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; 19dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 20dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondimport org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction; 21dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondimport org.apache.commons.math.FunctionEvaluationException; 22dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 23dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond/** 24dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * This interface represents an optimization algorithm for {@link DifferentiableMultivariateVectorialFunction 25dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * vectorial differentiable objective functions}. 26dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p>Optimization algorithms find the input point set that either {@link GoalType 27dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * maximize or minimize} an objective function.</p> 28dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @see MultivariateRealOptimizer 29dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @see DifferentiableMultivariateRealOptimizer 30dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $ 31dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @since 2.0 32dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 33dee0849a9704d532af0b550146cbafbaa6ee1d19Raymondpublic interface DifferentiableMultivariateVectorialOptimizer { 34dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 35dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Set the maximal number of iterations of the algorithm. 36dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param maxIterations maximal number of function calls 37dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * . 38dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 39dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond void setMaxIterations(int maxIterations); 40dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 41dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Get the maximal number of iterations of the algorithm. 42dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return maximal number of iterations 43dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 44dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond int getMaxIterations(); 45dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 46dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Get the number of iterations realized by the algorithm. 47dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return number of iterations 48dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 49dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond int getIterations(); 50dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 51dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Set the maximal number of functions evaluations. 52dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param maxEvaluations maximal number of function evaluations 53dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 54dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond void setMaxEvaluations(int maxEvaluations); 55dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 56dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Get the maximal number of functions evaluations. 57dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return maximal number of functions evaluations 58dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 59dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond int getMaxEvaluations(); 60dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 61dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Get the number of evaluations of the objective function. 62dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p> 63dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * The number of evaluation correspond to the last call to the 64dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * {@link #optimize(DifferentiableMultivariateVectorialFunction, 65dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * double[], double[], double[]) optimize} method. It is 0 if 66dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the method has not been called yet. 67dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * </p> 68dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return number of evaluations of the objective function 69dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 70dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond int getEvaluations(); 71dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 72dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Get the number of evaluations of the objective function jacobian . 73dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p> 74dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * The number of evaluation correspond to the last call to the 75dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * {@link #optimize(DifferentiableMultivariateVectorialFunction, 76dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * double[], double[], double[]) optimize} method. It is 0 if 77dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the method has not been called yet. 78dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * </p> 79dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return number of evaluations of the objective function jacobian 80dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 81dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond int getJacobianEvaluations(); 82dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 83dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Set the convergence checker. 84dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param checker object to use to check for convergence 85dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 86dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond void setConvergenceChecker(VectorialConvergenceChecker checker); 87dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 88dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Get the convergence checker. 89dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return object used to check for convergence 90dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 91dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond VectorialConvergenceChecker getConvergenceChecker(); 92dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 93dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond /** Optimizes an objective function. 94dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * <p> 95dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * Optimization is considered to be a weighted least-squares minimization. 96dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * The cost function to be minimized is 97dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * ∑weight<sub>i</sub>(objective<sub>i</sub>-target<sub>i</sub>)<sup>2</sup> 98dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * </p> 99dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param f objective function 100dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param target target value for the objective functions at optimum 101dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param weights weight for the least squares cost computation 102dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @param startPoint the start point for optimization 103dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @return the point/value pair giving the optimal value for objective function 104dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @exception FunctionEvaluationException if the objective function throws one during 105dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * the search 106dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @exception OptimizationException if the algorithm failed to converge 107dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond * @exception IllegalArgumentException if the start point dimension is wrong 108dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond */ 109dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond VectorialPointValuePair optimize(DifferentiableMultivariateVectorialFunction f, 110dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double[] target, double[] weights, 111dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond double[] startPoint) 112dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond throws FunctionEvaluationException, OptimizationException, IllegalArgumentException; 113dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond 114dee0849a9704d532af0b550146cbafbaa6ee1d19Raymond} 115