Author: erans
Date: Tue Oct 25 11:31:39 2011
New Revision: 1188614
URL: http://svn.apache.org/viewvc?rev=1188614&view=rev
Log:
MATH-621
Javadoc.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java?rev=1188614&r1=1188613&r2=1188614&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
Tue Oct 25 11:31:39 2011
@@ -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> ≤
+ * {@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> ≤
+ * {@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;
