Package org.apache.commons.math3.optimization
See: Description
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Interface Summary Interface Description BaseMultivariateOptimizer<FUNC extends MultivariateFunction> Deprecated As of 3.1 (to be removed in 4.0).BaseMultivariateSimpleBoundsOptimizer<FUNC extends MultivariateFunction> Deprecated As of 3.1 (to be removed in 4.0).BaseMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction> Deprecated As of 3.1 (to be removed in 4.0).BaseOptimizer<PAIR> Deprecated As of 3.1 (to be removed in 4.0).ConvergenceChecker<PAIR> Deprecated As of 3.1 (to be removed in 4.0).DifferentiableMultivariateOptimizer Deprecated As of 3.1 (to be removed in 4.0).DifferentiableMultivariateVectorOptimizer Deprecated As of 3.1 (to be removed in 4.0).MultivariateDifferentiableOptimizer Deprecated As of 3.1 (to be removed in 4.0).MultivariateDifferentiableVectorOptimizer Deprecated As of 3.1 (to be removed in 4.0).MultivariateOptimizer Deprecated As of 3.1 (to be removed in 4.0).OptimizationData Deprecated As of 3.1 (to be removed in 4.0). -
Class Summary Class Description AbstractConvergenceChecker<PAIR> Deprecated As of 3.1 (to be removed in 4.0).BaseMultivariateMultiStartOptimizer<FUNC extends MultivariateFunction> Deprecated As of 3.1 (to be removed in 4.0).BaseMultivariateVectorMultiStartOptimizer<FUNC extends MultivariateVectorFunction> Deprecated As of 3.1 (to be removed in 4.0).DifferentiableMultivariateMultiStartOptimizer Deprecated As of 3.1 (to be removed in 4.0).DifferentiableMultivariateVectorMultiStartOptimizer Deprecated As of 3.1 (to be removed in 4.0).InitialGuess Deprecated As of 3.1 (to be removed in 4.0).LeastSquaresConverter Deprecated As of 3.1 (to be removed in 4.0).MultivariateDifferentiableMultiStartOptimizer Deprecated As of 3.1 (to be removed in 4.0).MultivariateDifferentiableVectorMultiStartOptimizer Deprecated As of 3.1 (to be removed in 4.0).MultivariateMultiStartOptimizer Deprecated As of 3.1 (to be removed in 4.0).PointValuePair Deprecated As of 3.1 (to be removed in 4.0).PointVectorValuePair Deprecated As of 3.1 (to be removed in 4.0).SimpleBounds Deprecated As of 3.1 (to be removed in 4.0).SimplePointChecker<PAIR extends Pair<double[],? extends java.lang.Object>> Deprecated As of 3.1 (to be removed in 4.0).SimpleValueChecker Deprecated As of 3.1 (to be removed in 4.0).SimpleVectorValueChecker Deprecated As of 3.1 (to be removed in 4.0).Target Deprecated As of 3.1 (to be removed in 4.0).Weight Deprecated As of 3.1 (to be removed in 4.0). -
Enum Summary Enum Description GoalType Deprecated As of 3.1 (to be removed in 4.0).
Package org.apache.commons.math3.optimization Description
All classes and sub-packages of this package are deprecated.
Please use their replacements, to be found under
This package provides common interfaces for the optimization algorithms
provided in sub-packages. The main interfaces defines optimizers and convergence
checkers. The functions that are optimized by the algorithms provided by this
package and its sub-packages are a subset of the one defined in the analysis
package, namely the real and vector valued functions. These functions are called
objective function here. When the goal is to minimize, the functions are often called
cost function, this name is not used in this package.
Optimizers are the algorithms that will either minimize or maximize, the objective function by changing its input variables set until an optimal set is found. There are only four interfaces defining the common behavior of optimizers, one for each supported type of objective function:
UnivariateOptimizerforunivariate real functionsMultivariateOptimizerformultivariate real functionsMultivariateDifferentiableOptimizerformultivariate differentiable real functionsMultivariateDifferentiableVectorOptimizerformultivariate differentiable vectorial functions
Despite there are only four types of supported optimizers, it is possible to optimize a
transform a non-differentiable multivariate vectorial function by converting it to a non-differentiable multivariate
real function thanks to the LeastSquaresConverter helper class.
The transformed function can be optimized using any implementation of the MultivariateOptimizer interface.
For each of the four types of supported optimizers, there is a special implementation which wraps a classical optimizer in order to add it a multi-start feature. This feature call the underlying optimizer several times in sequence with different starting points and returns the best optimum found or all optima if desired. This is a classical way to prevent being trapped into a local extremum when looking for a global one.
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