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* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
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package org.apache.commons.math3.optimization;
import org.apache.commons.math3.analysis.MultivariateFunction;
import org.apache.commons.math3.optimization.direct.NelderMeadSimplex;
import org.apache.commons.math3.optimization.direct.SimplexOptimizer;
import org.apache.commons.math3.random.GaussianRandomGenerator;
import org.apache.commons.math3.random.JDKRandomGenerator;
import org.apache.commons.math3.random.RandomVectorGenerator;
import org.apache.commons.math3.random.UncorrelatedRandomVectorGenerator;
import org.junit.Assert;
import org.junit.Test;
public class MultivariateMultiStartOptimizerTest {
@Test
public void testRosenbrock() {
Rosenbrock rosenbrock = new Rosenbrock();
SimplexOptimizer underlying
= new SimplexOptimizer(new SimpleValueChecker(-1, 1.0e-3));
NelderMeadSimplex simplex = new NelderMeadSimplex(new double[][] {
{ -1.2, 1.0 }, { 0.9, 1.2 } , { 3.5, -2.3 }
});
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 });
Assert.assertEquals(rosenbrock.getCount(), optimizer.getEvaluations());
Assert.assertTrue(optimizer.getEvaluations() > 900);
Assert.assertTrue(optimizer.getEvaluations() < 1200);
Assert.assertTrue(optimum.getValue() < 8.0e-4);
}
private static class Rosenbrock implements MultivariateFunction {
private int count;
public Rosenbrock() {
count = 0;
}
public double value(double[] x) {
++count;
double a = x[1] - x[0] * x[0];
double b = 1.0 - x[0];
return 100 * a * a + b * b;
}
public int getCount() {
return count;
}
}
}