Package org.apache.commons.math3.random

Examples of org.apache.commons.math3.random.UncorrelatedRandomVectorGenerator

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            }
        };
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(16069223052l);
        RandomVectorGenerator generator =
                new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));
        MultiStartMultivariateVectorOptimizer optimizer =
                new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);

        optimizer.optimize(new MaxEval(100),
                           problem.getModelFunction(),
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        JacobianMultivariateVectorOptimizer underlyingOptimizer
            = new GaussNewtonOptimizer(true, new SimpleVectorValueChecker(1e-6, 1e-6));
        JDKRandomGenerator g = new JDKRandomGenerator();
        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 }),
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            });
        underlying.setSimplex(simplex);
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(16069223052l);
        RandomVectorGenerator generator =
            new UncorrelatedRandomVectorGenerator(2, new GaussianRandomGenerator(g));
        MultivariateMultiStartOptimizer optimizer =
            new MultivariateMultiStartOptimizer(underlying, 10, generator);
        PointValuePair optimum =
            optimizer.optimize(1100, rosenbrock, GoalType.MINIMIZE, new double[] { -1.2, 1.0 });
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            }
        };
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(753289573253l);
        RandomVectorGenerator generator =
            new UncorrelatedRandomVectorGenerator(new double[] { 50.0, 50.0 }, new double[] { 10.0, 10.0 },
                                                  new GaussianRandomGenerator(g));
        MultivariateDifferentiableMultiStartOptimizer optimizer =
            new MultivariateDifferentiableMultiStartOptimizer(underlying, 10, generator);
        PointValuePair optimum =
            optimizer.optimize(200, circle, GoalType.MINIMIZE, new double[] { 98.680, 47.345 });
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            = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE,
                                                      new SimpleValueChecker(1e-10, 1e-10));
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(753289573253l);
        RandomVectorGenerator generator
            = new UncorrelatedRandomVectorGenerator(new double[] { 50, 50 },
                                                    new double[] { 10, 10 },
                                                    new GaussianRandomGenerator(g));
        MultiStartMultivariateOptimizer optimizer
            = new MultiStartMultivariateOptimizer(underlying, 10, generator);
        PointValuePair optimum
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                {  3.5, -2.3 }
            });
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(16069223052l);
        RandomVectorGenerator generator
            = new UncorrelatedRandomVectorGenerator(2, new GaussianRandomGenerator(g));
        MultiStartMultivariateOptimizer optimizer
            = new MultiStartMultivariateOptimizer(underlying, 10, generator);
        PointValuePair optimum
            = optimizer.optimize(new MaxEval(1100),
                                 new ObjectiveFunction(rosenbrock),
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            }
        };
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(16069223052l);
        RandomVectorGenerator generator =
            new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));
        MultivariateDifferentiableVectorMultiStartOptimizer optimizer =
            new MultivariateDifferentiableVectorMultiStartOptimizer(underlyingOptimizer,
                                                                       10, generator);

        // no optima before first optimization attempt
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            }
        };
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(12373523445l);
        RandomVectorGenerator generator =
            new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));
        MultivariateDifferentiableVectorMultiStartOptimizer optimizer =
            new MultivariateDifferentiableVectorMultiStartOptimizer(underlyingOptimizer,
                                                                       10, generator);
        optimizer.optimize(100, new MultivariateDifferentiableVectorFunction() {
            public double[] value(double[] point) {
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        JacobianMultivariateVectorOptimizer underlyingOptimizer
            = new GaussNewtonOptimizer(true, new SimpleVectorValueChecker(1e-6, 1e-6));
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(16069223052l);
        RandomVectorGenerator generator
            = new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));
        MultiStartMultivariateVectorOptimizer optimizer
            = new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);

        optimizer.getOptima();
    }
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        JacobianMultivariateVectorOptimizer underlyingOptimizer
            = new GaussNewtonOptimizer(true, new SimpleVectorValueChecker(1e-6, 1e-6));
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(16069223052l);
        RandomVectorGenerator generator
            = new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));
        MultiStartMultivariateVectorOptimizer optimizer
            = new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);

        PointVectorValuePair optimum
            = optimizer.optimize(new MaxEval(100),
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Related Classes of org.apache.commons.math3.random.UncorrelatedRandomVectorGenerator

  • 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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