Package org.apache.commons.math.optimization

Examples of org.apache.commons.math.optimization.NelderMead.minimize()

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      };

    count = 0;
    NelderMead nm = new NelderMead();
    try {
      nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3),
                  new double[][] {
                    { -1.2, 1.0 }, { 3.5, -2.3 }, { 0.4, 1.5 }
                  }, 1, 5384353l);
      fail("an exception should have been thrown");
    } catch (ConvergenceException ce) {
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        fail("wrong exception caught: " + e.getMessage());
    }

    count = 0;
    PointCostPair optimum =
        nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3),
                    new double[][] {
                      { -1.2, 1.0 }, { 0.9, 1.2 }, { 3.5, -2.3 }
                    }, 10, 1642738l);

    assertTrue(count > 700);
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    RandomVectorGenerator rvg =
        new UncorrelatedRandomVectorGenerator(new double[] { 0.9, 1.1 },
                                              new double[] { 0.2, 0.2 },
                                              new UniformRandomGenerator(rg));
    optimum =
        nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3), rvg);
    assertEquals(0.0, optimum.getCost(), 2.0e-4);
    optimum =
        nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3), rvg, 3);
    assertEquals(0.0, optimum.getCost(), 3.0e-5);
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                                              new UniformRandomGenerator(rg));
    optimum =
        nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3), rvg);
    assertEquals(0.0, optimum.getCost(), 2.0e-4);
    optimum =
        nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3), rvg, 3);
    assertEquals(0.0, optimum.getCost(), 3.0e-5);

  }

  public void testPowell()
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      };

    count = 0;
    NelderMead nm = new NelderMead();
    PointCostPair optimum =
      nm.minimize(powell, 200, new ValueChecker(1.0e-3),
                  new double[] {  3.0, -1.0, 0.0, 1.0 },
                  new double[] {  4.0,  0.0, 1.0, 2.0 },
                  1, 1642738l);
    assertTrue(count < 150);
    assertEquals(0.0, optimum.getCost(), 6.0e-4);
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