Package org.apache.commons.math.optimization

Examples of org.apache.commons.math.optimization.UnivariateRealOptimizer.optimize()

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        } catch (IllegalStateException ise) {
            // expected
        } catch (Exception e) {
            fail("wrong exception caught");
        }
        assertEquals(3 * Math.PI / 2, minimizer.optimize(f, GoalType.MINIMIZE, 4, 5), 70 * minimizer.getAbsoluteAccuracy());
        assertTrue(minimizer.getIterationCount() <= 50);
        assertEquals(3 * Math.PI / 2, minimizer.optimize(f, GoalType.MINIMIZE, 1, 5), 70 * minimizer.getAbsoluteAccuracy());
        assertTrue(minimizer.getIterationCount() <= 50);
        assertTrue(minimizer.getEvaluations()    <= 100);
        assertTrue(minimizer.getEvaluations()    >=  90);
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        } catch (Exception e) {
            fail("wrong exception caught");
        }
        assertEquals(3 * Math.PI / 2, minimizer.optimize(f, GoalType.MINIMIZE, 4, 5), 70 * minimizer.getAbsoluteAccuracy());
        assertTrue(minimizer.getIterationCount() <= 50);
        assertEquals(3 * Math.PI / 2, minimizer.optimize(f, GoalType.MINIMIZE, 1, 5), 70 * minimizer.getAbsoluteAccuracy());
        assertTrue(minimizer.getIterationCount() <= 50);
        assertTrue(minimizer.getEvaluations()    <= 100);
        assertTrue(minimizer.getEvaluations()    >=  90);
        minimizer.setMaxEvaluations(50);
        try {
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        assertTrue(minimizer.getIterationCount() <= 50);
        assertTrue(minimizer.getEvaluations()    <= 100);
        assertTrue(minimizer.getEvaluations()    >=  90);
        minimizer.setMaxEvaluations(50);
        try {
            minimizer.optimize(f, GoalType.MINIMIZE, 4, 5);
            fail("an exception should have been thrown");
        } catch (FunctionEvaluationException fee) {
            // expected
        } catch (Exception e) {
            fail("wrong exception caught");
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    public void testQuinticMin() throws MathException {
        // The quintic function has zeros at 0, +-0.5 and +-1.
        // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
        UnivariateRealFunction f = new QuinticFunction();
        UnivariateRealOptimizer minimizer = new BrentOptimizer();
        assertEquals(-0.27195613, minimizer.optimize(f, GoalType.MINIMIZE, -0.3, -0.2), 1.0e-8);
        assertEquals( 0.82221643, minimizer.optimize(f, GoalType.MINIMIZE,  0.3,  0.9), 1.0e-8);
        assertTrue(minimizer.getIterationCount() <= 50);

        // search in a large interval
        assertEquals(-0.27195613, minimizer.optimize(f, GoalType.MINIMIZE, -1.0, 0.2), 1.0e-8);
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        // The quintic function has zeros at 0, +-0.5 and +-1.
        // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
        UnivariateRealFunction f = new QuinticFunction();
        UnivariateRealOptimizer minimizer = new BrentOptimizer();
        assertEquals(-0.27195613, minimizer.optimize(f, GoalType.MINIMIZE, -0.3, -0.2), 1.0e-8);
        assertEquals( 0.82221643, minimizer.optimize(f, GoalType.MINIMIZE,  0.3,  0.9), 1.0e-8);
        assertTrue(minimizer.getIterationCount() <= 50);

        // search in a large interval
        assertEquals(-0.27195613, minimizer.optimize(f, GoalType.MINIMIZE, -1.0, 0.2), 1.0e-8);
        assertTrue(minimizer.getIterationCount() <= 50);
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        assertEquals(-0.27195613, minimizer.optimize(f, GoalType.MINIMIZE, -0.3, -0.2), 1.0e-8);
        assertEquals( 0.82221643, minimizer.optimize(f, GoalType.MINIMIZE,  0.3,  0.9), 1.0e-8);
        assertTrue(minimizer.getIterationCount() <= 50);

        // search in a large interval
        assertEquals(-0.27195613, minimizer.optimize(f, GoalType.MINIMIZE, -1.0, 0.2), 1.0e-8);
        assertTrue(minimizer.getIterationCount() <= 50);

    }

    @Test
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    public void testQuinticMax() throws MathException {
        // The quintic function has zeros at 0, +-0.5 and +-1.
        // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
        UnivariateRealFunction f = new QuinticFunction();
        UnivariateRealOptimizer minimizer = new BrentOptimizer();
        assertEquals(0.27195613, minimizer.optimize(f, GoalType.MAXIMIZE, 0.2, 0.3), 1.0e-8);
        minimizer.setMaximalIterationCount(30);
        try {
            minimizer.optimize(f, GoalType.MAXIMIZE, 0.2, 0.3);
            fail("an exception should have been thrown");
        } catch (MaxIterationsExceededException miee) {
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        UnivariateRealFunction f = new QuinticFunction();
        UnivariateRealOptimizer minimizer = new BrentOptimizer();
        assertEquals(0.27195613, minimizer.optimize(f, GoalType.MAXIMIZE, 0.2, 0.3), 1.0e-8);
        minimizer.setMaximalIterationCount(30);
        try {
            minimizer.optimize(f, GoalType.MAXIMIZE, 0.2, 0.3);
            fail("an exception should have been thrown");
        } catch (MaxIterationsExceededException miee) {
            // expected
        } catch (Exception e) {
            fail("wrong exception caught");
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    public void testMinEndpoints() throws Exception {
        UnivariateRealFunction f = new SinFunction();
        UnivariateRealOptimizer solver = new BrentOptimizer();

        // endpoint is minimum
        double result = solver.optimize(f, GoalType.MINIMIZE, 3 * Math.PI / 2, 5);
        assertEquals(3 * Math.PI / 2, result, 70 * solver.getAbsoluteAccuracy());

        result = solver.optimize(f, GoalType.MINIMIZE, 4, 3 * Math.PI / 2);
        assertEquals(3 * Math.PI / 2, result, 70 * solver.getAbsoluteAccuracy());

 
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        // endpoint is minimum
        double result = solver.optimize(f, GoalType.MINIMIZE, 3 * Math.PI / 2, 5);
        assertEquals(3 * Math.PI / 2, result, 70 * solver.getAbsoluteAccuracy());

        result = solver.optimize(f, GoalType.MINIMIZE, 4, 3 * Math.PI / 2);
        assertEquals(3 * Math.PI / 2, result, 70 * solver.getAbsoluteAccuracy());

    }

}
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