/* * 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. */ package org.apache.commons.math3.optim.nonlinear.scalar; import org.apache.commons.math3.analysis.MultivariateVectorFunction; import org.apache.commons.math3.optim.ConvergenceChecker; import org.apache.commons.math3.optim.OptimizationData; import org.apache.commons.math3.optim.PointValuePair; import org.apache.commons.math3.exception.TooManyEvaluationsException; /** * Base class for implementing optimizers for multivariate scalar * differentiable functions. * It contains boiler-plate code for dealing with gradient evaluation. * * @since 3.1 */ public abstract class GradientMultivariateOptimizer extends MultivariateOptimizer { /** * Gradient of the objective function. */ private MultivariateVectorFunction gradient; /** * @param checker Convergence checker. */ protected GradientMultivariateOptimizer(ConvergenceChecker<PointValuePair> checker) { super(checker); } /** * Compute the gradient vector. * * @param params Point at which the gradient must be evaluated. * @return the gradient at the specified point. */ protected double[] computeObjectiveGradient(final double[] params) { return gradient.value(params); } /** * {@inheritDoc} * * @param optData Optimization data. In addition to those documented in * {@link MultivariateOptimizer#parseOptimizationData(OptimizationData[]) * MultivariateOptimizer}, this method will register the following data: * <ul> * <li>{@link ObjectiveFunctionGradient}</li> * </ul> * @return {@inheritDoc} * @throws TooManyEvaluationsException if the maximal number of * evaluations (of the objective function) is exceeded. */ @Override public PointValuePair optimize(OptimizationData... optData) throws TooManyEvaluationsException { // Set up base class and perform computation. return super.optimize(optData); } /** * Scans the list of (required and optional) optimization data that * characterize the problem. * * @param optData Optimization data. * The following data will be looked for: * <ul> * <li>{@link ObjectiveFunctionGradient}</li> * </ul> */ @Override protected void parseOptimizationData(OptimizationData... optData) { // Allow base class to register its own data. super.parseOptimizationData(optData); // The existing values (as set by the previous call) are reused if // not provided in the argument list. for (OptimizationData data : optData) { if (data instanceof ObjectiveFunctionGradient) { gradient = ((ObjectiveFunctionGradient) data).getObjectiveFunctionGradient(); // If more data must be parsed, this statement _must_ be // changed to "continue". break; } } } }