Class GaussNewtonOptimizer
- java.lang.Object
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- org.apache.commons.math3.optim.BaseOptimizer<PAIR>
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- org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointVectorValuePair>
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- org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
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- org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer
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- org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer
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- org.apache.commons.math3.optim.nonlinear.vector.jacobian.GaussNewtonOptimizer
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@Deprecated public class GaussNewtonOptimizer extends AbstractLeastSquaresOptimizer
Deprecated.All classes and interfaces in this package are deprecated. The optimizers that were provided here were moved to theorg.apache.commons.math3.fitting.leastsquares
package (cf. MATH-1008).Gauss-Newton least-squares solver.
Constraints are not supported: the call tooptimize
will throwMathUnsupportedOperationException
if bounds are passed to it.This class solve a least-square problem by solving the normal equations of the linearized problem at each iteration. Either LU decomposition or QR decomposition can be used to solve the normal equations. LU decomposition is faster but QR decomposition is more robust for difficult problems.
- Since:
- 2.0
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Field Summary
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Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer
evaluations, iterations
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Constructor Summary
Constructors Constructor Description GaussNewtonOptimizer(boolean useLU, ConvergenceChecker<PointVectorValuePair> checker)
Deprecated.GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
Deprecated.Simple constructor with default settings.
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Method Summary
All Methods Instance Methods Concrete Methods Deprecated Methods Modifier and Type Method Description PointVectorValuePair
doOptimize()
Deprecated.Performs the bulk of the optimization algorithm.-
Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer
computeCost, computeCovariances, computeResiduals, computeSigma, computeWeightedJacobian, getChiSquare, getRMS, getWeightSquareRoot, optimize, parseOptimizationData, setCost
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Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer
computeJacobian
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Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
computeObjectiveValue, getTarget, getTargetSize, getWeight
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Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer
getLowerBound, getStartPoint, getUpperBound
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Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer
getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize
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Constructor Detail
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GaussNewtonOptimizer
public GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
Deprecated.Simple constructor with default settings. The normal equations will be solved using LU decomposition.- Parameters:
checker
- Convergence checker.
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GaussNewtonOptimizer
public GaussNewtonOptimizer(boolean useLU, ConvergenceChecker<PointVectorValuePair> checker)
Deprecated.- Parameters:
useLU
- Iftrue
, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.checker
- Convergence checker.
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Method Detail
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doOptimize
public PointVectorValuePair doOptimize()
Deprecated.Performs the bulk of the optimization algorithm.- Specified by:
doOptimize
in classBaseOptimizer<PointVectorValuePair>
- Returns:
- the point/value pair giving the optimal value of the objective function.
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