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 | package org.apache.commons.math.optimization; |
| 18 | |
| 19 | import org.apache.commons.math.ConvergenceException; |
| 20 | import org.apache.commons.math.FunctionEvaluationException; |
| 21 | import org.apache.commons.math.ConvergingAlgorithm; |
| 22 | import org.apache.commons.math.analysis.UnivariateRealFunction; |
| 23 | |
| 24 | |
| 25 | /** |
| 26 | * Interface for (univariate real) optimization algorithms. |
| 27 | * |
| 28 | * @version $Revision: 1073658 $ $Date: 2011-02-23 10:45:42 +0100 (mer. 23 févr. 2011) $ |
| 29 | * @since 2.0 |
| 30 | */ |
| 31 | public interface UnivariateRealOptimizer extends ConvergingAlgorithm { |
| 32 | |
| 33 | /** Set the maximal number of functions evaluations. |
| 34 | * @param maxEvaluations maximal number of function evaluations |
| 35 | */ |
| 36 | void setMaxEvaluations(int maxEvaluations); |
| 37 | |
| 38 | /** Get the maximal number of functions evaluations. |
| 39 | * @return the maximal number of functions evaluations. |
| 40 | */ |
| 41 | int getMaxEvaluations(); |
| 42 | |
| 43 | /** Get the number of evaluations of the objective function. |
| 44 | * <p> |
| 45 | * The number of evaluations corresponds to the last call to the |
| 46 | * {@link #optimize(UnivariateRealFunction, GoalType, double, double) optimize} |
| 47 | * method. It is 0 if the method has not been called yet. |
| 48 | * </p> |
| 49 | * @return the number of evaluations of the objective function. |
| 50 | */ |
| 51 | int getEvaluations(); |
| 52 | |
| 53 | /** |
| 54 | * Find an optimum in the given interval. |
| 55 | * <p> |
| 56 | * An optimizer may require that the interval brackets a single optimum. |
| 57 | * </p> |
| 58 | * @param f the function to optimize. |
| 59 | * @param goalType type of optimization goal: either {@link GoalType#MAXIMIZE} |
| 60 | * or {@link GoalType#MINIMIZE}. |
| 61 | * @param min the lower bound for the interval. |
| 62 | * @param max the upper bound for the interval. |
| 63 | * @return a value where the function is optimum. |
| 64 | * @throws ConvergenceException if the maximum iteration count is exceeded |
| 65 | * or the optimizer detects convergence problems otherwise. |
| 66 | * @throws FunctionEvaluationException if an error occurs evaluating the function. |
| 67 | * @throws IllegalArgumentException if min > max or the endpoints do not |
| 68 | * satisfy the requirements specified by the optimizer. |
| 69 | */ |
| 70 | double optimize(UnivariateRealFunction f, GoalType goalType, |
| 71 | double min, double max) |
| 72 | throws ConvergenceException, FunctionEvaluationException; |
| 73 | |
| 74 | /** |
| 75 | * Find an optimum in the given interval, start at startValue. |
| 76 | * <p> |
| 77 | * An optimizer may require that the interval brackets a single optimum. |
| 78 | * </p> |
| 79 | * @param f the function to optimize. |
| 80 | * @param goalType type of optimization goal: either {@link GoalType#MAXIMIZE} |
| 81 | * or {@link GoalType#MINIMIZE}. |
| 82 | * @param min the lower bound for the interval. |
| 83 | * @param max the upper bound for the interval. |
| 84 | * @param startValue the start value to use. |
| 85 | * @return a value where the function is optimum. |
| 86 | * @throws ConvergenceException if the maximum iteration count is exceeded |
| 87 | * or the optimizer detects convergence problems otherwise. |
| 88 | * @throws FunctionEvaluationException if an error occurs evaluating the function. |
| 89 | * @throws IllegalArgumentException if min > max or the arguments do not |
| 90 | * satisfy the requirements specified by the optimizer. |
| 91 | * @throws IllegalStateException if there are no data. |
| 92 | */ |
| 93 | double optimize(UnivariateRealFunction f, GoalType goalType, |
| 94 | double min, double max, double startValue) |
| 95 | throws ConvergenceException, FunctionEvaluationException; |
| 96 | |
| 97 | /** |
| 98 | * Get the result of the last run of the optimizer. |
| 99 | * |
| 100 | * @return the optimum. |
| 101 | * @throws IllegalStateException if there is no result available, either |
| 102 | * because no result was yet computed or the last attempt failed. |
| 103 | */ |
| 104 | double getResult(); |
| 105 | |
| 106 | /** |
| 107 | * Get the result of the last run of the optimizer. |
| 108 | * |
| 109 | * @return the value of the function at the optimum. |
| 110 | * @throws FunctionEvaluationException if an error occurs evaluating the function. |
| 111 | * @throws IllegalStateException if there is no result available, either |
| 112 | * because no result was yet computed or the last attempt failed. |
| 113 | */ |
| 114 | double getFunctionValue() throws FunctionEvaluationException; |
| 115 | |
| 116 | } |