Interface MultivariateRealOptimizer

All Known Implementing Classes:
DirectSearchOptimizer, MultiDirectional, MultiStartMultivariateRealOptimizer, NelderMead

public interface MultivariateRealOptimizer
This interface represents an optimization algorithm for scalar objective functions.

Optimization algorithms find the input point set that either maximize or minimize an objective function.

Since:
2.0
Version:
$Revision: 1065481 $ $Date: 2011-01-31 06:31:41 +0100 (lun. 31 janv. 2011) $
See Also:
  • Method Details

    • setMaxIterations

      void setMaxIterations(int maxIterations)
      Set the maximal number of iterations of the algorithm.
      Parameters:
      maxIterations - maximal number of algorithm iterations
    • getMaxIterations

      int getMaxIterations()
      Get the maximal number of iterations of the algorithm.
      Returns:
      maximal number of iterations
    • setMaxEvaluations

      void setMaxEvaluations(int maxEvaluations)
      Set the maximal number of functions evaluations.
      Parameters:
      maxEvaluations - maximal number of function evaluations
    • getMaxEvaluations

      int getMaxEvaluations()
      Get the maximal number of functions evaluations.
      Returns:
      maximal number of functions evaluations
    • getIterations

      int getIterations()
      Get the number of iterations realized by the algorithm.

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

      Returns:
      number of iterations
    • getEvaluations

      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.

      Returns:
      number of evaluations of the objective function
    • setConvergenceChecker

      void setConvergenceChecker(RealConvergenceChecker checker)
      Set the convergence checker.
      Parameters:
      checker - object to use to check for convergence
    • getConvergenceChecker

      RealConvergenceChecker getConvergenceChecker()
      Get the convergence checker.
      Returns:
      object used to check for convergence
    • optimize

      Optimizes an objective function.
      Parameters:
      f - objective function
      goalType - type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE
      startPoint - the start point for optimization
      Returns:
      the point/value pair giving the optimal value for objective function
      Throws:
      FunctionEvaluationException - if the objective function throws one during the search
      OptimizationException - if the algorithm failed to converge
      IllegalArgumentException - if the start point dimension is wrong