org.apache.commons.math3.optimization.general

Class GaussNewtonOptimizer

java.lang.Object

org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>

org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer

org.apache.commons.math3.optimization.general.GaussNewtonOptimizer

All Implemented Interfaces:

BaseMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>, BaseOptimizer<PointVectorValuePair>, DifferentiableMultivariateVectorOptimizer

Deprecated.

As of 3.1 (to be removed in 4.0).

@Deprecated
public class GaussNewtonOptimizer
extends AbstractLeastSquaresOptimizer

Gauss-Newton least-squares solver.

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() Deprecated. See SimpleVectorValueChecker.SimpleVectorValueChecker()
GaussNewtonOptimizer(boolean useLU) Deprecated. See SimpleVectorValueChecker.SimpleVectorValueChecker()
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. Perform the bulk of the optimization algorithm.

Methods inherited from class org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer

computeCovariances, computeSigma, getChiSquare, getCovariances, getCovariances, getJacobianEvaluations, getRMS, getWeightSquareRoot, guessParametersErrors, optimize, optimize

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

getConvergenceChecker, getEvaluations, getMaxEvaluations, getStartPoint, getTarget, getWeight

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer

getConvergenceChecker, getEvaluations, getMaxEvaluations

Constructor Detail

GaussNewtonOptimizer

@Deprecated
public GaussNewtonOptimizer()

Deprecated. See SimpleVectorValueChecker.SimpleVectorValueChecker()

Simple constructor with default settings. The normal equations will be solved using LU decomposition and the convergence check is set to a SimpleVectorValueChecker with default tolerances.

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

@Deprecated
public GaussNewtonOptimizer(boolean useLU)

Deprecated. See SimpleVectorValueChecker.SimpleVectorValueChecker()

Simple constructor with default settings. The convergence check is set to a SimpleVectorValueChecker with default tolerances.

Parameters:

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

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.

Perform the bulk of the optimization algorithm.

Returns:

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