Package org.apache.commons.math3.optim.nonlinear.scalar

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

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        SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);
        final FourExtrema fourExtrema = new FourExtrema();

        final PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 new ObjectiveFunction(fourExtrema),
                                 GoalType.MINIMIZE,
                                 new InitialGuess(new double[] { -3, 0 }),
                                 new NelderMeadSimplex(new double[] { 0.2, 0.2 }));
        Assert.assertEquals(fourExtrema.xM, optimum.getPoint()[0], 2e-7);
        Assert.assertEquals(fourExtrema.yP, optimum.getPoint()[1], 2e-5);
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        SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);
        final FourExtrema fourExtrema = new FourExtrema();

        final PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 new ObjectiveFunction(fourExtrema),
                                 GoalType.MINIMIZE,
                                 new InitialGuess(new double[] { 1, 0 }),
                                 new NelderMeadSimplex(new double[] { 0.2, 0.2 }));
        Assert.assertEquals(fourExtrema.xP, optimum.getPoint()[0], 5e-6);
        Assert.assertEquals(fourExtrema.yM, optimum.getPoint()[1], 6e-6);
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        SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);
        final FourExtrema fourExtrema = new FourExtrema();

        final PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 new ObjectiveFunction(fourExtrema),
                                 GoalType.MAXIMIZE,
                                 new InitialGuess(new double[] { -3, 0 }),
                                 new NelderMeadSimplex(new double[] { 0.2, 0.2 }));
        Assert.assertEquals(fourExtrema.xM, optimum.getPoint()[0], 1e-5);
        Assert.assertEquals(fourExtrema.yM, optimum.getPoint()[1], 3e-6);
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        SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);
        final FourExtrema fourExtrema = new FourExtrema();

        final PointValuePair optimum
            = optimizer.optimize(new MaxEval(100),
                                 new ObjectiveFunction(fourExtrema),
                                 GoalType.MAXIMIZE,
                                 new InitialGuess(new double[] { 1, 0 }),
                                 new NelderMeadSimplex(new double[] { 0.2, 0.2 }));
        Assert.assertEquals(fourExtrema.xP, optimum.getPoint()[0], 4e-6);
        Assert.assertEquals(fourExtrema.yP, optimum.getPoint()[1], 5e-6);
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        Rosenbrock rosenbrock = new Rosenbrock();
        SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);
        PointValuePair optimum
        = optimizer.optimize(new MaxEval(100),
                             new ObjectiveFunction(rosenbrock),
                             GoalType.MINIMIZE,
                             new InitialGuess(new double[] { -1.2, 1 }),
                                new NelderMeadSimplex(new double[][] {
                                        { -1.2,  1 },
                                        { 0.9, 1.2 },
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    public void testPowell() {
        Powell powell = new Powell();
        SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);
        PointValuePair optimum =
            optimizer.optimize(new MaxEval(200),
                               new ObjectiveFunction(powell),
                               GoalType.MINIMIZE,
                               new InitialGuess(new double[] { 3, -1, 0, 1 }),
                               new NelderMeadSimplex(4));
        Assert.assertEquals(powell.getCount(), optimizer.getEvaluations());
        Assert.assertTrue(optimizer.getEvaluations() > 110);
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                }
            }, new double[] { 2.0, -3.0 });
        SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-6);
        PointValuePair optimum =
            optimizer.optimize(new MaxEval(200),
                               new ObjectiveFunction(ls),
                               GoalType.MINIMIZE,
                               new InitialGuess(new double[] { 10, 10 }),
                               new NelderMeadSimplex(2));
        Assert.assertEquals( 2, optimum.getPointRef()[0], 3e-5);
        Assert.assertEquals(-3, optimum.getPointRef()[1], 4e-4);
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                }
            }, new double[] { 2, -3 }, new double[] { 10, 0.1 });
        SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-6);
        PointValuePair optimum =
            optimizer.optimize(new MaxEval(200),
                               new ObjectiveFunction(ls),
                               GoalType.MINIMIZE,
                               new InitialGuess(new double[] { 10, 10 }),
                               new NelderMeadSimplex(2));
        Assert.assertEquals( 2, optimum.getPointRef()[0], 5e-5);
        Assert.assertEquals(-3, optimum.getPointRef()[1], 8e-4);
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                    { 1, 1.2 }, { 1.2, 2 }
                }));
        SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-6);
        PointValuePair optimum
            = optimizer.optimize(new MaxEval(200),
                                 new ObjectiveFunction(ls),
                                 GoalType.MINIMIZE,
                                 new InitialGuess(new double[] { 10, 10 }),
                                 new NelderMeadSimplex(2));
        Assert.assertEquals( 2, optimum.getPointRef()[0], 2e-3);
        Assert.assertEquals(-3, optimum.getPointRef()[1], 8e-4);
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    @Test(expected=TooManyEvaluationsException.class)
    public void testMaxIterations() {
        Powell powell = new Powell();
        SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);
        optimizer.optimize(new MaxEval(20),
                           new ObjectiveFunction(powell),
                           GoalType.MINIMIZE,
                           new InitialGuess(new double[] { 3, -1, 0, 1 }),
                           new NelderMeadSimplex(4));
    }
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Related Classes of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

  • 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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