Package org.apache.commons.math.optimization.univariate

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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        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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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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    @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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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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    @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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Related Classes of org.apache.commons.math.optimization.univariate.BrentOptimizer

  • org.aavso.tools.vstar.util.ApacheCommonsExtremaFinder
  • org.apache.commons.math.optimization.MultiStartUnivariateRealOptimizerTest
  • org.renjin.stats.internals.optimize.Optimizations
  • org.apache.commons.math.exception.NotStrictlyPositiveException
  • org.apache.commons.math.MaxIterationsExceededException
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