org.apache.commons.math3.optimization.direct

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

public class PowellOptimizer
extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
implements MultivariateOptimizer

Powell algorithm. This code is translated and adapted from the Python version of this algorithm (as implemented in module 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.

Since:

2.2

Version:

$Id$

Field Summary

Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

evaluations

Constructor Summary

Constructors

Constructor and Description
PowellOptimizer(double rel, double abs) The parameters control the default convergence checking procedure, and the line search tolerances.
PowellOptimizer(double rel, double abs, ConvergenceChecker<PointValuePair> checker) 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.

Method Summary

Methods

Modifier and Type	Method and Description
protected PointValuePair	doOptimize() Perform the bulk of the optimization algorithm.

Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getMaxEvaluations, getStartPoint, optimize

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

Constructor Detail

PowellOptimizer

public PowellOptimizer(double rel,
               double abs,
               ConvergenceChecker<PointValuePair> checker)

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.

abs - Absolute threshold.

checker - Convergence checker.

Throws:

NotStrictlyPositiveException - if abs <= 0.

NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

PowellOptimizer

public PowellOptimizer(double rel,
               double abs)

The parameters control the default convergence checking procedure, and the line search tolerances.

Parameters:

rel - Relative threshold.

abs - Absolute threshold.

Throws:

NotStrictlyPositiveException - if abs <= 0.

NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

Method Detail

doOptimize

protected PointValuePair doOptimize()

Perform the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseAbstractMultivariateOptimizer<MultivariateFunction>

Returns:

the point/value pair giving the optimal value for the objective function.