org.apache.commons.math3.optim.nonlinear.scalar.gradient

Class NonLinearConjugateGradientOptimizer

java.lang.Object

org.apache.commons.math3.optim.BaseOptimizer<PAIR>

org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointValuePair>

org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer

org.apache.commons.math3.optim.nonlinear.scalar.GradientMultivariateOptimizer

org.apache.commons.math3.optim.nonlinear.scalar.gradient.NonLinearConjugateGradientOptimizer

public class NonLinearConjugateGradientOptimizer
extends GradientMultivariateOptimizer

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.
Constraints are not supported: the call to optimize will throw MathUnsupportedOperationException if bounds are passed to it.

Since:

2.0

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	NonLinearConjugateGradientOptimizer.BracketingStep Deprecated. As of v3.3, this class is not used anymore. This setting is replaced by the initialBracketingRange argument to the new constructors.
static class	NonLinearConjugateGradientOptimizer.Formula Available choices of update formulas for the updating the parameter that is used to compute the successive conjugate search directions.
static class	NonLinearConjugateGradientOptimizer.IdentityPreconditioner Default identity preconditioner.

Field Summary

Fields

Modifier and Type	Field and Description
private LineSearch	line Line search algorithm.
private Preconditioner	preconditioner Preconditioner (may be null).
private NonLinearConjugateGradientOptimizer.Formula	updateFormula Update formula for the beta parameter.

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

Constructors

Constructor and Description
NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker) Constructor with default tolerances for the line search (1e-8) and preconditioner.
NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, double relativeTolerance, double absoluteTolerance, double initialBracketingRange) Constructor with default preconditioner.
NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, double relativeTolerance, double absoluteTolerance, double initialBracketingRange, Preconditioner preconditioner)
NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver) Deprecated. as of 3.3. Please use NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double) instead.
NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula, ConvergenceChecker<PointValuePair> checker, UnivariateSolver lineSearchSolver, Preconditioner preconditioner) Deprecated. as of 3.3. Please use NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double,Preconditioner) instead.

Method Summary

Methods

Modifier and Type	Method and Description
private void	checkParameters()
protected PointValuePair	doOptimize() Performs the bulk of the optimization algorithm.
PointValuePair	optimize(OptimizationData... optData) Stores data and performs the optimization.
protected void	parseOptimizationData(OptimizationData... optData) Scans the list of (required and optional) optimization data that characterize the problem.

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.GradientMultivariateOptimizer

computeObjectiveGradient

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer

computeObjectiveValue, getGoalType

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer

getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize

Methods inherited from class java.lang.Object

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

Field Detail

updateFormula

private final NonLinearConjugateGradientOptimizer.Formula updateFormula

Update formula for the beta parameter.

preconditioner

private final Preconditioner preconditioner

Preconditioner (may be null).

line

private final LineSearch line

Line search algorithm.

Constructor Detail

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker)

Constructor with default tolerances for the line search (1e-8) and preconditioner.

Parameters:

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

checker - Convergence checker.

NonLinearConjugateGradientOptimizer

@Deprecated
public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                              ConvergenceChecker<PointValuePair> checker,
                                              UnivariateSolver lineSearchSolver)

Deprecated. as of 3.3. Please use NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double) instead.

Constructor with default preconditioner.

Parameters:

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

checker - Convergence checker.

lineSearchSolver - Solver to use during line search.

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker,
                                   double relativeTolerance,
                                   double absoluteTolerance,
                                   double initialBracketingRange)

Constructor with default preconditioner.

Parameters:

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

checker - Convergence checker.

relativeTolerance - Relative threshold for line search.

absoluteTolerance - Absolute threshold for line search.

initialBracketingRange - Extent of the initial interval used to find an interval that brackets the optimum in order to perform the line search.

Since:

3.3

See Also:

LineSearch.LineSearch(MultivariateOptimizer,double,double,double)

NonLinearConjugateGradientOptimizer

@Deprecated
public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                              ConvergenceChecker<PointValuePair> checker,
                                              UnivariateSolver lineSearchSolver,
                                              Preconditioner preconditioner)

Deprecated. as of 3.3. Please use NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double,Preconditioner) instead.

Parameters:

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

checker - Convergence checker.

lineSearchSolver - Solver to use during line search.

preconditioner - Preconditioner.

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula updateFormula,
                                   ConvergenceChecker<PointValuePair> checker,
                                   double relativeTolerance,
                                   double absoluteTolerance,
                                   double initialBracketingRange,
                                   Preconditioner preconditioner)

Parameters:

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

checker - Convergence checker.

preconditioner - Preconditioner.

relativeTolerance - Relative threshold for line search.

absoluteTolerance - Absolute threshold for line search.

initialBracketingRange - Extent of the initial interval used to find an interval that brackets the optimum in order to perform the line search.

Since:

3.3

See Also:

LineSearch.LineSearch(MultivariateOptimizer,double,double,double)

Method Detail

optimize

public PointValuePair optimize(OptimizationData... optData)
                        throws TooManyEvaluationsException

Stores data and performs the optimization.

The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.

When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).

Important note: Subclasses must override BaseOptimizer.parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

Overrides:

optimize in class GradientMultivariateOptimizer

Parameters:

optData - Optimization data. In addition to those documented in MultivariateOptimizer, this method will register the following data:

• ObjectiveFunctionGradient

Returns:

a point/value pair that satisfies the convergence criteria.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations (of the objective function) is exceeded.

doOptimize

protected PointValuePair doOptimize()

Performs the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseOptimizer<PointValuePair>

Returns:

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

parseOptimizationData

protected void parseOptimizationData(OptimizationData... optData)

Scans the list of (required and optional) optimization data that characterize the problem.

Overrides:

parseOptimizationData in class GradientMultivariateOptimizer

Parameters:

optData - Optimization data. The following data will be looked for:

• ObjectiveFunctionGradient

checkParameters

private void checkParameters()

Throws:

MathUnsupportedOperationException - if bounds were passed to the optimize method.