Package org.apache.commons.math3.optim

Examples of org.apache.commons.math3.optim.MaxEval

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    @Test
    public void testQuinticMin() {
        // The function has local minima at -0.27195613 and 0.82221643.
        UnivariateFunction f = new QuinticFunction();
        UnivariateOptimizer optimizer = new BrentOptimizer(1e-10, 1e-14);
        Assert.assertEquals(-0.27195613, optimizer.optimize(new MaxEval(200),
                                                            new UnivariateObjectiveFunction(f),
                                                            GoalType.MINIMIZE,
                                                            new SearchInterval(-0.3, -0.2)).getPoint(), 1.0e-8);
        Assert.assertEquals( 0.82221643, optimizer.optimize(new MaxEval(200),
                                                            new UnivariateObjectiveFunction(f),
                                                            GoalType.MINIMIZE,
                                                            new SearchInterval(0.3,  0.9)).getPoint(), 1.0e-8);
        Assert.assertTrue(optimizer.getEvaluations() <= 50);

        // search in a large interval
        Assert.assertEquals(-0.27195613, optimizer.optimize(new MaxEval(200),
                                                            new UnivariateObjectiveFunction(f),
                                                            GoalType.MINIMIZE,
                                                            new SearchInterval(-1.0, 0.2)).getPoint(), 1.0e-8);
        Assert.assertTrue(optimizer.getEvaluations() <= 50);
    }
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        final double max = 0.25;
        final int nSamples = 200;
        final double delta = (max - min) / nSamples;
        for (int i = 0; i < nSamples; i++) {
            final double start = min + i * delta;
            stat[0].addValue(optimizer.optimize(new MaxEval(40),
                                                new UnivariateObjectiveFunction(f),
                                                GoalType.MINIMIZE,
                                                new SearchInterval(min, max, start)).getPoint());
            stat[1].addValue(optimizer.getEvaluations());
        }
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    public void testQuinticMax() {
        // The quintic function has zeros at 0, +-0.5 and +-1.
        // The function has a local maximum at 0.27195613.
        UnivariateFunction f = new QuinticFunction();
        UnivariateOptimizer optimizer = new BrentOptimizer(1e-12, 1e-14);
        Assert.assertEquals(0.27195613, optimizer.optimize(new MaxEval(100),
                                                           new UnivariateObjectiveFunction(f),
                                                           GoalType.MAXIMIZE,
                                                           new SearchInterval(0.2, 0.3)).getPoint(), 1e-8);
        try {
            optimizer.optimize(new MaxEval(5),
                               new UnivariateObjectiveFunction(f),
                               GoalType.MAXIMIZE,
                               new SearchInterval(0.2, 0.3));
            Assert.fail("an exception should have been thrown");
        } catch (TooManyEvaluationsException miee) {
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    public void testMinEndpoints() {
        UnivariateFunction f = new Sin();
        UnivariateOptimizer optimizer = new BrentOptimizer(1e-8, 1e-14);

        // endpoint is minimum
        double result = optimizer.optimize(new MaxEval(50),
                                           new UnivariateObjectiveFunction(f),
                                           GoalType.MINIMIZE,
                                           new SearchInterval(3 * Math.PI / 2, 5)).getPoint();
        Assert.assertEquals(3 * Math.PI / 2, result, 1e-6);

        result = optimizer.optimize(new MaxEval(50),
                                    new UnivariateObjectiveFunction(f),
                                    GoalType.MINIMIZE,
                                    new SearchInterval(4, 3 * Math.PI / 2)).getPoint();
        Assert.assertEquals(3 * Math.PI / 2, result, 1e-6);
    }
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                    return a + b + c;
                }
            };

        UnivariateOptimizer optimizer = new BrentOptimizer(1e-10, 1e-8);
        final double result = optimizer.optimize(new MaxEval(1483),
                                                 new UnivariateObjectiveFunction(f),
                                                 GoalType.MINIMIZE,
                                                 new SearchInterval(Double.MIN_VALUE,
                                                                    Double.MAX_VALUE)).getPoint();
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        // even with the previous implementation.
        final double relTol = 1e-8;
        final UnivariateOptimizer optimizer = new BrentOptimizer(relTol, 1e-100);
        final double init = minSin + 1.5 * offset;
        final UnivariatePointValuePair result
            = optimizer.optimize(new MaxEval(200),
                                 new UnivariateObjectiveFunction(f),
                                 GoalType.MINIMIZE,
                                 new SearchInterval(minSin - 6.789 * delta,
                                                    minSin + 9.876 * delta,
                                                    init));
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        final UnivariateFunction f2 = new StepFunction(new double[] { minSin, minSin + offset, minSin + 5 * offset },
                                                       new double[] { 0, -1, 0 });
        final UnivariateFunction f = FunctionUtils.add(f1, f2);
        final UnivariateOptimizer optimizer = new BrentOptimizer(1e-8, 1e-100);
        final UnivariatePointValuePair result
            = optimizer.optimize(new MaxEval(200),
                                 new UnivariateObjectiveFunction(f),
                                 GoalType.MINIMIZE,
                                 new SearchInterval(minSin - 6.789 * delta,
                                                    minSin + 9.876 * delta));

 
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            = new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));
        MultiStartMultivariateVectorOptimizer optimizer
            = new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);

        PointVectorValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 problem.getModelFunction(),
                                 problem.getModelFunctionJacobian(),
                                 problem.getTarget(),
                                 new Weight(new double[] { 1 }),
                                 new InitialGuess(new double[] { 0 }));
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        RandomVectorGenerator generator =
                new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));
        MultiStartMultivariateVectorOptimizer optimizer =
                new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);

        optimizer.optimize(new MaxEval(100),
                           problem.getModelFunction(),
                           problem.getModelFunctionJacobian(),
                           problem.getTarget(),
                           new Weight(new double[] { 1 }),
                           new InitialGuess(new double[] { 0 }),
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        g.setSeed(12373523445l);
        RandomVectorGenerator generator
            = new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));
        MultiStartMultivariateVectorOptimizer optimizer
            = new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);
        optimizer.optimize(new MaxEval(100),
                           new Target(new double[] { 0 }),
                           new Weight(new double[] { 1 }),
                           new InitialGuess(new double[] { 0 }),
                           new ModelFunction(new MultivariateVectorFunction() {
                                   public double[] value(double[] point) {
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Related Classes of org.apache.commons.math3.optim.MaxEval

  • org.apache.commons.math3.analysis.differentiation.DerivativeStructure
  • org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableVectorFunction
  • org.apache.commons.math3.analysis.function.HarmonicOscillator
  • org.apache.commons.math3.analysis.function.Sin
  • org.apache.commons.math3.analysis.function.Sinc
  • org.apache.commons.math3.analysis.MultivariateFunction
  • org.apache.commons.math3.analysis.QuinticFunction
  • org.apache.commons.math3.analysis.solvers.BrentSolver
  • org.apache.commons.math3.analysis.UnivariateFunction
  • org.apache.commons.math3.complex.Complex
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