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<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optimization/DifferentiableMultivariateVectorOptimizer.html" title="interface in org.apache.commons.math3.optimization">DifferentiableMultivariateVectorOptimizer</a></td>
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<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optimization/DifferentiableMultivariateVectorMultiStartOptimizer.html" title="class in org.apache.commons.math3.optimization">DifferentiableMultivariateVectorMultiStartOptimizer</a></td>
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<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optimization/SimplePointChecker.html" title="class in org.apache.commons.math3.optimization">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>
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<h2 title="Package org.apache.commons.math3.optimization Description">Package org.apache.commons.math3.optimization Description</h2>
<div class="block"><h2>All classes and sub-packages of this package are deprecated.</h2>
<h3>Please use their replacements, to be found under
<ul>
<li><a href="../../../../../org/apache/commons/math3/optim/package-summary.html"><code>org.apache.commons.math3.optim</code></a></li>
<li><a href="../../../../../org/apache/commons/math3/fitting/package-summary.html"><code>org.apache.commons.math3.fitting</code></a></li>
</ul>
</h3>
<p>
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 <code>analysis</code>
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.
</p>
<p>
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:
<ul>
<li><a href="../../../../../org/apache/commons/math3/optimization/univariate/UnivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization.univariate"><code>UnivariateOptimizer</code></a> for <a href="../../../../../org/apache/commons/math3/analysis/UnivariateFunction.html" title="interface in org.apache.commons.math3.analysis"><code>univariate real functions</code></a></li>
<li><a href="../../../../../org/apache/commons/math3/optimization/MultivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization"><code>MultivariateOptimizer</code></a> for <a href="../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis"><code>multivariate real functions</code></a></li>
<li><a href="../../../../../org/apache/commons/math3/optimization/MultivariateDifferentiableOptimizer.html" title="interface in org.apache.commons.math3.optimization"><code>MultivariateDifferentiableOptimizer</code></a> for <a href="../../../../../org/apache/commons/math3/analysis/differentiation/MultivariateDifferentiableFunction.html" title="interface in org.apache.commons.math3.analysis.differentiation"><code>multivariate differentiable real functions</code></a></li>
<li><a href="../../../../../org/apache/commons/math3/optimization/MultivariateDifferentiableVectorOptimizer.html" title="interface in org.apache.commons.math3.optimization"><code>MultivariateDifferentiableVectorOptimizer</code></a> for <a href="../../../../../org/apache/commons/math3/analysis/differentiation/MultivariateDifferentiableVectorFunction.html" title="interface in org.apache.commons.math3.analysis.differentiation"><code>multivariate differentiable vectorial functions</code></a></li>
</ul>
</p>
<p>
Despite there are only four types of supported optimizers, it is possible to optimize a
transform a <a href="../../../../../org/apache/commons/math3/analysis/MultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis"><code>non-differentiable multivariate vectorial function</code></a> by converting it to a <a href="../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis"><code>non-differentiable multivariate
real function</code></a> thanks to the <a href="../../../../../org/apache/commons/math3/optimization/LeastSquaresConverter.html" title="class in org.apache.commons.math3.optimization"><code>LeastSquaresConverter</code></a> helper class.
The transformed function can be optimized using any implementation of the <a href="../../../../../org/apache/commons/math3/optimization/MultivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization"><code>MultivariateOptimizer</code></a> interface.
</p>
<p>
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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