org.apache.commons.math3.optim.nonlinear.scalar.gradient
Class NonLinearConjugateGradientOptimizer

java.lang.Object
  org.apache.commons.math3.optim.BaseOptimizer<PAIR>
      org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointValuePair>
          org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer
              org.apache.commons.math3.optim.nonlinear.scalar.GradientMultivariateOptimizer
                  org.apache.commons.math3.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer

public class NonLinearConjugateGradientOptimizer
extends GradientMultivariateOptimizer

Non-linear conjugate gradient optimizer.
This class supports both the Fletcher-Reeves and the Polak-Ribière update formulas for the conjugate search directions. It also supports optional preconditioning.
Constraints are not supported: the call to optimize will throw MathUnsupportedOperationException if bounds are passed to it.

Since:

2.0

Version:

$Id: NonLinearConjugateGradientOptimizer.java 1462503 2013-03-29 15:48:27Z luc $

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                           ConvergenceChecker<PointValuePair> checker)

Constructor with default line search solver and preconditioner.

Parameters:

updateFormula - formula to use for updating the β parameter, must be one of NonLinearConjugateGradientOptimizer.Formula.FLETCHER_REEVES or NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE.

checker - Convergence checker.

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                           ConvergenceChecker<PointValuePair> checker,
                                           UnivariateSolver lineSearchSolver)

Constructor with default preconditioner.

Parameters:

updateFormula - formula to use for updating the β parameter, must be one of NonLinearConjugateGradientOptimizer.Formula.FLETCHER_REEVES or NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE.

checker - Convergence checker.

lineSearchSolver - Solver to use during line search.

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                           ConvergenceChecker<PointValuePair> checker,
                                           UnivariateSolver lineSearchSolver,
                                           Preconditioner preconditioner)

Parameters:

updateFormula - formula to use for updating the β parameter, must be one of NonLinearConjugateGradientOptimizer.Formula.FLETCHER_REEVES or NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE.

checker - Convergence checker.

lineSearchSolver - Solver to use during line search.

preconditioner - Preconditioner.

optimize

public PointValuePair optimize(OptimizationData... optData)
                        throws TooManyEvaluationsException

Stores data and performs the optimization.
The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.
When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).
Important note: Subclasses must override BaseOptimizer.parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

Overrides:

optimize in class GradientMultivariateOptimizer

Parameters:

optData - Optimization data. In addition to those documented in GradientMultivariateOptimizer, this method will register the following data:

• NonLinearConjugateGradientOptimizer.BracketingStep

Returns:

a point/value pair that satifies the convergence criteria.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations (of the objective function) is exceeded.

doOptimize

protected PointValuePair doOptimize()

Performs the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseOptimizer<PointValuePair>

Returns:

the point/value pair giving the optimal value of the objective function.

parseOptimizationData

protected void parseOptimizationData(OptimizationData... optData)

Scans the list of (required and optional) optimization data that characterize the problem.

Overrides:

parseOptimizationData in class GradientMultivariateOptimizer

Parameters:

optData - Optimization data. The following data will be looked for:

• NonLinearConjugateGradientOptimizer.BracketingStep