1dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond/* 2dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Licensed to the Apache Software Foundation (ASF) under one or more 3dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * contributor license agreements. See the NOTICE file distributed with 4dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * this work for additional information regarding copyright ownership. 5dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * The ASF licenses this file to You under the Apache License, Version 2.0 6dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * (the "License"); you may not use this file except in compliance with 7dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the License. You may obtain a copy of the License at 8dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 9dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * http://www.apache.org/licenses/LICENSE-2.0 10dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * 11dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Unless required by applicable law or agreed to in writing, software 12dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * distributed under the License is distributed on an "AS IS" BASIS, 13dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * See the License for the specific language governing permissions and 15dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * limitations under the License. 16dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 17dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 18dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondpackage org.apache.commons.math.optimization.general; 19dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 20dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondimport org.apache.commons.math.FunctionEvaluationException; 21dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 22dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond/** 23dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * This interface represents a preconditioner for differentiable scalar 24dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * objective function optimizers. 25dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $ 26dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @since 2.0 27dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 28dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondpublic interface Preconditioner { 29dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 30dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** 31dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Precondition a search direction. 32dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p> 33dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * The returned preconditioned search direction must be computed fast or 34dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the algorithm performances will drop drastically. A classical approach 35dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * is to compute only the diagonal elements of the hessian and to divide 36dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the raw search direction by these elements if they are all positive. 37dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * If at least one of them is negative, it is safer to return a clone of 38dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the raw search direction as if the hessian was the identity matrix. The 39dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * rationale for this simplified choice is that a negative diagonal element 40dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * means the current point is far from the optimum and preconditioning will 41dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * not be efficient anyway in this case. 42dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * </p> 43dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param point current point at which the search direction was computed 44dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param r raw search direction (i.e. opposite of the gradient) 45dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return approximation of H<sup>-1</sup>r where H is the objective function hessian 46dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @exception FunctionEvaluationException if no cost can be computed for the parameters 47dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @exception IllegalArgumentException if point dimension is wrong 48dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 49dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double[] precondition(double[] point, double[] r) 50dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throws FunctionEvaluationException, IllegalArgumentException; 51dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 52dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond} 53