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From Sébastien Brisard <sebastien.bris...@m4x.org>
Subject Re: [math] Usage of DifferentiableMultivariateRealFunction
Date Mon, 14 May 2012 08:34:13 GMT
Hi Andreas,
>
> My Question: Can someone show me an example for the usage of
> DifferentiableMultivariateRealFunction and a matching optimizer. I
> understand the concept but the implementational details are hard to find.
> Here is what i understood:
>
> value: the value of the function.
>
> gradient(): an array containing all partial derivitivs gradients for the
> parameters.
>
> partialDerivitive: Value containing only one gradient of the function
>
>
> if i provide this basic implementation i should pass this to the optimizer.
> Or do i have to provide an extra target function to the optimizer as
> inicated by some optinmizers with the <FUNC> operator?
>

The user guide [1] shows a detailed example of the use of the
Levenberg-Marquardt optimized. Also, you can have a look to the new
AbstractLeastSquaresOptimizerAbstractTest [2] (available only through
svn). The doTestStRD is another illustration.

Hope this helps,
Sébastien

[1] http://commons.apache.org/math/userguide/optimization.html
[2] http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizerAbstractTest.java?view=markup,
line 470


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