diff options
Diffstat (limited to 'commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/package-summary.html')
| -rw-r--r-- | commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/package-summary.html | 316 |
1 files changed, 316 insertions, 0 deletions
diff --git a/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/package-summary.html b/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/package-summary.html new file mode 100644 index 0000000..6febf5b --- /dev/null +++ b/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/package-summary.html @@ -0,0 +1,316 @@ +<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> +<!-- NewPage --> +<html lang="en"> +<head> +<meta http-equiv="Content-Type" content="text/html; charset=UTF-8"> +<title>org.apache.commons.math3.optim (Apache Commons Math 3.6.1 API)</title> +<link rel="stylesheet" type="text/css" href="../../../../../stylesheet.css" title="Style"> +</head> +<body> +<script type="text/javascript"><!-- + if (location.href.indexOf('is-external=true') == -1) { + parent.document.title="org.apache.commons.math3.optim (Apache Commons Math 3.6.1 API)"; + } +//--> +</script> +<noscript> +<div>JavaScript is disabled on your browser.</div> +</noscript> +<!-- ========= START OF TOP NAVBAR ======= --> +<div class="topNav"><a name="navbar_top"> +<!-- --> +</a><a href="#skip-navbar_top" title="Skip navigation links"></a><a name="navbar_top_firstrow"> +<!-- --> +</a> +<ul class="navList" title="Navigation"> +<li><a href="../../../../../overview-summary.html">Overview</a></li> +<li class="navBarCell1Rev">Package</li> +<li>Class</li> +<li><a href="package-use.html">Use</a></li> +<li><a href="package-tree.html">Tree</a></li> +<li><a href="../../../../../deprecated-list.html">Deprecated</a></li> +<li><a href="../../../../../index-all.html">Index</a></li> +<li><a href="../../../../../help-doc.html">Help</a></li> +</ul> +<div class="aboutLanguage"><em><script type="text/javascript" src="http://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script></em></div> +</div> +<div class="subNav"> +<ul class="navList"> +<li><a href="../../../../../org/apache/commons/math3/ode/sampling/package-summary.html">Prev Package</a></li> +<li><a href="../../../../../org/apache/commons/math3/optim/linear/package-summary.html">Next Package</a></li> +</ul> +<ul class="navList"> +<li><a href="../../../../../index.html?org/apache/commons/math3/optim/package-summary.html" target="_top">Frames</a></li> +<li><a href="package-summary.html" target="_top">No Frames</a></li> +</ul> +<ul class="navList" id="allclasses_navbar_top"> +<li><a href="../../../../../allclasses-noframe.html">All Classes</a></li> +</ul> +<div> +<script type="text/javascript"><!-- + allClassesLink = document.getElementById("allclasses_navbar_top"); + if(window==top) { + allClassesLink.style.display = "block"; + } + else { + allClassesLink.style.display = "none"; + } + //--> +</script> +</div> +<a name="skip-navbar_top"> +<!-- --> +</a></div> +<!-- ========= END OF TOP NAVBAR ========= --> +<div class="header"> +<h1 title="Package" class="title">Package org.apache.commons.math3.optim</h1> +<div class="docSummary"> +<div class="block"> + Generally, optimizers are algorithms that will either + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/GoalType.html#MINIMIZE"><code>minimize</code></a> or + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/GoalType.html#MAXIMIZE"><code>maximize</code></a> + a scalar function, called the + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/ObjectiveFunction.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><code><em>objective + function</em></code></a>.</div> +</div> +<p>See: <a href="#package_description">Description</a></p> +</div> +<div class="contentContainer"> +<ul class="blockList"> +<li class="blockList"> +<table class="packageSummary" border="0" cellpadding="3" cellspacing="0" summary="Interface Summary table, listing interfaces, and an explanation"> +<caption><span>Interface Summary</span><span class="tabEnd"> </span></caption> +<tr> +<th class="colFirst" scope="col">Interface</th> +<th class="colLast" scope="col">Description</th> +</tr> +<tbody> +<tr class="altColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim">ConvergenceChecker</a><PAIR></td> +<td class="colLast"> +<div class="block">This interface specifies how to check if an optimization algorithm has + converged.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/OptimizationData.html" title="interface in org.apache.commons.math3.optim">OptimizationData</a></td> +<td class="colLast"> +<div class="block">Marker interface.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/OptimizationProblem.html" title="interface in org.apache.commons.math3.optim">OptimizationProblem</a><PAIR></td> +<td class="colLast"> +<div class="block">Common settings for all optimization problems.</div> +</td> +</tr> +</tbody> +</table> +</li> +<li class="blockList"> +<table class="packageSummary" border="0" cellpadding="3" cellspacing="0" summary="Class Summary table, listing classes, and an explanation"> +<caption><span>Class Summary</span><span class="tabEnd"> </span></caption> +<tr> +<th class="colFirst" scope="col">Class</th> +<th class="colLast" scope="col">Description</th> +</tr> +<tbody> +<tr class="altColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/AbstractConvergenceChecker.html" title="class in org.apache.commons.math3.optim">AbstractConvergenceChecker</a><PAIR></td> +<td class="colLast"> +<div class="block">Base class for all convergence checker implementations.