Package | Description |
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agi.foundation.numericalmethods |
Contains general numerical algorithms.
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Modifier and Type | Class and Description |
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class |
TargetedSegmentListOptimizerFunctionResults
The
results that get returned when a TargetedSegmentListOptimizerFunction
is run. |
Modifier and Type | Method and Description |
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OptimizerMultivariableFunctionResults |
TargetedSegmentListOptimizerFunction.evaluate(double[] variables,
ITrackCalculationProgress progressTracker)
Evaluates the function.
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abstract OptimizerMultivariableFunctionResults |
OptimizerMultivariableFunction.evaluate(double[] variables,
ITrackCalculationProgress progressTracker)
Evaluates the function.
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OptimizerMultivariableFunctionResults |
ParameterOptimizerIterationResults.getFunctionResult()
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OptimizerMultivariableFunctionResults[] |
NumericallyComputedOptimizerFunctionDerivativeResults.getFunctionResultsUsedToComputeDerivative()
Gets the results of the function that were computed at the perturbed values of the variables.
|
OptimizerMultivariableFunctionResults |
ParameterOptimizerIterationResults.getPerturbedResults(int index)
Gets the
results of the
Function (get / set ) when the variable
with the same index in the ParameterOptimizer was perturbed for this iteration. |
OptimizerMultivariableFunctionResults |
OptimizerFunctionEvaluatedEventArgs.getResults()
Gets the
OptimizerMultivariableFunctionResults from the
ParameterOptimizer that raised the event. |
OptimizerMultivariableFunctionResults |
NumericallyComputedOptimizerFunctionDerivativeResults.getValue()
Gets the results of the function at the nominal values of the variables.
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Modifier and Type | Method and Description |
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abstract MultivariableFunctionSolverStepResult<OptimizerMultivariableFunctionResults,OptimizerMultivariableFunctionDerivativeResults> |
SequentialQuadraticProgrammingOptimizer.computeNextStep(double[] variableValues,
Matrix hessian,
ParameterOptimizerIterationResults previousIterationResults,
ITrackCalculationProgress progressTracker)
Computes the next optimization step that this parameter optimizer should take.
|
MultivariableFunctionSolverStepResult<OptimizerMultivariableFunctionResults,OptimizerMultivariableFunctionDerivativeResults> |
ActiveSetSequentialQuadraticProgrammingOptimizer.computeNextStep(double[] variableValues,
Matrix hessian,
ParameterOptimizerIterationResults previousIterationResults,
ITrackCalculationProgress progressTracker)
Computes the next optimization step that this parameter optimizer should take.
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MultivariableFunctionEvaluationAndDerivativeResults<OptimizerMultivariableFunctionResults,OptimizerMultivariableFunctionDerivativeResults> |
OptimizerMultivariableFunction.evaluate(double[] variables,
int order,
boolean multithreaded,
ITrackCalculationProgress progressTracker)
Evaluates the function and the gradients.
|
Modifier and Type | Method and Description |
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void |
TargetedSegmentListOptimizerFunction.applyResults(OptimizerMultivariableFunctionResults results)
For
OptimizerMultivariableFunctions that have
state, there may be times when that state should be manually set on a function (sometimes
for performance reasons, when the function will be called multiple times and it should
start from where it left off). |
void |
OptimizerMultivariableFunction.applyResults(OptimizerMultivariableFunctionResults results)
For
OptimizerMultivariableFunctions that have
state, there may be times when that state should be manually set on a function (sometimes
for performance reasons, when the function will be called multiple times and it should
start from where it left off). |
static NumericallyComputedOptimizerFunctionDerivativeResults |
OptimizerMultivariableFunction.computeGradientsNumerically(OptimizerMultivariableFunction function,
double[] variables,
double[] perturbationValues,
FiniteDifferenceMethod differenceMethod,
boolean multithreaded,
OptimizerMultivariableFunctionResults precomputedValueResults,
ITrackCalculationProgress progressTracker)
Computes the gradients of an
OptimizerMultivariableFunction numerically. |
abstract boolean |
SequentialQuadraticProgrammingOptimizer.convergenceCheck(OptimizerMultivariableFunctionResults currentResults,
OptimizerMultivariableFunctionResults previousResults)
Determines whether the optimizer converged or not.
