| /* |
| * 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.math3.optimization.general; |
| |
| import org.apache.commons.math3.analysis.DifferentiableMultivariateFunction; |
| import org.apache.commons.math3.analysis.MultivariateVectorFunction; |
| import org.apache.commons.math3.analysis.FunctionUtils; |
| import org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableFunction; |
| import org.apache.commons.math3.optimization.DifferentiableMultivariateOptimizer; |
| import org.apache.commons.math3.optimization.GoalType; |
| import org.apache.commons.math3.optimization.ConvergenceChecker; |
| import org.apache.commons.math3.optimization.PointValuePair; |
| import org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer; |
| |
| /** |
| * Base class for implementing optimizers for multivariate scalar |
| * differentiable functions. |
| * It contains boiler-plate code for dealing with gradient evaluation. |
| * |
| * @deprecated As of 3.1 (to be removed in 4.0). |
| * @since 2.0 |
| */ |
| @Deprecated |
| public abstract class AbstractScalarDifferentiableOptimizer |
| extends BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction> |
| implements DifferentiableMultivariateOptimizer { |
| /** |
| * Objective function gradient. |
| */ |
| private MultivariateVectorFunction gradient; |
| |
| /** |
| * Simple constructor with default settings. |
| * The convergence check is set to a |
| * {@link org.apache.commons.math3.optimization.SimpleValueChecker |
| * SimpleValueChecker}. |
| * @deprecated See {@link org.apache.commons.math3.optimization.SimpleValueChecker#SimpleValueChecker()} |
| */ |
| @Deprecated |
| protected AbstractScalarDifferentiableOptimizer() {} |
| |
| /** |
| * @param checker Convergence checker. |
| */ |
| protected AbstractScalarDifferentiableOptimizer(ConvergenceChecker<PointValuePair> checker) { |
| super(checker); |
| } |
| |
| /** |
| * Compute the gradient vector. |
| * |
| * @param evaluationPoint Point at which the gradient must be evaluated. |
| * @return the gradient at the specified point. |
| * @throws org.apache.commons.math3.exception.TooManyEvaluationsException |
| * if the allowed number of evaluations is exceeded. |
| */ |
| protected double[] computeObjectiveGradient(final double[] evaluationPoint) { |
| return gradient.value(evaluationPoint); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| protected PointValuePair optimizeInternal(int maxEval, |
| final DifferentiableMultivariateFunction f, |
| final GoalType goalType, |
| final double[] startPoint) { |
| // Store optimization problem characteristics. |
| gradient = f.gradient(); |
| |
| return super.optimizeInternal(maxEval, f, goalType, startPoint); |
| } |
| |
| /** |
| * Optimize an objective function. |
| * |
| * @param f Objective function. |
| * @param goalType Type of optimization goal: either |
| * {@link GoalType#MAXIMIZE} or {@link GoalType#MINIMIZE}. |
| * @param startPoint Start point for optimization. |
| * @param maxEval Maximum number of function evaluations. |
| * @return the point/value pair giving the optimal value for objective |
| * function. |
| * @throws org.apache.commons.math3.exception.DimensionMismatchException |
| * if the start point dimension is wrong. |
| * @throws org.apache.commons.math3.exception.TooManyEvaluationsException |
| * if the maximal number of evaluations is exceeded. |
| * @throws org.apache.commons.math3.exception.NullArgumentException if |
| * any argument is {@code null}. |
| */ |
| public PointValuePair optimize(final int maxEval, |
| final MultivariateDifferentiableFunction f, |
| final GoalType goalType, |
| final double[] startPoint) { |
| return optimizeInternal(maxEval, |
| FunctionUtils.toDifferentiableMultivariateFunction(f), |
| goalType, |
| startPoint); |
| } |
| } |