org.apache.commons.math3.optimization
Interface BaseMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction>
- Type Parameters:
FUNC
- Type of the objective function to be optimized.
- All Superinterfaces:
- BaseOptimizer<PointVectorValuePair>
- All Known Subinterfaces:
- DifferentiableMultivariateVectorOptimizer
- All Known Implementing Classes:
- AbstractLeastSquaresOptimizer, BaseAbstractMultivariateVectorOptimizer, BaseMultivariateVectorMultiStartOptimizer, DifferentiableMultivariateVectorMultiStartOptimizer, GaussNewtonOptimizer, LevenbergMarquardtOptimizer
public interface BaseMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction>
- extends BaseOptimizer<PointVectorValuePair>
This interface is mainly intended to enforce the internal coherence of
Commons-Math. Users of the API are advised to base their code on
the following interfaces:
- Since:
- 3.0
- Version:
- $Id$
optimize
PointVectorValuePair optimize(int maxEval,
FUNC f,
double[] target,
double[] weight,
double[] startPoint)
- Optimize an objective function.
Optimization is considered to be a weighted least-squares minimization.
The cost function to be minimized is
∑weighti(objectivei - targeti)2
- Parameters:
f
- Objective function.target
- Target value for the objective functions at optimum.weight
- Weights for the least squares cost computation.startPoint
- Start point for optimization.maxEval
- Maximum number of function evaluations.
- Returns:
- the point/value pair giving the optimal value for objective
function.
- Throws:
DimensionMismatchException
- if the start point dimension is wrong.
TooManyEvaluationsException
- if the maximal number of evaluations is exceeded.
NullArgumentException
- if
any argument is null
.
Copyright (c) 2003-2013 Apache Software Foundation