Package org.apache.commons.math.optimization

Examples of org.apache.commons.math.optimization.PointCostPair

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    } catch (Exception e) {
        fail("wrong exception caught: " + e.getMessage());
    }

    count = 0;
    PointCostPair optimum =
        nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3),
                    new double[][] {
                      { -1.2, 1.0 }, { 0.9, 1.2 }, { 3.5, -2.3 }
                    }, 10, 1642738l);

    assertTrue(count > 700);
    assertTrue(count < 800);
    assertEquals(0.0, optimum.getCost(), 5.0e-5);
    assertEquals(1.0, optimum.getPoint()[0], 0.01);
    assertEquals(1.0, optimum.getPoint()[1], 0.01);

    PointCostPair[] minima = nm.getMinima();
    assertEquals(10, minima.length);
    assertNotNull(minima[0]);
    assertNull(minima[minima.length - 1]);
    for (int i = 0; i < minima.length; ++i) {
        if (minima[i] == null) {
            if ((i + 1) < minima.length) {
                assertTrue(minima[i+1] == null);
            }
        } else {
            if (i > 0) {
                assertTrue(minima[i-1].getCost() <= minima[i].getCost());
            }
        }
    }

    RandomGenerator rg = new JDKRandomGenerator();
    rg.setSeed(64453353l);
    RandomVectorGenerator rvg =
        new UncorrelatedRandomVectorGenerator(new double[] { 0.9, 1.1 },
                                              new double[] { 0.2, 0.2 },
                                              new UniformRandomGenerator(rg));
    optimum =
        nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3), rvg);
    assertEquals(0.0, optimum.getCost(), 2.0e-4);
    optimum =
        nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3), rvg, 3);
    assertEquals(0.0, optimum.getCost(), 3.0e-5);

  }
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        }
      };

    count = 0;
    NelderMead nm = new NelderMead();
    PointCostPair optimum =
      nm.minimize(powell, 200, new ValueChecker(1.0e-3),
                  new double[] {  3.0, -1.0, 0.0, 1.0 },
                  new double[] {  4.0,  0.0, 1.0, 2.0 },
                  1, 1642738l);
    assertTrue(count < 150);
    assertEquals(0.0, optimum.getCost(), 6.0e-4);
    assertEquals(0.0, optimum.getPoint()[0], 0.07);
    assertEquals(0.0, optimum.getPoint()[1], 0.07);
    assertEquals(0.0, optimum.getPoint()[2], 0.07);
    assertEquals(0.0, optimum.getPoint()[3], 0.07);

  }
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    public ValueChecker(double threshold) {
      this.threshold = threshold;
    }

    public boolean converged(PointCostPair[] simplex) {
      PointCostPair smallest = simplex[0];
      PointCostPair largest  = simplex[simplex.length - 1];
      return (largest.getCost() - smallest.getCost()) < threshold;
    }
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          return 100 * a * a + b * b;
        }
      };

    count = 0;
    PointCostPair optimum =
      new MultiDirectional().minimize(rosenbrock, 100, new ValueChecker(1.0e-3),
                                      new double[][] {
                                        { -1.2,  1.0 }, { 0.9, 1.2 } , {  3.5, -2.3 }
                                      });

    assertTrue(count > 60);
    assertTrue(optimum.getCost() > 0.01);

  }
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          return a * a + 5 * b * b + c * c * c * c + 10 * d * d * d * d;
        }
      };

    count = 0;
    PointCostPair optimum =
      new MultiDirectional().minimize(powell, 1000, new ValueChecker(1.0e-3),
                                      new double[] {  3.0, -1.0, 0.0, 1.0 },
                                      new double[] {  4.0,  0.0, 1.0, 2.0 });
    assertTrue(count > 850);
    assertTrue(optimum.getCost() > 0.015);

  }
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    public ValueChecker(double threshold) {
      this.threshold = threshold;
    }

    public boolean converged(PointCostPair[] simplex) {
      PointCostPair smallest = simplex[0];
      PointCostPair largest  = simplex[simplex.length - 1];
      return (largest.getCost() - smallest.getCost()) < threshold;
    }
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Related Classes of org.apache.commons.math.optimization.PointCostPair

  • org.apache.commons.math.optimization.MultiDirectionalTest
  • org.apache.commons.math.optimization.MultiDirectionalTest$ValueChecker
  • org.apache.commons.math.optimization.NelderMeadTest
  • org.apache.commons.math.optimization.NelderMeadTest$ValueChecker
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