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/AbstractOptimizationProblem.html" title="class in org.apache.commons.math3.optim">AbstractOptimizationProblem</a><PAIR></td> +<td class="colLast"> +<div class="block">Base class for implementing optimization problems.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/BaseMultiStartMultivariateOptimizer.html" title="class in org.apache.commons.math3.optim">BaseMultiStartMultivariateOptimizer</a><PAIR></td> +<td class="colLast"> +<div class="block">Base class multi-start optimizer for a multivariate function.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/BaseMultivariateOptimizer.html" title="class in org.apache.commons.math3.optim">BaseMultivariateOptimizer</a><PAIR></td> +<td class="colLast"> +<div class="block">Base class for implementing optimizers for multivariate functions.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/BaseOptimizer.html" title="class in org.apache.commons.math3.optim">BaseOptimizer</a><PAIR></td> +<td class="colLast"> +<div class="block">Base class for implementing optimizers.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/InitialGuess.html" title="class in org.apache.commons.math3.optim">InitialGuess</a></td> +<td class="colLast"> +<div class="block">Starting point (first guess) of the optimization procedure.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/MaxEval.html" title="class in org.apache.commons.math3.optim">MaxEval</a></td> +<td class="colLast"> +<div class="block">Maximum number of evaluations of the function to be optimized.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/MaxIter.html" title="class in org.apache.commons.math3.optim">MaxIter</a></td> +<td class="colLast"> +<div class="block">Maximum number of iterations performed by an (iterative) algorithm.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/PointValuePair.html" title="class in org.apache.commons.math3.optim">PointValuePair</a></td> +<td class="colLast"> +<div class="block">This class holds a point and the value of an objective function at + that point.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/PointVectorValuePair.html" title="class in org.apache.commons.math3.optim">PointVectorValuePair</a></td> +<td class="colLast"> +<div class="block">This class holds a point and the vectorial value of an objective function at + that point.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/SimpleBounds.html" title="class in org.apache.commons.math3.optim">SimpleBounds</a></td> +<td class="colLast"> +<div class="block">Simple optimization constraints: lower and upper bounds.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/SimplePointChecker.html" title="class in org.apache.commons.math3.optim">SimplePointChecker</a><PAIR extends <a href="../../../../../org/apache/commons/math3/util/Pair.html" title="class in org.apache.commons.math3.util">Pair</a><double[],? extends <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a>>></td> +<td class="colLast"> +<div class="block">Simple implementation of the <a href="../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim"><code>ConvergenceChecker</code></a> interface using + only point coordinates.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/SimpleValueChecker.html" title="class in org.apache.commons.math3.optim">SimpleValueChecker</a></td> +<td class="colLast"> +<div class="block">Simple implementation of the <a href="../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim"><code>ConvergenceChecker</code></a> interface using + only objective function values.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/SimpleVectorValueChecker.html" title="class in org.apache.commons.math3.optim">SimpleVectorValueChecker</a></td> +<td class="colLast"> +<div class="block">Simple implementation of the <a href="../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim"><code>ConvergenceChecker</code></a> interface using + only objective function values.</div> +</td> +</tr> +</tbody> +</table> +</li> +</ul> +<a name="package_description"> +<!-- --> +</a> +<h2 title="Package org.apache.commons.math3.optim Description">Package org.apache.commons.math3.optim Description</h2> +<div class="block"><p> + Generally, optimizers are algorithms that will either + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/GoalType.html#MINIMIZE"><code>minimize</code></a> or + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/GoalType.html#MAXIMIZE"><code>maximize</code></a> + a scalar function, called the + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/ObjectiveFunction.