)
.- Since:
- 3.1
-
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Method Details
-
doOptimize
Deprecated.Perform the bulk of the optimization algorithm.- Specified by:
doOptimize
in classBaseAbstractMultivariateOptimizer<MultivariateFunction>
- Returns:
- the point/value pair giving the optimal value of the objective function.
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newPointAndDirection
private double[][] newPointAndDirection(double[] p, double[] d, double optimum) Deprecated.Compute a new point (in the original space) and a new direction vector, resulting from the line search.- Parameters:
p
- Point used in the line search.d
- Direction used in the line search.optimum
- Optimum found by the line search.- Returns:
- a 2-element array containing the new point (at index 0) and the new direction (at index 1).
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