Package org.apache.commons.math.optimization

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

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    /** {@inheritDoc} */
    @Override
    protected void iterateSimplex(final Comparator<RealPointValuePair> comparator)
        throws FunctionEvaluationException, OptimizationException, IllegalArgumentException {

        final RealConvergenceChecker checker = getConvergenceChecker();
        while (true) {

            incrementIterationsCounter();

            // save the original vertex
            final RealPointValuePair[] original = simplex;
            final RealPointValuePair best = original[0];

            // perform a reflection step
            final RealPointValuePair reflected = evaluateNewSimplex(original, 1.0, comparator);
            if (comparator.compare(reflected, best) < 0) {

                // compute the expanded simplex
                final RealPointValuePair[] reflectedSimplex = simplex;
                final RealPointValuePair expanded = evaluateNewSimplex(original, khi, comparator);
                if (comparator.compare(reflected, expanded) <= 0) {
                    // accept the reflected simplex
                    simplex = reflectedSimplex;
                }

                return;

            }

            // compute the contracted simplex
            final RealPointValuePair contracted = evaluateNewSimplex(original, gamma, comparator);
            if (comparator.compare(contracted, best) < 0) {
                // accept the contracted simplex
                return;
            }

            // check convergence
            final int iter = getIterations();
            boolean converged = true;
            for (int i = 0; i < simplex.length; ++i) {
                converged &= checker.converged(iter, original[i], simplex[i]);
            }
            if (converged) {
                return;
            }

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    /** {@inheritDoc} */
    @Override
    protected void iterateSimplex(final Comparator<RealPointValuePair> comparator)
        throws FunctionEvaluationException, OptimizationException, IllegalArgumentException {

        final RealConvergenceChecker checker = getConvergenceChecker();
        while (true) {

            incrementIterationsCounter();

            // save the original vertex
            final RealPointValuePair[] original = simplex;
            final RealPointValuePair best = original[0];

            // perform a reflection step
            final RealPointValuePair reflected = evaluateNewSimplex(original, 1.0, comparator);
            if (comparator.compare(reflected, best) < 0) {

                // compute the expanded simplex
                final RealPointValuePair[] reflectedSimplex = simplex;
                final RealPointValuePair expanded = evaluateNewSimplex(original, khi, comparator);
                if (comparator.compare(reflected, expanded) <= 0) {
                    // accept the reflected simplex
                    simplex = reflectedSimplex;
                }

                return;

            }

            // compute the contracted simplex
            final RealPointValuePair contracted = evaluateNewSimplex(original, gamma, comparator);
            if (comparator.compare(contracted, best) < 0) {
                // accept the contracted simplex
                return;
            }

            // check convergence
            final int iter = getIterations();
            boolean converged = true;
            for (int i = 0; i < simplex.length; ++i) {
                converged &= checker.converged(iter, original[i], simplex[i]);
            }
            if (converged) {
                return;
            }

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Related Classes of org.apache.commons.math.optimization.RealConvergenceChecker

  • org.apache.commons.math.optimization.direct.MultiDirectional
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