org.apache.commons.math3.optimization.general

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.

As of 3.1 (to be removed in 4.0).

@Deprecated
public class NonLinearConjugateGradientOptimizer
extends AbstractScalarDifferentiableOptimizer

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

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	NonLinearConjugateGradientOptimizer.IdentityPreconditioner Deprecated. Default identity preconditioner.
private class	NonLinearConjugateGradientOptimizer.LineSearchFunction Deprecated. Internal class for line search.

Field Summary

Fields

Modifier and Type	Field and Description
private double	initialStep Deprecated. Initial step used to bracket the optimum in line search.
private double[]	point Deprecated. Current point.
private Preconditioner	preconditioner Deprecated. Preconditioner (may be null).
private UnivariateSolver	solver Deprecated. solver to use in the line search (may be null).
private ConjugateGradientFormula	updateFormula Deprecated. Update formula for the beta parameter.

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

evaluations

Constructor Summary

Constructors

Constructor and Description
NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula) Deprecated. See SimpleValueChecker.SimpleValueChecker()
NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker) Deprecated. Constructor with default line search solver and preconditioner.
NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver) Deprecated. Constructor with default preconditioner.
NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver, Preconditioner preconditioner) Deprecated.

Method Summary

Methods

Modifier and Type	Method and Description
protected PointValuePair	doOptimize() Deprecated. Perform the bulk of the optimization algorithm.
private double	findUpperBound(UnivariateFunction f, double a, double h) Deprecated. Find the upper bound b ensuring bracketing of a root between a and b.
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

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

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

updateFormula

private final ConjugateGradientFormula updateFormula

Deprecated.

Update formula for the beta parameter.

preconditioner

private final Preconditioner preconditioner

Deprecated.

Preconditioner (may be null).

solver

private final UnivariateSolver solver

Deprecated.

solver to use in the line search (may be null).

initialStep

private double initialStep

Deprecated.

Initial step used to bracket the optimum in line search.

point

private double[] point

Deprecated.

Current point.

Constructor Detail

NonLinearConjugateGradientOptimizer

@Deprecated
public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula)

Deprecated. See SimpleValueChecker.SimpleValueChecker()

Constructor with default checker, line search solver and preconditioner.

Parameters:

updateFormula - formula to use for updating the β parameter, must be one of ConjugateGradientFormula.FLETCHER_REEVES or ConjugateGradientFormula.POLAK_RIBIERE.

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker)

Deprecated.

Constructor with default line search solver and preconditioner.

Parameters:

updateFormula - formula to use for updating the β parameter, must be one of ConjugateGradientFormula.FLETCHER_REEVES or ConjugateGradientFormula.POLAK_RIBIERE.

checker - Convergence checker.

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker,
                                   UnivariateSolver lineSearchSolver)

Deprecated.

Constructor with default preconditioner.

Parameters:

updateFormula - formula to use for updating the β parameter, must be one of ConjugateGradientFormula.FLETCHER_REEVES or ConjugateGradientFormula.POLAK_RIBIERE.

checker - Convergence checker.

lineSearchSolver - Solver to use during line search.

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 of ConjugateGradientFormula.FLETCHER_REEVES or ConjugateGradientFormula.POLAK_RIBIERE.

checker - Convergence checker.

lineSearchSolver - Solver to use during line search.

preconditioner - Preconditioner.

Method Detail

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

doOptimize

protected PointValuePair doOptimize()

Deprecated.

Perform the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>

Returns:

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

findUpperBound

private double findUpperBound(UnivariateFunction f,
                    double a,
                    double h)

Deprecated.

Find the upper bound b ensuring bracketing of a root between a and b.

Parameters:

f - function whose root must be bracketed.

a - lower bound of the interval.

h - initial step to try.

Returns:

b such that f(a) and f(b) have opposite signs.

Throws:

MathIllegalStateException - if no bracket can be found.