org.apache.commons.math3.optim.nonlinear.vector.jacobian

Class GaussNewtonOptimizer

java.lang.Object

org.apache.commons.math3.optim.BaseOptimizer<PAIR>

org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointVectorValuePair>

org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer

org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer

org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer

org.apache.commons.math3.optim.nonlinear.vector.jacobian.GaussNewtonOptimizer

Deprecated.

All classes and interfaces in this package are deprecated. The optimizers that were provided here were moved to the org.apache.commons.math3.fitting.leastsquares package (cf. MATH-1008).

@Deprecated
public class GaussNewtonOptimizer
extends AbstractLeastSquaresOptimizer

Gauss-Newton least-squares solver.
Constraints are not supported: the call to optimize will throw MathUnsupportedOperationException if bounds are passed to it.

This class solve a least-square problem by solving the normal equations of the linearized problem at each iteration. Either LU decomposition or QR decomposition can be used to solve the normal equations. LU decomposition is faster but QR decomposition is more robust for difficult problems.

Since:

2.0

Constructor Summary

Constructors

Constructor and Description
GaussNewtonOptimizer(boolean useLU, ConvergenceChecker<PointVectorValuePair> checker) Deprecated.
GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker) Deprecated. Simple constructor with default settings.

Method Summary

Modifier and Type	Method and Description
PointVectorValuePair	doOptimize() Deprecated. Performs the bulk of the optimization algorithm.

Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer

computeCovariances, computeSigma, getChiSquare, getRMS, getWeightSquareRoot, optimize

Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer

getTarget, getTargetSize, getWeight

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer

getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, optimize

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GaussNewtonOptimizer

public GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)

Deprecated.

Simple constructor with default settings. The normal equations will be solved using LU decomposition.

Parameters:

checker - Convergence checker.

GaussNewtonOptimizer

public GaussNewtonOptimizer(boolean useLU,
                            ConvergenceChecker<PointVectorValuePair> checker)

Deprecated.

Parameters:

useLU - If true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.

checker - Convergence checker.

Method Detail

doOptimize

public PointVectorValuePair doOptimize()

Deprecated.

Performs the bulk of the optimization algorithm.

Returns:

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