Package org.apache.commons.math3.optim

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

773
774
775
776
777
778
779
780
781
782
783
784
            Assert.fail("expected TooManyIterationsException");
        } catch (TooManyIterationsException ex) {
            // expected
        }
       
        final PointValuePair solution = callback.getSolution();
        Assert.assertNotNull(solution);
        Assert.assertTrue(validSolution(solution, constraints, 1e-4));
        Assert.assertFalse(callback.isSolutionOptimal());
        // the solution is clearly not optimal: optimal = 10.0
        Assert.assertEquals(7.0, solution.getValue(), 1e-4);
    }
View Full Code Here
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
        problem.addPoint( 45.0,  97.0);
        NonLinearConjugateGradientOptimizer optimizer
           = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                     new SimpleValueChecker(1e-30, 1e-30),
                                                     1e-15, 1e-13, 1);
        PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 problem.getObjectiveFunction(),
                                 problem.getObjectiveFunctionGradient(),
                                 GoalType.MINIMIZE,
                                 new InitialGuess(new double[] { 98.680, 47.345 }));
        Vector2D center = new Vector2D(optimum.getPointRef()[0], optimum.getPointRef()[1]);
        Assert.assertEquals(69.960161753, problem.getRadius(center), 1.0e-8);
        Assert.assertEquals(96.075902096, center.getX(), 1.0e-7);
        Assert.assertEquals(48.135167894, center.getY(), 1.0e-6);
    }
View Full Code Here
49
50
51
52
53
54
55
56
57
58
59
60
        constraints.add(new LinearConstraint(new double[] {0.5, -1.5, -0.5, 1}, Relationship.LEQ, 0));
        constraints.add(new LinearConstraint(new double[] {  1,    0,    0, 0}, Relationship.LEQ, 1));
       
        double epsilon = 1e-6;
        SimplexSolver solver = new SimplexSolver();
        PointValuePair solution = solver.optimize(f, new LinearConstraintSet(constraints),
                                                  GoalType.MAXIMIZE,
                                                  new NonNegativeConstraint(true),
                                                  PivotSelectionRule.BLAND);
        Assert.assertEquals(1.0d, solution.getValue(), epsilon);
        Assert.assertTrue(validSolution(solution, constraints, epsilon));
    }
View Full Code Here
73
74
75
76
77
78
79
80
81
82
        constraints.add(new LinearConstraint(new double[] {25.0, -7.0, -99.0, -78.0, -25.0, -14.0, -16.0, -89.0, -39.0, -56.0, -53.0, -9.0, -18.0, -26.0, -11.0, -61.0,}, Relationship.GEQ, 0.0));
        constraints.add(new LinearConstraint(new double[] {33.0, -95.0, -15.0, -4.0, -33.0, -3.0, -20.0, -96.0, -27.0, -13.0, -80.0, -24.0, -3.0, -13.0, -57.0, -76.0,}, Relationship.GEQ, 0.0));
        constraints.add(new LinearConstraint(new double[] {7.0, -95.0, -39.0, -93.0, -7.0, -94.0, -94.0, -62.0, -76.0, -26.0, -53.0, -57.0, -31.0, -76.0, -53.0, -52.0,}, Relationship.GEQ, 0.0));
       
        double epsilon = 1e-6;
        PointValuePair solution = new SimplexSolver().optimize(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                               GoalType.MINIMIZE, new NonNegativeConstraint(true));
        Assert.assertEquals(1.0d, solution.getValue(), epsilon);
        Assert.assertTrue(validSolution(solution, constraints, epsilon));
    }
View Full Code Here
95
96
97
98
99
100
101
102
103
104
105
106
        constraints.add(new LinearConstraint(new double[] {41.0, -96.0, -41.0, -48.0, -70.0, -43.0, -43.0, -43.0, -97.0, -37.0, -85.0, -70.0, -45.0, -67.0, -87.0, -69.0, -94.0, -54.0, -54.0, -92.0, -79.0, -10.0, -35.0, -20.0, -41.0, -41.0, -65.0, -25.0, -12.0, -8.0, -46.0,}, Relationship.GEQ, 0.0));
        constraints.add(new LinearConstraint(new double[] {27.0, -42.0, -65.0, -49.0, -53.0, -42.0, -17.0, -2.0, -61.0, -31.0, -76.0, -47.0, -8.0, -93.0, -86.0, -62.0, -65.0, -63.0, -22.0, -43.0, -27.0, -23.0, -32.0, -74.0, -27.0, -63.0, -47.0, -78.0, -29.0, -95.0, -73.0,}, Relationship.GEQ, 0.0));
        constraints.add(new LinearConstraint(new double[] {15.0, -46.0, -41.0, -83.0, -98.0, -99.0, -21.0, -35.0, -7.0, -14.0, -80.0, -63.0, -18.0, -42.0, -5.0, -34.0, -56.0, -70.0, -16.0, -18.0, -74.0, -61.0, -47.0, -41.0, -15.0, -79.0, -18.0, -47.0, -88.0, -68.0, -55.0,}, Relationship.GEQ, 0.0));
       