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><code><em>objective + function</em></code></a>. + <br/> + For some scalar objective functions the gradient can be computed (analytically + or numerically). Algorithms that use this knowledge are defined in the + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/gradient/package-summary.html"><code>org.apache.commons.math3.optim.nonlinear.scalar.gradient</code></a> package. + The algorithms that do not need this additional information are located in + the <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/noderiv/package-summary.html"><code>org.apache.commons.math3.optim.nonlinear.scalar.noderiv</code></a> package. + </p> + + <p> + Some problems are solved more efficiently by algorithms that, instead of an + objective function, need access to a + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/ModelFunction.html" title="class in org.apache.commons.math3.optim.nonlinear.vector"><code><em>model function</em></code></a>: such a model predicts a set of values which the + algorithm tries to match with a set of given + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/Target.html" title="class in org.apache.commons.math3.optim.nonlinear.vector"><code>target values</code></a>. + Those algorithms are located in the + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/package-summary.html"><code>org.apache.commons.math3.optim.nonlinear.vector</code></a> package. + <br/> + Algorithms that also require the + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/ModelFunctionJacobian.html" title="class in org.apache.commons.math3.optim.nonlinear.vector"><code>Jacobian matrix of the model</code></a> are located in the + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/package-summary.html"><code>org.apache.commons.math3.optim.nonlinear.vector.jacobian</code></a> package. + <br/> + The <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/AbstractLeastSquaresOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.vector.jacobian"><code>non-linear least-squares optimizers</code></a> are a specialization of the the latter, + that minimize the distance (called <em>cost</em> or <em>χ<sup>2</sup></em>) + between model and observations. + <br/> + For cases where the Jacobian cannot be provided, a utility class will + <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><code>convert</code></a> a (vector) model into a (scalar) objective function. + </p> + + <p> + This package provides common functionality for the optimization algorithms. + Abstract classes (<a href="../../../../../org/apache/commons/math3/optim/BaseOptimizer.html" title="class in org.apache.commons.math3.optim"><code>BaseOptimizer</code></a> and + <a href="../../../../../org/apache/commons/math3/optim/BaseMultivariateOptimizer.html" title="class in org.apache.commons.math3.optim"><code>BaseMultivariateOptimizer</code></a>) contain + boiler-plate code for storing <a href="../../../../../org/apache/commons/math3/optim/MaxEval.html" title="class in org.apache.commons.math3.optim"><code>evaluations</code></a> and <a href="../../../../../org/apache/commons/math3/optim/MaxIter.html" title="class in org.apache.commons.math3.optim"><code>iterations</code></a> + counters and a user-defined + <a href="../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim"><code>convergence checker</code></a>. + </p> + + <p> + For each of the optimizer types, there is a special implementation that + wraps an optimizer instance and provides a "multi-start" feature: it calls + the underlying optimizer several times with different starting points and + returns the best optimum found, or all optima if so desired. + This could be useful to avoid being trapped in a local extremum. + </p></div> +</div> +<!-- ======= START OF BOTTOM NAVBAR ====== --> +<div class="bottomNav"><a name="navbar_bottom"> +<!-- --> +</a><a href="#skip-navbar_bottom" title="Skip navigation links"></a><a name="navbar_bottom_firstrow"> +<!-- --> +</a> +<ul class="navList" title="Navigation"> +<li><a href="../../../../../overview-summary.html">Overview</a></li> +<li class="navBarCell1Rev">Package</li> +<li>Class</li> +<li><a href="package-use.html">Use</a></li> +<li><a href="package-tree.html">Tree</a></li> +<li><a href="../../../../../deprecated-list.html">Deprecated</a></li> +<li><a href="../../../../../index-all.html">Index</a></li> +<li><a href="../../../../../help-doc.html">Help</a></li> +</ul> +<div class="aboutLanguage"><em><script type="text/javascript" src="http://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script></em></div> +</div> +<div class="subNav"> +<ul class="navList"> +<li><a href="../../../../../org/apache/commons/math3/ode/sampling/package-summary.html">Prev Package</a></li> +<li><a href="../../../../../org/apache/commons/math3/optim/linear/package-summary.html">Next Package</a></li> +</ul> +<ul class="navList"> +<li><a href="../../../../../index.html?org/apache/commons/math3/optim/package-summary.html" target="_top">Frames</a></li> +<li><a href="package-summary.html" target="_top">No Frames</a></li> +</ul> +<ul class="navList" id="allclasses_navbar_bottom"> +<li><a href="../../../../../allclasses-noframe.html">All Classes</a></li> +</ul> +<div> +<script type="text/javascript"><!-- + allClassesLink = document.getElementById("allclasses_navbar_bottom"); + if(window==top) { + allClassesLink.style.display = "block"; + } + else { + allClassesLink.style.display = "none"; + } + //--> +</script> +</div> +<a name="skip-navbar_bottom"> +<!-- --> +</a></div> +<!-- ======== END OF BOTTOM NAVBAR ======= --> +<p class="legalCopy"><small>Copyright © 2003–2016 <a href="http://www.apache.org/">The Apache Software Foundation</a>. All rights reserved.</small></p> +</body> +</html> |