1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.apache.commons.math3.optim.nonlinear.vector;
18
19 import org.apache.commons.math3.analysis.MultivariateMatrixFunction;
20 import org.apache.commons.math3.optim.ConvergenceChecker;
21 import org.apache.commons.math3.optim.OptimizationData;
22 import org.apache.commons.math3.optim.PointVectorValuePair;
23 import org.apache.commons.math3.exception.TooManyEvaluationsException;
24 import org.apache.commons.math3.exception.DimensionMismatchException;
25
26 /**
27 * Base class for implementing optimizers for multivariate vector
28 * differentiable functions.
29 * It contains boiler-plate code for dealing with Jacobian evaluation.
30 * It assumes that the rows of the Jacobian matrix iterate on the model
31 * functions while the columns iterate on the parameters; thus, the numbers
32 * of rows is equal to the dimension of the {@link Target} while the
33 * number of columns is equal to the dimension of the
34 * {@link org.apache.commons.math3.optim.InitialGuess InitialGuess}.
35 *
36 * @since 3.1
37 * @deprecated All classes and interfaces in this package are deprecated.
38 * The optimizers that were provided here were moved to the
39 * {@link org.apache.commons.math3.fitting.leastsquares} package
40 * (cf. MATH-1008).
41 */
42 @Deprecated
43 public abstract class JacobianMultivariateVectorOptimizer
44 extends MultivariateVectorOptimizer {
45 /**
46 * Jacobian of the model function.
47 */
48 private MultivariateMatrixFunction jacobian;
49
50 /**
51 * @param checker Convergence checker.
52 */
53 protected JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker) {
54 super(checker);
55 }
56
57 /**
58 * Computes the Jacobian matrix.
59 *
60 * @param params Point at which the Jacobian must be evaluated.
61 * @return the Jacobian at the specified point.
62 */
63 protected double[][] computeJacobian(final double[] params) {
64 return jacobian.value(params);
65 }
66
67 /**
68 * {@inheritDoc}
69 *
70 * @param optData Optimization data. In addition to those documented in
71 * {@link MultivariateVectorOptimizer#optimize(OptimizationData...)}
72 * MultivariateOptimizer}, this method will register the following data:
73 * <ul>
74 * <li>{@link ModelFunctionJacobian}</li>
75 * </ul>
76 * @return {@inheritDoc}
77 * @throws TooManyEvaluationsException if the maximal number of
78 * evaluations is exceeded.
79 * @throws DimensionMismatchException if the initial guess, target, and weight
80 * arguments have inconsistent dimensions.
81 */
82 @Override
83 public PointVectorValuePair optimize(OptimizationData... optData)
84 throws TooManyEvaluationsException,
85 DimensionMismatchException {
86 // Set up base class and perform computation.
87 return super.optimize(optData);
88 }
89
90 /**
91 * Scans the list of (required and optional) optimization data that
92 * characterize the problem.
93 *
94 * @param optData Optimization data.
95 * The following data will be looked for:
96 * <ul>
97 * <li>{@link ModelFunctionJacobian}</li>
98 * </ul>
99 */
100 @Override
101 protected void parseOptimizationData(OptimizationData... optData) {
102 // Allow base class to register its own data.
103 super.parseOptimizationData(optData);
104
105 // The existing values (as set by the previous call) are reused if
106 // not provided in the argument list.
107 for (OptimizationData data : optData) {
108 if (data instanceof ModelFunctionJacobian) {
109 jacobian = ((ModelFunctionJacobian) data).getModelFunctionJacobian();
110 // If more data must be parsed, this statement _must_ be
111 // changed to "continue".
112 break;
113 }
114 }
115 }
116 }