Package org.ddogleg.optimization

Class FactoryOptimization

java.lang.Object

org.ddogleg.optimization.FactoryOptimization

public class FactoryOptimization
extends Object

Creates optimization algorithms using easy to use interfaces. These implementations/interfaces are designed to be easy to use and effective for most tasks. If more control is needed then create an implementation directly.

Constructor Summary

Constructors

Constructor	Description
FactoryOptimization()

Method Summary

Modifier and Type	Method	Description
static UnconstrainedLeastSquares<DMatrixRMaj>	cauchy(@Nullable ConfigTrustRegion config)	Creates a dense trust region least-squares optimization using cauchy steps.
static UnconstrainedLeastSquares<DMatrixRMaj>	dogleg(@Nullable ConfigTrustRegion config, boolean robust)	Creates a dense trust region least-squares optimization using dogleg steps.
static UnconstrainedMinimization	doglegBFGS(@Nullable ConfigTrustRegion config)	Dense trust-region unconstrained minimization using Dogleg steps and BFGS to estimate the Hessian.
static UnconstrainedLeastSquaresSchur<DMatrixRMaj>	doglegSchur(boolean robust, @Nullable ConfigTrustRegion config)	Creates a sparse Schur Complement trust region optimization using dogleg steps.
static UnconstrainedLeastSquares<DMatrixRMaj>	levenbergMarquardt(@Nullable ConfigLevenbergMarquardt config, boolean robust)
static UnconstrainedLeastSquaresSchur<DMatrixRMaj>	levenbergMarquardtSchur(boolean robust, @Nullable ConfigLevenbergMarquardt config)	LM with Schur Complement
static QuasiNewtonBFGS_to_UnconstrainedMinimization	quasiNewtonBfgs(@Nullable ConfigQuasiNewton config)	Returns an implementation of QuasiNewtonBFGS with LineSearchMore94 for the internal line search.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

FactoryOptimization

public FactoryOptimization()

Method Details

doglegSchur

public static UnconstrainedLeastSquaresSchur<DMatrixRMaj> doglegSchur(boolean robust,
 @Nullable
 @Nullable ConfigTrustRegion config)

Creates a sparse Schur Complement trust region optimization using dogleg steps.

Parameters:

config - Trust region configuration

Returns:

The new optimization routine

See Also:

• UnconLeastSqTrustRegionSchur_F64

quasiNewtonBfgs

public static QuasiNewtonBFGS_to_UnconstrainedMinimization quasiNewtonBfgs(@Nullable
 @Nullable ConfigQuasiNewton config)

Returns an implementation of QuasiNewtonBFGS with LineSearchMore94 for the internal line search. This is a specific implementation of UnconstrainedMinimization and allows full access to all tuning parameters.

Returns:

UnconstrainedMinimization

dogleg

public static UnconstrainedLeastSquares<DMatrixRMaj> dogleg(@Nullable
 @Nullable ConfigTrustRegion config,
 boolean robust)

Creates a dense trust region least-squares optimization using dogleg steps. Solver works on the B=J^TJ matrix.

Parameters:

config - Trust region configuration

Returns:

The new optimization routine

See Also:

• UnconLeastSqTrustRegion_F64

cauchy

public static UnconstrainedLeastSquares<DMatrixRMaj> cauchy(@Nullable
 @Nullable ConfigTrustRegion config)

Creates a dense trust region least-squares optimization using cauchy steps.

Parameters:

config - Trust region configuration

Returns:

The new optimization routine

See Also:

• UnconLeastSqTrustRegion_F64

doglegBFGS

public static UnconstrainedMinimization doglegBFGS(@Nullable
 @Nullable ConfigTrustRegion config)

Dense trust-region unconstrained minimization using Dogleg steps and BFGS to estimate the Hessian.

Parameters:

config - Trust region configuration

Returns:

The new optimization routine

levenbergMarquardt

public static UnconstrainedLeastSquares<DMatrixRMaj> levenbergMarquardt(@Nullable
 @Nullable ConfigLevenbergMarquardt config,
 boolean robust)

levenbergMarquardtSchur

public static UnconstrainedLeastSquaresSchur<DMatrixRMaj> levenbergMarquardtSchur(boolean robust,
 @Nullable
 @Nullable ConfigLevenbergMarquardt config)

LM with Schur Complement

Parameters:

robust - If true then a slow by robust solver is used. true = use SVD

config - configuration for LM

Returns:

the solver