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

Nested Class Summary

Nested Classes

Modifier and Type

Class

Description

static class

NonLinearConjugateGradientOptimizer.BracketingStep

Deprecated.
As of v3.3, this class is not used anymore.

static enum

NonLinearConjugateGradientOptimizer.Formula

Available choices of update formulas for the updating the parameter that is used to compute the successive conjugate search directions.

static class

NonLinearConjugateGradientOptimizer.IdentityPreconditioner

Default identity preconditioner.
Field Summary

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer
evaluations, iterations
Constructor Summary

Constructors

Constructor

Description

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

Constructor with default tolerances for the line search (1e-8) and preconditioner.

NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, double relativeTolerance, double absoluteTolerance, double initialBracketingRange)

Constructor with default preconditioner.

NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, double relativeTolerance, double absoluteTolerance, double initialBracketingRange, Preconditioner preconditioner)

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

Deprecated.
as of 3.3.

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

Deprecated.
as of 3.3.
Method Summary

Modifier and Type

Method

Description

protected PointValuePair

doOptimize()

Performs the bulk of the optimization algorithm.

PointValuePair

optimize(OptimizationData... optData)

Stores data and performs the optimization.

protected void

parseOptimizationData(OptimizationData... optData)

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

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.GradientMultivariateOptimizer
computeObjectiveGradient

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer
computeObjectiveValue, getGoalType

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer
getLowerBound, getStartPoint, getUpperBound

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer
getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- NonLinearConjugateGradientOptimizer
  
  public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker)
  
  Constructor with default tolerances for the line search (1e-8) 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
  
  @Deprecated public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver)
  
  Deprecated.
  as of 3.3. Please use NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double) instead.
  
  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, double relativeTolerance, double absoluteTolerance, double initialBracketingRange)
  
  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.
  
  relativeTolerance - Relative threshold for line search.
  
  absoluteTolerance - Absolute threshold for line search.
  
  initialBracketingRange - Extent of the initial interval used to find an interval that brackets the optimum in order to perform the line search.
  
  Since:
  
  3.3
  
  See Also:
  
  LineSearch(MultivariateOptimizer,double,double,double)
- NonLinearConjugateGradientOptimizer
  
  @Deprecated public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver, Preconditioner preconditioner)
  
  Deprecated.
  as of 3.3. Please use NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double,Preconditioner) instead.
  
  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.
- NonLinearConjugateGradientOptimizer
  
  public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, double relativeTolerance, double absoluteTolerance, double initialBracketingRange, 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.
  
  relativeTolerance - Relative threshold for line search.
  
  absoluteTolerance - Absolute threshold for line search.
  
  initialBracketingRange - Extent of the initial interval used to find an interval that brackets the optimum in order to perform the line search.
  
  preconditioner - Preconditioner.
  
  Since:
  
  3.3
  
  See Also:
  
  LineSearch(MultivariateOptimizer,double,double,double)
Method Details
- 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 MultivariateOptimizer, this method will register the following data:
  
  ObjectiveFunctionGradient
  
  Returns:
  
  a point/value pair that satisfies 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:
  
  ObjectiveFunctionGradient

Class NonLinearConjugateGradientOptimizer

Nested Class Summary

Field Summary

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer

Constructor Summary

Method Summary

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.GradientMultivariateOptimizer

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer

Methods inherited from class java.lang.Object

Constructor Details

NonLinearConjugateGradientOptimizer

NonLinearConjugateGradientOptimizer

NonLinearConjugateGradientOptimizer

NonLinearConjugateGradientOptimizer

NonLinearConjugateGradientOptimizer

Method Details

optimize

doOptimize

parseOptimizationData