| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| |
| package org.apache.commons.math.optimization; |
| |
| import org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction; |
| import org.apache.commons.math.FunctionEvaluationException; |
| |
| /** |
| * This interface represents an optimization algorithm for {@link DifferentiableMultivariateVectorialFunction |
| * vectorial differentiable objective functions}. |
| * <p>Optimization algorithms find the input point set that either {@link GoalType |
| * maximize or minimize} an objective function.</p> |
| * @see MultivariateRealOptimizer |
| * @see DifferentiableMultivariateRealOptimizer |
| * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $ |
| * @since 2.0 |
| */ |
| public interface DifferentiableMultivariateVectorialOptimizer { |
| |
| /** Set the maximal number of iterations of the algorithm. |
| * @param maxIterations maximal number of function calls |
| * . |
| */ |
| void setMaxIterations(int maxIterations); |
| |
| /** Get the maximal number of iterations of the algorithm. |
| * @return maximal number of iterations |
| */ |
| int getMaxIterations(); |
| |
| /** Get the number of iterations realized by the algorithm. |
| * @return number of iterations |
| */ |
| int getIterations(); |
| |
| /** Set the maximal number of functions evaluations. |
| * @param maxEvaluations maximal number of function evaluations |
| */ |
| void setMaxEvaluations(int maxEvaluations); |
| |
| /** Get the maximal number of functions evaluations. |
| * @return maximal number of functions evaluations |
| */ |
| int getMaxEvaluations(); |
| |
| /** Get the number of evaluations of the objective function. |
| * <p> |
| * The number of evaluation correspond to the last call to the |
| * {@link #optimize(DifferentiableMultivariateVectorialFunction, |
| * double[], double[], double[]) optimize} method. It is 0 if |
| * the method has not been called yet. |
| * </p> |
| * @return number of evaluations of the objective function |
| */ |
| int getEvaluations(); |
| |
| /** Get the number of evaluations of the objective function jacobian . |
| * <p> |
| * The number of evaluation correspond to the last call to the |
| * {@link #optimize(DifferentiableMultivariateVectorialFunction, |
| * double[], double[], double[]) optimize} method. It is 0 if |
| * the method has not been called yet. |
| * </p> |
| * @return number of evaluations of the objective function jacobian |
| */ |
| int getJacobianEvaluations(); |
| |
| /** Set the convergence checker. |
| * @param checker object to use to check for convergence |
| */ |
| void setConvergenceChecker(VectorialConvergenceChecker checker); |
| |
| /** Get the convergence checker. |
| * @return object used to check for convergence |
| */ |
| VectorialConvergenceChecker getConvergenceChecker(); |
| |
| /** Optimizes an objective function. |
| * <p> |
| * Optimization is considered to be a weighted least-squares minimization. |
| * The cost function to be minimized is |
| * ∑weight<sub>i</sub>(objective<sub>i</sub>-target<sub>i</sub>)<sup>2</sup> |
| * </p> |
| * @param f objective function |
| * @param target target value for the objective functions at optimum |
| * @param weights weight for the least squares cost computation |
| * @param startPoint the start point for optimization |
| * @return the point/value pair giving the optimal value for objective function |
| * @exception FunctionEvaluationException if the objective function throws one during |
| * the search |
| * @exception OptimizationException if the algorithm failed to converge |
| * @exception IllegalArgumentException if the start point dimension is wrong |
| */ |
| VectorialPointValuePair optimize(DifferentiableMultivariateVectorialFunction f, |
| double[] target, double[] weights, |
| double[] startPoint) |
| throws FunctionEvaluationException, OptimizationException, IllegalArgumentException; |
| |
| } |