Constructor Detail

• GradientMultivariateOptimizer

  protected GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker)

  Parameters:

  checker - Convergence checker.

Method Detail

• computeObjectiveGradient

  protected double[] computeObjectiveGradient(double[] params)

  Compute the gradient vector.

  Parameters:

  params - Point at which the gradient must be evaluated.

  Returns:

  the gradient at the specified point.

• optimize

  public PointValuePair optimize(OptimizationData... optData)
                          throws TooManyEvaluationsException

  Stores data and performs the optimization.

  The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.

  When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).

  Important note: Subclasses must override BaseOptimizer.parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

  Overrides:

  optimize in class MultivariateOptimizer

  Parameters:

  optData - Optimization data. In addition to those documented in MultivariateOptimizer, this method will register the following data:

  • ObjectiveFunctionGradient

  Returns:

  a point/value pair that satisfies the convergence criteria.

  Throws:

  TooManyEvaluationsException - if the maximal number of evaluations (of the objective function) is exceeded.

• parseOptimizationData

  protected void parseOptimizationData(OptimizationData... optData)

  Scans the list of (required and optional) optimization data that characterize the problem.

  Overrides:

  parseOptimizationData in class MultivariateOptimizer

  Parameters:

  optData - Optimization data. The following data will be looked for:

  • ObjectiveFunctionGradient