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java.lang.Objectorg.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>
org.apache.commons.math3.optimization.general.AbstractScalarDifferentiableOptimizer
org.apache.commons.math3.optimization.general.NonLinearConjugateGradientOptimizer
@Deprecated public class NonLinearConjugateGradientOptimizer
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.
| Nested Class Summary | |
|---|---|
static class |
NonLinearConjugateGradientOptimizer.IdentityPreconditioner
Deprecated. Default identity preconditioner. |
| Field Summary |
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| Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer |
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evaluations |
| Constructor Summary | |
|---|---|
NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula)
Deprecated. See SimpleValueChecker.SimpleValueChecker() |
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NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker)
Deprecated. Constructor with default line search solver and
preconditioner. |
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NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker,
UnivariateSolver lineSearchSolver)
Deprecated. Constructor with default preconditioner. |
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NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker,
UnivariateSolver lineSearchSolver,
Preconditioner preconditioner)
Deprecated. |
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| Method Summary | |
|---|---|
protected PointValuePair |
doOptimize()
Deprecated. Perform the bulk of the optimization algorithm. |
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 |
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computeObjectiveGradient, optimize, optimizeInternal |
| Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer |
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computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getLowerBound, getMaxEvaluations, getStartPoint, getUpperBound, optimize, optimize, optimizeInternal |
| Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Methods inherited from interface org.apache.commons.math3.optimization.BaseMultivariateOptimizer |
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optimize |
| Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer |
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getConvergenceChecker, getEvaluations, getMaxEvaluations |
| Constructor Detail |
|---|
@Deprecated public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula)
SimpleValueChecker.SimpleValueChecker()
checker,
line search solver and
preconditioner.
updateFormula - formula to use for updating the β parameter,
must be one of ConjugateGradientFormula.FLETCHER_REEVES or ConjugateGradientFormula.POLAK_RIBIERE.
public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker)
line search solver and
preconditioner.
updateFormula - formula to use for updating the β parameter,
must be one of ConjugateGradientFormula.FLETCHER_REEVES or ConjugateGradientFormula.POLAK_RIBIERE.checker - Convergence checker.
public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker,
UnivariateSolver lineSearchSolver)
preconditioner.
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.
public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker,
UnivariateSolver lineSearchSolver,
Preconditioner preconditioner)
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 |
|---|
public void setInitialStep(double initialStep)
The initial step is a factor with respect to the search direction, which itself is roughly related to the gradient of the function
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 1.0protected PointValuePair doOptimize()
doOptimize in class BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>
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