org.apache.commons.math3.optim.package-info Maven / Gradle / Ivy

Go to download
Show more of this group Show more artifacts with this name
Show all versions of cf4j-recsys Show documentation
A Java's Collaborative Filtering library to carry out experiments in research of Collaborative Filtering based Recommender Systems. The library has been designed from researchers to researchers.
The newest version!
/*
 * 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;