Examples of BrentOptimizer

Examples of org.apache.commons.math.optimization.univariate.BrentOptimizer

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   */
  @Internal
  public static double fmin(@Current Context context, @Current Environment rho,
                          Function fn, double lower, double upper, double tol) {

    BrentOptimizer optimizer = new BrentOptimizer();
    optimizer.setAbsoluteAccuracy(tol);
    try {
      return optimizer.optimize(new UnivariateRealClosure(context, rho, fn), GoalType.MINIMIZE, lower, upper);
    } catch (MaxIterationsExceededException e) {
      throw new EvalException("maximum iterations reached", e);
    } catch (FunctionEvaluationException e) {
      throw new EvalException(e);
    }
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Examples of org.apache.commons.math.optimization.univariate.BrentOptimizer

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        BracketFinder bracketFinder = new BracketFinder(growthLimit,
            maxIterations);

        bracketFinder.search(function, goal, min, max);

        BrentOptimizer extremaFinder = new BrentOptimizer();

        extremeTime = extremaFinder.optimize(function, goal,
            bracketFinder.getLo(), bracketFinder.getHi(),
            bracketFinder.getMid())
            + zeroPoint; // TODO: or - zeroPoint?

        extremeMag = extremaFinder.getFunctionValue();

      } catch (FunctionEvaluationException e) {
        maxIterations *= 10;
      } catch (MaxIterationsExceededException e) {
        maxIterations *= 10;
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Examples of org.apache.commons.math.optimization.univariate.BrentOptimizer

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public class MultiStartUnivariateRealOptimizerTest {

    @Test
    public void testSinMin() throws MathException {
        UnivariateRealFunction f = new SinFunction();
        UnivariateRealOptimizer underlying = new BrentOptimizer();
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(44428400075l);
        MultiStartUnivariateRealOptimizer minimizer =
            new MultiStartUnivariateRealOptimizer(underlying, 10, g);
        minimizer.optimize(f, GoalType.MINIMIZE, -100.0, 100.0);
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Examples of org.apache.commons.math.optimization.univariate.BrentOptimizer

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    @Test
    public void testQuinticMin() throws MathException {
        // The quintic function has zeros at 0, +-0.5 and +-1.
        // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
        UnivariateRealFunction f = new QuinticFunction();
        UnivariateRealOptimizer underlying = new BrentOptimizer();
        underlying.setRelativeAccuracy(1e-15);
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(4312000053L);
        MultiStartUnivariateRealOptimizer minimizer =
            new MultiStartUnivariateRealOptimizer(underlying, 5, g);
        minimizer.setAbsoluteAccuracy(10 * minimizer.getAbsoluteAccuracy());
 
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Examples of org.apache.commons.math.optimization.univariate.BrentOptimizer

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public class MultiStartUnivariateRealOptimizerTest {

    @Test
    public void testSinMin() throws MathException {
        UnivariateRealFunction f = new SinFunction();
        UnivariateRealOptimizer underlying = new BrentOptimizer();
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(44428400075l);
        MultiStartUnivariateRealOptimizer minimizer =
            new MultiStartUnivariateRealOptimizer(underlying, 10, g);
        minimizer.optimize(f, GoalType.MINIMIZE, -100.0, 100.0);
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Examples of org.apache.commons.math.optimization.univariate.BrentOptimizer

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    @Test
    public void testQuinticMin() throws MathException {
        // The quintic function has zeros at 0, +-0.5 and +-1.
        // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
        UnivariateRealFunction f = new QuinticFunction();
        UnivariateRealOptimizer underlying = new BrentOptimizer();
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(4312000053l);
        MultiStartUnivariateRealOptimizer minimizer =
            new MultiStartUnivariateRealOptimizer(underlying, 5, g);
        minimizer.setAbsoluteAccuracy(10 * minimizer.getAbsoluteAccuracy());
 
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Examples of org.apache.commons.math3.optim.univariate.BrentOptimizer

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    public LineSearch(MultivariateOptimizer optimizer,
                      double relativeTolerance,
                      double absoluteTolerance,
                      double initialBracketingRange) {
        mainOptimizer = optimizer;
        lineOptimizer = new BrentOptimizer(REL_TOL_UNUSED,
                                           ABS_TOL_UNUSED,
                                           new SimpleUnivariateValueChecker(relativeTolerance,
                                                                            absoluteTolerance));
        this.initialBracketingRange = initialBracketingRange;
    }
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Examples of org.apache.commons.math3.optim.univariate.BrentOptimizer

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    public LineSearch(MultivariateOptimizer optimizer,
                      double relativeTolerance,
                      double absoluteTolerance,
                      double initialBracketingRange) {
        mainOptimizer = optimizer;
        lineOptimizer = new BrentOptimizer(REL_TOL_UNUSED,
                                           ABS_TOL_UNUSED,
                                           new SimpleUnivariateValueChecker(relativeTolerance,
                                                                            absoluteTolerance));
        this.initialBracketingRange = initialBracketingRange;
    }
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Examples of org.apache.commons.math3.optimization.univariate.BrentOptimizer

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public class UnivariateMultiStartOptimizerTest {

    @Test
    public void testSinMin() {
        UnivariateFunction f = new SinFunction();
        UnivariateOptimizer underlying = new BrentOptimizer(1e-10, 1e-14);
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(44428400075l);
        UnivariateMultiStartOptimizer<UnivariateFunction> optimizer =
            new UnivariateMultiStartOptimizer<UnivariateFunction>(underlying, 10, g);
        optimizer.optimize(300, f, GoalType.MINIMIZE, -100.0, 100.0);
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Examples of org.apache.commons.math3.optimization.univariate.BrentOptimizer

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    @Test
    public void testQuinticMin() {
        // The quintic function has zeros at 0, +-0.5 and +-1.
        // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
        UnivariateFunction f = new QuinticFunction();
        UnivariateOptimizer underlying = new BrentOptimizer(1e-9, 1e-14);
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(4312000053L);
        UnivariateMultiStartOptimizer<UnivariateFunction> optimizer =
            new UnivariateMultiStartOptimizer<UnivariateFunction>(underlying, 5, g);
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