Class GaussNewtonOptimizer
- java.lang.Object
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- org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>
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- org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer
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- org.apache.commons.math3.optimization.general.GaussNewtonOptimizer
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- All Implemented Interfaces:
BaseMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>
,BaseOptimizer<PointVectorValuePair>
,DifferentiableMultivariateVectorOptimizer
@Deprecated public class GaussNewtonOptimizer extends AbstractLeastSquaresOptimizer
Deprecated.As of 3.1 (to be removed in 4.0).Gauss-Newton least-squares solver.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.optimization.general.AbstractLeastSquaresOptimizer
cols, cost, objective, point, rows, weightedResidualJacobian, weightedResiduals
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Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer
evaluations
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Constructor Summary
Constructors Constructor Description GaussNewtonOptimizer()
Deprecated.GaussNewtonOptimizer(boolean useLU)
Deprecated.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.Perform the bulk of the optimization algorithm.-
Methods inherited from class org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer
computeCost, computeCovariances, computeResiduals, computeSigma, computeWeightedJacobian, getChiSquare, getCovariances, getCovariances, getJacobianEvaluations, getRMS, getWeightSquareRoot, guessParametersErrors, optimize, optimize, optimizeInternal, setCost, setUp, updateJacobian, updateResidualsAndCost
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Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer
computeObjectiveValue, getConvergenceChecker, getEvaluations, getMaxEvaluations, getObjectiveFunction, getStartPoint, getTarget, getTargetRef, getWeight, getWeightRef, optimize, optimizeInternal, optimizeInternal
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer
getConvergenceChecker, getEvaluations, getMaxEvaluations
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Constructor Detail
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GaussNewtonOptimizer
@Deprecated public GaussNewtonOptimizer()
Deprecated.Simple constructor with default settings. The normal equations will be solved using LU decomposition and the convergence check is set to aSimpleVectorValueChecker
with default tolerances.
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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
@Deprecated public GaussNewtonOptimizer(boolean useLU)
Deprecated.Simple constructor with default settings. The convergence check is set to aSimpleVectorValueChecker
with default tolerances.- Parameters:
useLU
- Iftrue
, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.
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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.Perform the bulk of the optimization algorithm.- Specified by:
doOptimize
in classBaseAbstractMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>
- Returns:
- the point/value pair giving the optimal value for the objective function.
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