org.apache.commons.math3.optimization.general
Class NonLinearConjugateGradientOptimizer

java.lang.Object
  org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>
      org.apache.commons.math3.optimization.general.AbstractScalarDifferentiableOptimizer
          org.apache.commons.math3.optimization.general.NonLinearConjugateGradientOptimizer

All Implemented Interfaces:

BaseMultivariateOptimizer<DifferentiableMultivariateFunction>, BaseOptimizer<PointValuePair>, DifferentiableMultivariateOptimizer

@Deprecated
public class NonLinearConjugateGradientOptimizer
extends AbstractScalarDifferentiableOptimizer

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.

Since:

2.0

Version:

$Id: NonLinearConjugateGradientOptimizer.java 1462503 2013-03-29 15:48:27Z luc $

NonLinearConjugateGradientOptimizer

@Deprecated
public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula)

Deprecated. See SimpleValueChecker.SimpleValueChecker()

Constructor with default checker, line search solver and preconditioner.

Parameters:

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

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
                                           ConvergenceChecker<PointValuePair> checker)

Deprecated. 

Constructor with default line search solver and preconditioner.

Parameters:

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

checker - Convergence checker.

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
                                           ConvergenceChecker<PointValuePair> checker,
                                           UnivariateSolver lineSearchSolver)

Deprecated. 

Constructor with default preconditioner.

Parameters:

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

checker - Convergence checker.

lineSearchSolver - Solver to use during line search.

NonLinearConjugateGradientOptimizer

public NonLinearConjugateGradientOptimizer(ConjugateGradientFormula updateFormula,
                                           ConvergenceChecker<PointValuePair> checker,
                                           UnivariateSolver lineSearchSolver,
                                           Preconditioner preconditioner)

Deprecated. 

Parameters:

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

checker - Convergence checker.

lineSearchSolver - Solver to use during line search.

preconditioner - Preconditioner.

setInitialStep

public void setInitialStep(double initialStep)

Deprecated. 

Set the initial step used to bracket the optimum in line search.

The initial step is a factor with respect to the search direction, which itself is roughly related to the gradient of the function

Parameters:

initialStep - initial step used to bracket the optimum in line search, if a non-positive value is used, the initial step is reset to its default value of 1.0

doOptimize

protected PointValuePair doOptimize()

Deprecated. 

Perform the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>

Returns:

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