Raymond | dee0849 | 2015-04-02 10:43:13 -0700 | [diff] [blame] | 1 | /* |
| 2 | * Licensed to the Apache Software Foundation (ASF) under one or more |
| 3 | * contributor license agreements. See the NOTICE file distributed with |
| 4 | * this work for additional information regarding copyright ownership. |
| 5 | * The ASF licenses this file to You under the Apache License, Version 2.0 |
| 6 | * (the "License"); you may not use this file except in compliance with |
| 7 | * the License. You may obtain a copy of the License at |
| 8 | * |
| 9 | * http://www.apache.org/licenses/LICENSE-2.0 |
| 10 | * |
| 11 | * Unless required by applicable law or agreed to in writing, software |
| 12 | * distributed under the License is distributed on an "AS IS" BASIS, |
| 13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 14 | * See the License for the specific language governing permissions and |
| 15 | * limitations under the License. |
| 16 | */ |
| 17 | |
| 18 | package org.apache.commons.math.optimization; |
| 19 | |
| 20 | import org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction; |
| 21 | import org.apache.commons.math.FunctionEvaluationException; |
| 22 | |
| 23 | /** |
| 24 | * This interface represents an optimization algorithm for {@link DifferentiableMultivariateVectorialFunction |
| 25 | * vectorial differentiable objective functions}. |
| 26 | * <p>Optimization algorithms find the input point set that either {@link GoalType |
| 27 | * maximize or minimize} an objective function.</p> |
| 28 | * @see MultivariateRealOptimizer |
| 29 | * @see DifferentiableMultivariateRealOptimizer |
| 30 | * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $ |
| 31 | * @since 2.0 |
| 32 | */ |
| 33 | public interface DifferentiableMultivariateVectorialOptimizer { |
| 34 | |
| 35 | /** Set the maximal number of iterations of the algorithm. |
| 36 | * @param maxIterations maximal number of function calls |
| 37 | * . |
| 38 | */ |
| 39 | void setMaxIterations(int maxIterations); |
| 40 | |
| 41 | /** Get the maximal number of iterations of the algorithm. |
| 42 | * @return maximal number of iterations |
| 43 | */ |
| 44 | int getMaxIterations(); |
| 45 | |
| 46 | /** Get the number of iterations realized by the algorithm. |
| 47 | * @return number of iterations |
| 48 | */ |
| 49 | int getIterations(); |
| 50 | |
| 51 | /** Set the maximal number of functions evaluations. |
| 52 | * @param maxEvaluations maximal number of function evaluations |
| 53 | */ |
| 54 | void setMaxEvaluations(int maxEvaluations); |
| 55 | |
| 56 | /** Get the maximal number of functions evaluations. |
| 57 | * @return maximal number of functions evaluations |
| 58 | */ |
| 59 | int getMaxEvaluations(); |
| 60 | |
| 61 | /** Get the number of evaluations of the objective function. |
| 62 | * <p> |
| 63 | * The number of evaluation correspond to the last call to the |
| 64 | * {@link #optimize(DifferentiableMultivariateVectorialFunction, |
| 65 | * double[], double[], double[]) optimize} method. It is 0 if |
| 66 | * the method has not been called yet. |
| 67 | * </p> |
| 68 | * @return number of evaluations of the objective function |
| 69 | */ |
| 70 | int getEvaluations(); |
| 71 | |
| 72 | /** Get the number of evaluations of the objective function jacobian . |
| 73 | * <p> |
| 74 | * The number of evaluation correspond to the last call to the |
| 75 | * {@link #optimize(DifferentiableMultivariateVectorialFunction, |
| 76 | * double[], double[], double[]) optimize} method. It is 0 if |
| 77 | * the method has not been called yet. |
| 78 | * </p> |
| 79 | * @return number of evaluations of the objective function jacobian |
| 80 | */ |
| 81 | int getJacobianEvaluations(); |
| 82 | |
| 83 | /** Set the convergence checker. |
| 84 | * @param checker object to use to check for convergence |
| 85 | */ |
| 86 | void setConvergenceChecker(VectorialConvergenceChecker checker); |
| 87 | |
| 88 | /** Get the convergence checker. |
| 89 | * @return object used to check for convergence |
| 90 | */ |
| 91 | VectorialConvergenceChecker getConvergenceChecker(); |
| 92 | |
| 93 | /** Optimizes an objective function. |
| 94 | * <p> |
| 95 | * Optimization is considered to be a weighted least-squares minimization. |
| 96 | * The cost function to be minimized is |
| 97 | * ∑weight<sub>i</sub>(objective<sub>i</sub>-target<sub>i</sub>)<sup>2</sup> |
| 98 | * </p> |
| 99 | * @param f objective function |
| 100 | * @param target target value for the objective functions at optimum |
| 101 | * @param weights weight for the least squares cost computation |
| 102 | * @param startPoint the start point for optimization |
| 103 | * @return the point/value pair giving the optimal value for objective function |
| 104 | * @exception FunctionEvaluationException if the objective function throws one during |
| 105 | * the search |
| 106 | * @exception OptimizationException if the algorithm failed to converge |
| 107 | * @exception IllegalArgumentException if the start point dimension is wrong |
| 108 | */ |
| 109 | VectorialPointValuePair optimize(DifferentiableMultivariateVectorialFunction f, |
| 110 | double[] target, double[] weights, |
| 111 | double[] startPoint) |
| 112 | throws FunctionEvaluationException, OptimizationException, IllegalArgumentException; |
| 113 | |
| 114 | } |