public class BOBYQAOptimizer extends MultivariateOptimizer
PowellOptimizer significantly. Stochastic algorithms like
CMAESOptimizer succeed more often than BOBYQA, but are more
expensive. BOBYQA could also be considered as a replacement of any
derivative-based optimizer when the derivatives are approximated by
finite differences.| Modifier and Type | Field and Description |
|---|---|
static double |
DEFAULT_INITIAL_RADIUS
Default value for
initialTrustRegionRadius: 10.0 . |
static double |
DEFAULT_STOPPING_RADIUS
Default value for
stoppingTrustRegionRadius: 1.0E-8 . |
static int |
MINIMUM_PROBLEM_DIMENSION
Minimum dimension of the problem: 2
|
evaluations, iterations| Constructor and Description |
|---|
BOBYQAOptimizer(int numberOfInterpolationPoints) |
BOBYQAOptimizer(int numberOfInterpolationPoints,
double initialTrustRegionRadius,
double stoppingTrustRegionRadius) |
| Modifier and Type | Method and Description |
|---|---|
protected PointValuePair |
doOptimize()
Performs the bulk of the optimization algorithm.
|
computeObjectiveValue, getGoalType, optimize, parseOptimizationDatagetLowerBound, getStartPoint, getUpperBoundgetConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimizepublic static final int MINIMUM_PROBLEM_DIMENSION
public static final double DEFAULT_INITIAL_RADIUS
initialTrustRegionRadius: 10.0 .public static final double DEFAULT_STOPPING_RADIUS
stoppingTrustRegionRadius: 1.0E-8 .public BOBYQAOptimizer(int numberOfInterpolationPoints)
numberOfInterpolationPoints - Number of interpolation conditions.
For a problem of dimension n, its value must be in the interval
[n+2, (n+1)(n+2)/2].
Choices that exceed 2n+1 are not recommended.public BOBYQAOptimizer(int numberOfInterpolationPoints,
double initialTrustRegionRadius,
double stoppingTrustRegionRadius)
numberOfInterpolationPoints - Number of interpolation conditions.
For a problem of dimension n, its value must be in the interval
[n+2, (n+1)(n+2)/2].
Choices that exceed 2n+1 are not recommended.initialTrustRegionRadius - Initial trust region radius.stoppingTrustRegionRadius - Stopping trust region radius.protected PointValuePair doOptimize()
doOptimize in class BaseOptimizer<PointValuePair>Copyright © 2003–2016 The Apache Software Foundation. All rights reserved.