/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ /** * <p> * Generally, optimizers are algorithms that will either * {@link org.apache.commons.math3.optim.nonlinear.scalar.GoalType#MINIMIZE minimize} or * {@link org.apache.commons.math3.optim.nonlinear.scalar.GoalType#MAXIMIZE maximize} * a scalar function, called the * {@link org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction <em>objective * function</em>}. * <br/> * For some scalar objective functions the gradient can be computed (analytically * or numerically). Algorithms that use this knowledge are defined in the * {@link org.apache.commons.math3.optim.nonlinear.scalar.gradient} package. * The algorithms that do not need this additional information are located in * the {@link org.apache.commons.math3.optim.nonlinear.scalar.noderiv} package. * </p> * * <p> * Some problems are solved more efficiently by algorithms that, instead of an * objective function, need access to a * {@link org.apache.commons.math3.optim.nonlinear.vector.ModelFunction * <em>model function</em>}: such a model predicts a set of values which the * algorithm tries to match with a set of given * {@link org.apache.commons.math3.optim.nonlinear.vector.Target target values}. * Those algorithms are located in the * {@link org.apache.commons.math3.optim.nonlinear.vector} package. * <br/> * Algorithms that also require the * {@link org.apache.commons.math3.optim.nonlinear.vector.ModelFunctionJacobian * Jacobian matrix of the model} are located in the * {@link org.apache.commons.math3.optim.nonlinear.vector.jacobian} package. * <br/> * The {@link org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer * non-linear least-squares optimizers} are a specialization of the the latter, * that minimize the distance (called <em>cost</em> or <em>χ<sup>2</sup></em>) * between model and observations. * <br/> * For cases where the Jacobian cannot be provided, a utility class will * {@link org.apache.commons.math3.optim.nonlinear.scalar.LeastSquaresConverter * convert} a (vector) model into a (scalar) objective function. * </p> * * <p> * This package provides common functionality for the optimization algorithms. * Abstract classes ({@link org.apache.commons.math3.optim.BaseOptimizer} and * {@link org.apache.commons.math3.optim.BaseMultivariateOptimizer}) contain * boiler-plate code for storing {@link org.apache.commons.math3.optim.MaxEval * evaluations} and {@link org.apache.commons.math3.optim.MaxIter iterations} * counters and a user-defined * {@link org.apache.commons.math3.optim.ConvergenceChecker convergence checker}. * </p> * * <p> * For each of the optimizer types, there is a special implementation that * wraps an optimizer instance and provides a "multi-start" feature: it calls * the underlying optimizer several times with different starting points and * returns the best optimum found, or all optima if so desired. * This could be useful to avoid being trapped in a local extremum. * </p> */ package org.apache.commons.math3.optim;