Class NonLinearConjugateGradientOptimizer
- java.lang.Object
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- org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>
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- org.apache.commons.math3.optimization.general.AbstractScalarDifferentiableOptimizer
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- org.apache.commons.math3.optimization.general.NonLinearConjugateGradientOptimizer
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- All Implemented Interfaces:
BaseMultivariateOptimizer<DifferentiableMultivariateFunction>
,BaseOptimizer<PointValuePair>
,DifferentiableMultivariateOptimizer
@Deprecated public class NonLinearConjugateGradientOptimizer extends AbstractScalarDifferentiableOptimizer
Deprecated.As of 3.1 (to be removed in 4.0).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.
- Since:
- 2.0
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
NonLinearConjugateGradientOptimizer.IdentityPreconditioner
Deprecated.Default identity preconditioner.
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Field Summary
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Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer
evaluations
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Constructor Summary
Constructors Constructor Description NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula)
Deprecated.NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker)
Deprecated.Constructor with defaultline search solver
andpreconditioner
.NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver)
Deprecated.Constructor with defaultpreconditioner
.NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver, Preconditioner preconditioner)
Deprecated.
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Method Summary
All Methods Instance Methods Concrete Methods Deprecated Methods Modifier and Type Method Description protected PointValuePair
doOptimize()
Deprecated.Perform the bulk of the optimization algorithm.void
setInitialStep(double initialStep)
Deprecated.Set the initial step used to bracket the optimum in line search.-
Methods inherited from class org.apache.commons.math3.optimization.general.AbstractScalarDifferentiableOptimizer
computeObjectiveGradient, optimize, optimizeInternal
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Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer
computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getLowerBound, getMaxEvaluations, getStartPoint, getUpperBound, optimize, optimize, optimizeInternal
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.apache.commons.math3.optimization.BaseMultivariateOptimizer
optimize
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Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer
getConvergenceChecker, getEvaluations, getMaxEvaluations
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Constructor Detail
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NonLinearConjugateGradientOptimizer
@Deprecated public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula)
Deprecated.- Parameters:
updateFormula
- formula to use for updating the β parameter, must be one ofConjugateGradientFormula.FLETCHER_REEVES
orConjugateGradientFormula.POLAK_RIBIERE
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NonLinearConjugateGradientOptimizer
public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker)
Deprecated.Constructor with defaultline search solver
andpreconditioner
.- Parameters:
updateFormula
- formula to use for updating the β parameter, must be one ofConjugateGradientFormula.FLETCHER_REEVES
orConjugateGradientFormula.POLAK_RIBIERE
.checker
- Convergence checker.
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NonLinearConjugateGradientOptimizer
public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver)
Deprecated.Constructor with defaultpreconditioner
.- Parameters:
updateFormula
- formula to use for updating the β parameter, must be one ofConjugateGradientFormula.FLETCHER_REEVES
orConjugateGradientFormula.POLAK_RIBIERE
.checker
- Convergence checker.lineSearchSolver
- Solver to use during line search.
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NonLinearConjugateGradientOptimizer
public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver, Preconditioner preconditioner)
Deprecated.- Parameters:
updateFormula
- formula to use for updating the β parameter, must be one ofConjugateGradientFormula.FLETCHER_REEVES
orConjugateGradientFormula.POLAK_RIBIERE
.checker
- Convergence checker.lineSearchSolver
- Solver to use during line search.preconditioner
- Preconditioner.
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Method Detail
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setInitialStep
public void setInitialStep(double initialStep)
Deprecated.Set the initial step used to bracket the optimum in line search.The initial step is a factor with respect to the search direction, which itself is roughly related to the gradient of the function
- Parameters:
initialStep
- initial step used to bracket the optimum in line search, if a non-positive value is used, the initial step is reset to its default value of 1.0
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doOptimize
protected PointValuePair doOptimize()
Deprecated.Perform the bulk of the optimization algorithm.- Specified by:
doOptimize
in classBaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>
- Returns:
- the point/value pair giving the optimal value of the objective function.
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