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.

As of 3.1 (to be removed in 4.0).

@Deprecated
public class PowellOptimizer
extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
implements MultivariateOptimizer

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

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
private class	PowellOptimizer.LineSearch Deprecated. Class for finding the minimum of the objective function along a given direction.

Field Summary

Fields

Modifier and Type	Field and Description
private double	absoluteThreshold Deprecated. Absolute threshold.
private PowellOptimizer.LineSearch	line Deprecated. Line search.
private static double	MIN_RELATIVE_TOLERANCE Deprecated. Minimum relative tolerance.
private double	relativeThreshold Deprecated. Relative threshold.

Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

evaluations

Constructor Summary

Constructors

Constructor and Description
PowellOptimizer(double rel, double abs) Deprecated. The parameters control the default convergence checking procedure.
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.
PowellOptimizer(double rel, double abs, double lineRel, double lineAbs) Deprecated. Builds an instance with the default convergence checking procedure.
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.

Method Summary

Methods

Modifier and Type	Method and Description
protected PointValuePair	doOptimize() Deprecated. Perform the bulk of the optimization algorithm.
private double[][]	newPointAndDirection(double[] p, double[] d, double optimum) Deprecated. Compute a new point (in the original space) and a new direction vector, resulting from the line search.

Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getLowerBound, getMaxEvaluations, getStartPoint, getUpperBound, optimize, optimize, optimizeInternal, optimizeInternal

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math3.optimization.BaseMultivariateOptimizer

optimize

Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer

getConvergenceChecker, getEvaluations, getMaxEvaluations

Field Detail

MIN_RELATIVE_TOLERANCE

private static final double MIN_RELATIVE_TOLERANCE

Deprecated.

Minimum relative tolerance.

relativeThreshold

private final double relativeThreshold

Deprecated.

Relative threshold.

absoluteThreshold

private final double absoluteThreshold

Deprecated.

Absolute threshold.

line

private final PowellOptimizer.LineSearch line

Deprecated.

Line search.

Constructor Detail

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 Detail

doOptimize

protected PointValuePair doOptimize()

Deprecated.

Perform the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseAbstractMultivariateOptimizer<MultivariateFunction>

Returns:

the point/value pair giving the optimal value of the objective function.

newPointAndDirection

private double[][] newPointAndDirection(double[] p,
                              double[] d,
                              double optimum)

Deprecated.

Compute a new point (in the original space) and a new direction vector, resulting from the line search.

Parameters:

p - Point used in the line search.

d - Direction used in the line search.

optimum - Optimum found by the line search.

Returns:

a 2-element array containing the new point (at index 0) and the new direction (at index 1).