Package org.apache.commons.math.optimization.univariate

Class AbstractUnivariateRealOptimizer

java.lang.Object

org.apache.commons.math.ConvergingAlgorithmImpl

org.apache.commons.math.optimization.univariate.AbstractUnivariateRealOptimizer

All Implemented Interfaces:

ConvergingAlgorithm, UnivariateRealOptimizer

Direct Known Subclasses:

BrentOptimizer

public abstract class AbstractUnivariateRealOptimizer
extends ConvergingAlgorithmImpl
implements UnivariateRealOptimizer

Provide a default implementation for several functions useful to generic optimizers.

Since:

2.0

Method Summary

Modifier and Type	Method	Description
int	getEvaluations()	Get the number of evaluations of the objective function.
double	getFunctionValue()	Get the result of the last run of the optimizer.
GoalType	getGoalType()
double	getMax()
int	getMaxEvaluations()	Get the maximal number of functions evaluations.
double	getMin()
double	getResult()	Get the result of the last run of the optimizer.
double	getStartValue()
double	optimize(UnivariateRealFunction f, GoalType goal, double min, double max)	Find an optimum in the given interval.
double	optimize(UnivariateRealFunction f, GoalType goal, double min, double max, double startValue)	Find an optimum in the given interval, start at startValue.
void	setMaxEvaluations(int maxEvaluations)	Set the maximal number of functions evaluations.

Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl

getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm

getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy

Method Details

getResult

public double getResult()

Get the result of the last run of the optimizer.

Specified by:

getResult in interface UnivariateRealOptimizer

Returns:

the optimum.

getFunctionValue

public double getFunctionValue()
                        throws FunctionEvaluationException

Get the result of the last run of the optimizer.

Specified by:

getFunctionValue in interface UnivariateRealOptimizer

Returns:

the value of the function at the optimum.

Throws:

FunctionEvaluationException - if an error occurs evaluating the function.

setMaxEvaluations

public void setMaxEvaluations(int maxEvaluations)

Set the maximal number of functions evaluations.

Specified by:

setMaxEvaluations in interface UnivariateRealOptimizer

Parameters:

maxEvaluations - maximal number of function evaluations

getMaxEvaluations

public int getMaxEvaluations()

Get the maximal number of functions evaluations.

Specified by:

getMaxEvaluations in interface UnivariateRealOptimizer

Returns:

the maximal number of functions evaluations.

getEvaluations

public int getEvaluations()

Get the number of evaluations of the objective function.

The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.

Specified by:

getEvaluations in interface UnivariateRealOptimizer

Returns:

the number of evaluations of the objective function.

getGoalType

public GoalType getGoalType()

Returns:

the optimization type.

getMin

public double getMin()

Returns:

the lower of the search interval.

getMax

public double getMax()

Returns:

the higher of the search interval.

getStartValue

public double getStartValue()

Returns:

the initial guess.

optimize

public double optimize(UnivariateRealFunction f,
 GoalType goal,
 double min,
 double max,
 double startValue)
                throws MaxIterationsExceededException,
FunctionEvaluationException

Find an optimum in the given interval, start at startValue.

An optimizer may require that the interval brackets a single optimum.

Specified by:

optimize in interface UnivariateRealOptimizer

Parameters:

f - the function to optimize.

goal - type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.

min - the lower bound for the interval.

max - the upper bound for the interval.

startValue - the start value to use.

Returns:

a value where the function is optimum.

Throws:

FunctionEvaluationException - if an error occurs evaluating the function.

MaxIterationsExceededException

optimize

public double optimize(UnivariateRealFunction f,
 GoalType goal,
 double min,
 double max)
                throws MaxIterationsExceededException,
FunctionEvaluationException

Find an optimum in the given interval.

An optimizer may require that the interval brackets a single optimum.

Specified by:

optimize in interface UnivariateRealOptimizer

Parameters:

f - the function to optimize.

goal - type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.

min - the lower bound for the interval.

max - the upper bound for the interval.

Returns:

a value where the function is optimum.

Throws:

FunctionEvaluationException - if an error occurs evaluating the function.

MaxIterationsExceededException