Package org.apache.commons.math.optimization

Examples of org.apache.commons.math.optimization.MultivariateRealOptimizer

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   */
  @Override
  public DoubleMatrix1D minimize(final Function1D<DoubleMatrix1D, Double> function, final DoubleMatrix1D startPosition) {
    Validate.notNull(function, "function");
    Validate.notNull(startPosition, "start position");
    final MultivariateRealOptimizer optimizer = new NelderMead();
    final MultivariateRealFunction commonsFunction = CommonsMathWrapper.wrapMultivariate(function);
    try {
      return new DoubleMatrix1D(CommonsMathWrapper.unwrap(optimizer.optimize(commonsFunction, MINIMIZER, startPosition.getData())));
    } catch (final ConvergenceException e) {
      throw new MathException(e);
    } catch (final FunctionEvaluationException e) {
      throw new MathException(e);
    }
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   */
  @Override
  public DoubleMatrix1D minimize(final Function1D<DoubleMatrix1D, Double> f, final DoubleMatrix1D initialPoint) {
    Validate.notNull(f, "function");
    Validate.notNull(initialPoint, "initial point");
    final MultivariateRealOptimizer optimizer = new MultiDirectional();
    final MultivariateRealFunction commons = CommonsMathWrapper.wrapMultivariate(f);
    try {
      return new DoubleMatrix1D(CommonsMathWrapper.unwrap(optimizer.optimize(commons, MINIMIZER, initialPoint.getData())));
    } catch (final ConvergenceException e) {
      throw new MathException(e);
    } catch (final FunctionEvaluationException e) {
      throw new MathException(e);
    }
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Related Classes of org.apache.commons.math.optimization.MultivariateRealOptimizer

  • com.opengamma.analytics.math.minimization.MultiDirectionalSimplexMinimizer
  • com.opengamma.analytics.math.minimization.NelderMeadDownhillSimplexMinimizer
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