All Downloads are FREE. Search and download functionalities are using the official Maven repository.

org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer Maven / Gradle / Ivy

There is a newer version: 2.12.15
Show 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.
 */

package org.apache.commons.math3.optim.nonlinear.vector;

import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.analysis.MultivariateVectorFunction;
import org.apache.commons.math3.optim.OptimizationData;
import org.apache.commons.math3.optim.BaseMultivariateOptimizer;
import org.apache.commons.math3.optim.ConvergenceChecker;
import org.apache.commons.math3.optim.PointVectorValuePair;
import org.apache.commons.math3.linear.RealMatrix;

/**
 * Base class for a multivariate vector function optimizer.
 *
 * @since 3.1
 */
@Deprecated
public abstract class MultivariateVectorOptimizer
    extends BaseMultivariateOptimizer {
    /** Target values for the model function at optimum. */
    private double[] target;
    /** Weight matrix. */
    private RealMatrix weightMatrix;
    /** Model function. */
    private MultivariateVectorFunction model;

    /**
     * @param checker Convergence checker.
     */
    protected MultivariateVectorOptimizer(ConvergenceChecker checker) {
        super(checker);
    }

    /**
     * Computes the objective function value.
     * This method must be called by subclasses to enforce the
     * evaluation counter limit.
     *
     * @param params Point at which the objective function must be evaluated.
     * @return the objective function value at the specified point.
     * @throws TooManyEvaluationsException if the maximal number of evaluations
     * (of the model vector function) is exceeded.
     */
    protected double[] computeObjectiveValue(double[] params) {
        super.incrementEvaluationCount();
        return model.value(params);
    }

    /**
     * {@inheritDoc}
     *
     * @param optData Optimization data. In addition to those documented in
     * {@link BaseMultivariateOptimizer#parseOptimizationData(OptimizationData[])
     * BaseMultivariateOptimizer}, this method will register the following data:
     * 
    *
  • {@link Target}
  • *
  • {@link Weight}
  • *
  • {@link ModelFunction}
  • *
* @return {@inheritDoc} * @throws TooManyEvaluationsException if the maximal number of * evaluations is exceeded. * @throws DimensionMismatchException if the initial guess, target, and weight * arguments have inconsistent dimensions. */ @Override public PointVectorValuePair optimize(OptimizationData... optData) throws TooManyEvaluationsException, DimensionMismatchException { // Set up base class and perform computation. return super.optimize(optData); } /** * Gets the weight matrix of the observations. * * @return the weight matrix. */ public RealMatrix getWeight() { return weightMatrix.copy(); } /** * Gets the observed values to be matched by the objective vector * function. * * @return the target values. */ public double[] getTarget() { return target.clone(); } /** * Gets the number of observed values. * * @return the length of the target vector. */ public int getTargetSize() { return target.length; } /** * Scans the list of (required and optional) optimization data that * characterize the problem. * * @param optData Optimization data. The following data will be looked for: *
    *
  • {@link Target}
  • *
  • {@link Weight}
  • *
  • {@link ModelFunction}
  • *
*/ @Override protected void parseOptimizationData(OptimizationData... optData) { // Allow base class to register its own data. super.parseOptimizationData(optData); // The existing values (as set by the previous call) are reused if // not provided in the argument list. for (OptimizationData data : optData) { if (data instanceof ModelFunction) { model = ((ModelFunction) data).getModelFunction(); continue; } if (data instanceof Target) { target = ((Target) data).getTarget(); continue; } if (data instanceof Weight) { weightMatrix = ((Weight) data).getWeight(); continue; } } // Check input consistency. checkParameters(); } /** * Check parameters consistency. * * @throws DimensionMismatchException if {@link #target} and * {@link #weightMatrix} have inconsistent dimensions. */ private void checkParameters() { if (target.length != weightMatrix.getColumnDimension()) { throw new DimensionMismatchException(target.length, weightMatrix.getColumnDimension()); } } }




© 2015 - 2024 Weber Informatics LLC | Privacy Policy