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

org.apache.commons.math3.optim.SimpleValueChecker
Simple implementation of the {@link ConvergenceChecker} interface usingonly objective function values. Convergence is considered to have been reached if either the relative difference between the objective function values is smaller than a threshold or if either the absolute difference between the objective function values is smaller than another threshold.
The {@link #converged(int,PointValuePair,PointValuePair) converged}method will also return {@code true} if the number of iterations has been set(see {@link #SimpleValueChecker(double,double,int) this constructor}). @since 3.0

                { -1,  1, 0 },
                {  0, -1, 1 }
        }, new double[] { 1, 1, 1});
        NonLinearConjugateGradientOptimizer optimizer
            = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                      new SimpleValueChecker(1e-6, 1e-6));
        PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 problem.getObjectiveFunction(),
                                 problem.getObjectiveFunctionGradient(),
                                 GoalType.MINIMIZE,

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                    }
                };


        NonLinearConjugateGradientOptimizer optimizer
           = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                     new SimpleValueChecker(1e-13, 1e-13),
                                                     new BrentSolver(),
                                                     preconditioner);


        PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),

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                {  2, 1,  3 },
                { -3, 0, -9 }
        }, new double[] { 1, 1, 1 });
        NonLinearConjugateGradientOptimizer optimizer
            = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                      new SimpleValueChecker(1e-6, 1e-6));
        PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 problem.getObjectiveFunction(),
                                 problem.getObjectiveFunctionGradient(),
                                 GoalType.MINIMIZE,

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                {  8.0, 6.0, 10.0,  9.0 },
                {  7.0, 5.0,  9.0, 10.0 }
        }, new double[] { 32, 23, 33, 31 });
        NonLinearConjugateGradientOptimizer optimizer
            = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                      new SimpleValueChecker(1e-13, 1e-13),
                                                      new BrentSolver(1e-15, 1e-15));
        PointValuePair optimum1
            = optimizer.optimize(new MaxEval(200),
                                 problem1.getObjectiveFunction(),
                                 problem1.getObjectiveFunctionGradient(),

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                { 2.0, 0.0,  1.0, 0.0 }
        }, new double[] { 7.0, 3.0, 5.0 });


        NonLinearConjugateGradientOptimizer optimizer
            = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                      new SimpleValueChecker(1e-6, 1e-6));
        PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 problem.getObjectiveFunction(),
                                 problem.getObjectiveFunctionGradient(),
                                 GoalType.MINIMIZE,

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                 { 0.0, 0.0, -1.0,  1.0, 0.0,  1.0 },
                 { 0.0, 0.0,  0.0, -1.0, 1.0,  0.0 }
        }, new double[] { 3.0, 12.0, -1.0, 7.0, 1.0 });
        NonLinearConjugateGradientOptimizer optimizer
           = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                     new SimpleValueChecker(1e-6, 1e-6));
        PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 problem.getObjectiveFunction(),
                                 problem.getObjectiveFunctionGradient(),
                                 GoalType.MINIMIZE,

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                { 1.0,  3.0 }
        }, new double[] { 3.0, 1.0, 5.0 });


        NonLinearConjugateGradientOptimizer optimizer
            = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                      new SimpleValueChecker(1e-6, 1e-6));
        PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 problem.getObjectiveFunction(),
                                 problem.getObjectiveFunctionGradient(),
                                 GoalType.MINIMIZE,

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                { 1.0,  3.0 }
        }, new double[] { 3.0, 1.0, 4.0 });


        NonLinearConjugateGradientOptimizer optimizer
            = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                      new SimpleValueChecker(1e-6, 1e-6));
        PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 problem.getObjectiveFunction(),
                                 problem.getObjectiveFunctionGradient(),
                                 GoalType.MINIMIZE,

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        problem.addPoint(110.0, -20.0);
        problem.addPoint( 35.0,  15.0);
        problem.addPoint( 45.0,  97.0);
        NonLinearConjugateGradientOptimizer optimizer
           = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                     new SimpleValueChecker(1e-30, 1e-30),
                                                     new BrentSolver(1e-15, 1e-13));
        PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 problem.getObjectiveFunction(),
                                 problem.getObjectiveFunctionGradient(),

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        Assert.assertTrue(optimizer.getIterations() > 0);
    }


    @Test
    public void testMaximize2() {
        SimplexOptimizer optimizer = new SimplexOptimizer(new SimpleValueChecker(1e-15, 1e-30));
        final FourExtrema fourExtrema = new FourExtrema();


        final PointValuePair optimum
            = optimizer.optimize(new MaxEval(200),
                                 new ObjectiveFunction(fourExtrema),

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

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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