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MATH-621 

Javadoc.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1188614 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski 2011-10-25 11:31:39 +00:00
parent a9cf068da8
commit 597b0209e9
1 changed files with 43 additions and 1 deletions
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44
src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
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@ -114,62 +114,104 @@ public class BOBYQAOptimizer
*/
private int trustRegionCenterInterpolationPointIndex;
/**
* Last <em>n</em> columns of matrix H (where <em>n</em> is the dimension
* of the problem).
* XXX "bmat" in the original code.
*/
private Array2DRowRealMatrix bMatrix;
/**
* Factorization of the leading <em>npt</em> square submatrix of H, this
* factorization being Z Z<sup>T</sup>, which provides both the correct
* rank and positive semi-definiteness.
* XXX "zmat" in the original code.
*/
private Array2DRowRealMatrix zMatrix;
/**
* Coordinates of the interpolation points relative to {@link #originShift}.
* XXX "xpt" in the original code.
*/
private Array2DRowRealMatrix interpolationPoints;
/**
* Shift of origin that should reduce the contributions from rounding
* errors to values of the model and Lagrange functions.
* XXX "xbase" in the original code.
*/
private ArrayRealVector originShift;
/**
* Values of the objective function at the interpolation points.
* XXX "fval" in the original code.
*/
private ArrayRealVector fAtInterpolationPoints;
/**
* Displacement from {@link #originShift} of the trust region center.
* XXX "xopt" in the original code.
*/
private ArrayRealVector trustRegionCenterOffset;
/**
* Gradient of the quadratic model at {@link #originShift} +
* {@link #trustRegionCenterOffset}.
* XXX "gopt" in the original code.
*/
private ArrayRealVector gradientAtTrustRegionCenter;
/**
* Differences {@link #lowerBound} - {@link #originShift}.
* All the components of every {@link #trustRegionCenterOffset} are going
* to satisfy the bounds<br/>
* {@link #lowerBound}<sub>i</sub> &le;
* {@link #trustRegionCenterOffset}<sub>i</sub>,<br/>
* with appropriate equalities when {@link #trustRegionCenterOffset} is
* on a constraint boundary.
* XXX "sl" in the original code.
*/
private ArrayRealVector lowerDifference;
/**
* Differences {@link #upperBound} - {@link #originShift}
* All the components of every {@link #trustRegionCenterOffset} are going
* to satisfy the bounds<br/>
* {@link #trustRegionCenterOffset}<sub>i</sub> &le;
* {@link #upperBound}<sub>i</sub>,<br/>
* with appropriate equalities when {@link #trustRegionCenterOffset} is
* on a constraint boundary.
* XXX "su" in the original code.
*/
private ArrayRealVector upperDifference;
/**
/**
* Parameters of the implicit second derivatives of the quadratic model.
* XXX "pq" in the original code.
*/
private ArrayRealVector modelSecondDerivativesParameters;
/**
* Point chosen by function {@link #trsbox(double,ArrayRealVector,
* ArrayRealVector, ArrayRealVector,ArrayRealVector,ArrayRealVector) trsbox}
* or {@link #altmov(int,double) altmov}.
* Usually {@link #originShift} + {@link #newPoint} is the vector of
* variables for the next evaluation of the objective function.
* It also satisfies the constraints indicated in {@link #lowerDifference}
* and {@link #upperDifference}.
* XXX "xnew" in the original code.
*/
private ArrayRealVector newPoint;
/**
* Alternative to {@link #newPoint}, chosen by
* {@link #altmov(int,double) altmov}.
* It may replace {@link #newPoint} in order to increase the denominator
* in the {@link #update() updating procedure}.
* XXX "xalt" in the original code.
*/
private ArrayRealVector alternativeNewPoint;
/**
* Trial step from {@link #trustRegionCenterOffset} which is usually
* {@link #newPoint} - {@link #trustRegionCenterOffset}.
* XXX "d__" in the original code.
*/
private ArrayRealVector trialStepPoint;
/**
* Values of the Lagrange functions at a new point.
* XXX "vlag" in the original code.
*/
private ArrayRealVector lagrangeValuesAtNewPoint;
/**
* Explicit second derivatives of the quadratic model.
* XXX "hq" in the original code.
*/
private ArrayRealVector modelSecondDerivativesValues;