        double epsilon = 1e-6;
        PointValuePair solution = new SimplexSolver().optimize(DEFAULT_MAX_ITER, f,
                                                               new LinearConstraintSet(constraints),
                                                               GoalType.MINIMIZE, new NonNegativeConstraint(true),
                                                               PivotSelectionRule.BLAND);
        Assert.assertEquals(1.0d, solution.getValue(), epsilon);
        Assert.assertTrue(validSolution(solution, constraints, epsilon));       
    }
View Full Code Here
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
                wrapped.boundedToUnbounded(new double[] { 1.5, 2.75 }),
                wrapped.boundedToUnbounded(new double[] { 1.5, 2.95 }),
                wrapped.boundedToUnbounded(new double[] { 1.7, 2.90 })
            });

        final PointValuePair optimum
            = optimizer.optimize(new MaxEval(300),
                                 new ObjectiveFunction(wrapped),
                                 simplex,
                                 GoalType.MINIMIZE,
                                 new InitialGuess(wrapped.boundedToUnbounded(new double[] { 1.5, 2.25 })));
        final double[] bounded = wrapped.unboundedToBounded(optimum.getPoint());

        Assert.assertEquals(biQuadratic.getBoundedXOptimum(), bounded[0], 2e-7);
        Assert.assertEquals(biQuadratic.getBoundedYOptimum(), bounded[1], 2e-7);
    }
View Full Code Here
114
115
116
117
118
119
120
121
122
123
124
125
126
        constraints.add(new LinearConstraint(new double[] { -1, 1, 1 }, Relationship.LEQ, -1));
        constraints.add(new LinearConstraint(new double[] { 2, -3, 1 }, Relationship.LEQ, -1));

        double epsilon = 1e-6;
        SimplexSolver solver = new SimplexSolver();
        PointValuePair solution = solver.optimize(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                  GoalType.MAXIMIZE, new NonNegativeConstraint(false));

        Assert.assertTrue(Precision.compareTo(solution.getPoint()[0], 0.0d, epsilon) > 0);
        Assert.assertTrue(Precision.compareTo(solution.getPoint()[1], 0.0d, epsilon) > 0);
        Assert.assertTrue(Precision.compareTo(solution.getPoint()[2], 0.0d, epsilon) < 0);
        Assert.assertEquals(2.0d, solution.getValue(), epsilon);
    }
View Full Code Here
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
                wrapped.boundedToUnbounded(new double[] { 1.5, 2.75 }),
                wrapped.boundedToUnbounded(new double[] { 1.5, 2.95 }),
                wrapped.boundedToUnbounded(new double[] { 1.7, 2.90 })
            });

        final PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 new ObjectiveFunction(wrapped),
                                 simplex,
                                 GoalType.MINIMIZE,
                                 new InitialGuess(wrapped.boundedToUnbounded(new double[] { 1.5, 2.25 })));
        final double[] bounded = wrapped.unboundedToBounded(optimum.getPoint());

        Assert.assertEquals(biQuadratic.getBoundedXOptimum(), bounded[0], 2e-7);
        Assert.assertEquals(biQuadratic.getBoundedYOptimum(), bounded[1], 2e-7);
    }
View Full Code Here
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
                wrapped.boundedToUnbounded(new double[] { 1.5, 2.75 }),
                wrapped.boundedToUnbounded(new double[] { 1.5, 2.95 }),
                wrapped.boundedToUnbounded(new double[] { 1.7, 2.90 })
            });

        final PointValuePair optimum
            = optimizer.optimize(new MaxEval(300),
                                 new ObjectiveFunction(wrapped),
                                 simplex,
                                 GoalType.MINIMIZE,
                                 new InitialGuess(wrapped.boundedToUnbounded(new double[] { 1.5, 2.25 })));
        final double[] bounded = wrapped.unboundedToBounded(optimum.getPoint());

        Assert.assertEquals(biQuadratic.getBoundedXOptimum(), bounded[0], 2e-7);
        Assert.assertEquals(biQuadratic.getBoundedYOptimum(), bounded[1], 2e-7);
    }
View Full Code Here
131
132
133
134
135
136
137
138
139
140
141
        ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
        constraints.add(new LinearConstraint(new double[] {1, 0}, Relationship.EQ, 1));

        double epsilon = 1e-6;
        SimplexSolver solver = new SimplexSolver();
        PointValuePair solution = solver.optimize(DEFAULT_MAX_ITER, f, new LinearConstraintSet(constraints),
                                                  GoalType.MINIMIZE, new NonNegativeConstraint(true));

        Assert.assertTrue(Precision.compareTo(solution.getPoint()[0], 0.0d, epsilon) >= 0);
        Assert.assertTrue(Precision.compareTo(solution.getPoint()[1], 0.0d, epsilon) >= 0);
    }
View Full Code Here
TOP

Related Classes of org.apache.commons.math3.optim.PointValuePair

  • 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
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.