Package org.apache.commons.math3.optimization.direct

Class PowellOptimizer

java.lang.Object
org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<MultivariateFunction>
org.apache.commons.math3.optimization.direct.PowellOptimizer
All Implemented Interfaces:
BaseMultivariateOptimizer<MultivariateFunction>, BaseOptimizer<PointValuePair>, MultivariateOptimizer
@Deprecated public class PowellOptimizer extends BaseAbstractMultivariateOptimizer<MultivariateFunction> implements MultivariateOptimizer
Deprecated.
As of 3.1 (to be removed in 4.0).
Powell algorithm. This code is translated and adapted from the Python version of this algorithm (as implemented in module optimize.py v0.5 of SciPy).
The default stopping criterion is based on the differences of the function value between two successive iterations. It is however possible to define a custom convergence checker that might terminate the algorithm earlier.
The internal line search optimizer is a BrentOptimizer with a convergence checker set to SimpleUnivariateValueChecker.
Since:
2.2

  • Constructor Details

    • PowellOptimizer

      public PowellOptimizer(double rel, double abs, ConvergenceChecker<PointValuePair> checker)
      Deprecated.
      This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure.
      The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer.
      Parameters:
      rel - Relative threshold.
      abs - Absolute threshold.
      checker - Convergence checker.
      Throws:
      NotStrictlyPositiveException - if abs <= 0.
      NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

    • PowellOptimizer

      public PowellOptimizer(double rel, double abs, double lineRel, double lineAbs, ConvergenceChecker<PointValuePair> checker)
      Deprecated.
      This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure and the line search tolerances.
      Parameters:
      rel - Relative threshold for this optimizer.
      abs - Absolute threshold for this optimizer.
      lineRel - Relative threshold for the internal line search optimizer.
      lineAbs - Absolute threshold for the internal line search optimizer.
      checker - Convergence checker.
      Throws:
      NotStrictlyPositiveException - if abs <= 0.
      NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

    • PowellOptimizer

      public PowellOptimizer(double rel, double abs)
      Deprecated.
      The parameters control the default convergence checking procedure.
      The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer.
      Parameters:
      rel - Relative threshold.
      abs - Absolute threshold.
      Throws:
      NotStrictlyPositiveException - if abs <= 0.
      NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

    • PowellOptimizer

      public PowellOptimizer(double rel, double abs, double lineRel, double lineAbs)
      Deprecated.
      Builds an instance with the default convergence checking procedure.
      Parameters:
      rel - Relative threshold.
      abs - Absolute threshold.
      lineRel - Relative threshold for the internal line search optimizer.
      lineAbs - Absolute threshold for the internal line search optimizer.
      Throws:
      NotStrictlyPositiveException - if abs <= 0.
      NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).
      Since:
      3.1

  • Method Details