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boolean |
ActiveSetSequentialQuadraticProgrammingOptimizer.convergenceCheck(OptimizerMultivariableFunctionResults currentResults,
OptimizerMultivariableFunctionResults previousResults)
Determines whether the optimizer converged or not.
|
OptimizerMultivariableFunctionDerivativeResults |
OptimizerMultivariableFunction.evaluateDerivative(double[] variables,
boolean multithreaded,
OptimizerMultivariableFunctionResults valueResults,
ITrackCalculationProgress progressTracker)
Evaluates the gradients of this function.
|
abstract boolean |
ActiveSetSequentialQuadraticProgrammingOptimizer.ConvergenceChecker.invoke(ActiveSetSequentialQuadraticProgrammingOptimizer optimizer,
OptimizerMultivariableFunctionResults currentResults,
OptimizerMultivariableFunctionResults previousResults)
A function that tests the convergence of the optimizer by comparing the results of the current
iteration with the results of the previous iteration.
|
boolean |
ActiveSetSequentialQuadraticProgrammingOptimizer.ConvergenceChecker.Function.invoke(ActiveSetSequentialQuadraticProgrammingOptimizer optimizer,
OptimizerMultivariableFunctionResults currentResults,
OptimizerMultivariableFunctionResults previousResults)
A function that tests the convergence of the optimizer by comparing the results of the current
iteration with the results of the previous iteration.
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static void |
ActiveSetSequentialQuadraticProgrammingOptimizer.solveLagrangianDerivativeEquation(OptimizerMultivariableFunctionResults unperturbedAnswer,
OptimizerMultivariableFunctionDerivativeResults derivativeResults,
ArrayList<InequalityConstraintSettings> activeInequalitySet,
ArrayList<Double> activeInequalityErrors,
ArrayList<double[]> activeInequalityGradients,
List<SolverConstraintSettings> equalitySet,
double[] equalityErrors,
ArrayList<Double>[] lagrangeMultipliers,
double[][] lagrangianDerivatives)
Solves for the Lagrange multipliers and derivatives of the Lagrangian
using the cost function, equality errors, active inequality errors,
and the gradients of each with respect to the variables.
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Constructor and Description |
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NumericallyComputedOptimizerFunctionDerivativeResults(OptimizerMultivariableFunctionResults value,
double[] costFunctionGradient,
double[][] equalityConstraintGradients,
double[][] inequalityConstraintGradients,
OptimizerMultivariableFunctionResults[] perturbedResultsUsedToComputeDerivative,
FiniteDifferenceMethod differenceMethod)
Initializes a new instance.
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NumericallyComputedOptimizerFunctionDerivativeResults(OptimizerMultivariableFunctionResults value,
double[] costFunctionGradient,
double[][] equalityConstraintGradients,
double[][] inequalityConstraintGradients,
OptimizerMultivariableFunctionResults[] perturbedResultsUsedToComputeDerivative,
FiniteDifferenceMethod differenceMethod)
Initializes a new instance.
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OptimizerFunctionEvaluatedEventArgs(OptimizerMultivariableFunctionResults result)
Initializes a new instance.
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OptimizerMultivariableFunctionResults(OptimizerMultivariableFunctionResults existingInstance,
CopyContext context)
Initializes a new instance as a copy of an existing instance.
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ParameterOptimizerIterationResults(OptimizerMultivariableFunctionResults functionResult,
OptimizerMultivariableFunctionDerivativeResults derivativeResults,
int iteration,
SolverVariableSettings[] variableSettings,
CostFunctionSettings costFunctionSettings,
SolverConstraintSettings[] equalitySettings,
InequalityConstraintSettings[] inequalitySettings)
Initializes a new instance.
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