1 /* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * http://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 18 package org.apache.commons.math3.optimization.general; 19 20 /** 21 * This interface represents a preconditioner for differentiable scalar 22 * objective function optimizers. 23 * @deprecated As of 3.1 (to be removed in 4.0). 24 * @since 2.0 25 */ 26 @Deprecated 27 public interface Preconditioner { 28 /** 29 * Precondition a search direction. 30 * <p> 31 * The returned preconditioned search direction must be computed fast or 32 * the algorithm performances will drop drastically. A classical approach 33 * is to compute only the diagonal elements of the hessian and to divide 34 * the raw search direction by these elements if they are all positive. 35 * If at least one of them is negative, it is safer to return a clone of 36 * the raw search direction as if the hessian was the identity matrix. The 37 * rationale for this simplified choice is that a negative diagonal element 38 * means the current point is far from the optimum and preconditioning will 39 * not be efficient anyway in this case. 40 * </p> 41 * @param point current point at which the search direction was computed 42 * @param r raw search direction (i.e. opposite of the gradient) 43 * @return approximation of H<sup>-1</sup>r where H is the objective function hessian 44 */ precondition(double[] point, double[] r)45 double[] precondition(double[] point, double[] r); 46 } 47