Class NonLinearConjugateGradientOptimizer
java.lang.Object
org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>
org.apache.commons.math3.optimization.general.AbstractScalarDifferentiableOptimizer
org.apache.commons.math3.optimization.general.NonLinearConjugateGradientOptimizer
- 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 ClassesModifier and TypeClassDescriptionstatic classDeprecated.Default identity preconditioner. -
Field Summary
Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer
evaluations -
Constructor Summary
ConstructorsConstructorDescriptionNonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula) Deprecated.NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker) Deprecated.Constructor with defaultline search solverandpreconditioner.NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver) Deprecated.Constructor with defaultpreconditioner.NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver, Preconditioner preconditioner) Deprecated. -
Method Summary
Modifier and TypeMethodDescriptionprotected PointValuePairDeprecated.Perform the bulk of the optimization algorithm.voidsetInitialStep(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, optimizeInternalMethods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer
computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getLowerBound, getMaxEvaluations, getStartPoint, getUpperBound, optimize, optimize, optimizeInternalMethods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitMethods inherited from interface org.apache.commons.math3.optimization.BaseMultivariateOptimizer
optimizeMethods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer
getConvergenceChecker, getEvaluations, getMaxEvaluations
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Constructor Details
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NonLinearConjugateGradientOptimizer
Deprecated.- Parameters:
updateFormula- formula to use for updating the β parameter, must be one ofConjugateGradientFormula.FLETCHER_REEVESorConjugateGradientFormula.POLAK_RIBIERE.
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NonLinearConjugateGradientOptimizer
public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker) Deprecated.Constructor with defaultline search solverandpreconditioner.- Parameters:
updateFormula- formula to use for updating the β parameter, must be one ofConjugateGradientFormula.FLETCHER_REEVESorConjugateGradientFormula.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_REEVESorConjugateGradientFormula.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_REEVESorConjugateGradientFormula.POLAK_RIBIERE.checker- Convergence checker.lineSearchSolver- Solver to use during line search.preconditioner- Preconditioner.
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Method Details
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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
Deprecated.Perform the bulk of the optimization algorithm.- Specified by:
doOptimizein classBaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>- Returns:
- the point/value pair giving the optimal value of the objective function.
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