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* contributor license agreements. See the NOTICE file distributed with
* 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
* distributed under the License is distributed on an "AS IS" BASIS,
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* See the License for the specific language governing permissions and
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package org.apache.commons.math.optimization;
import static org.junit.Assert.assertEquals;
import static org.junit.Assert.assertTrue;
import static org.junit.Assert.fail;
import org.apache.commons.math.MathException;
import org.apache.commons.math.analysis.QuinticFunction;
import org.apache.commons.math.analysis.SinFunction;
import org.apache.commons.math.analysis.UnivariateRealFunction;
import org.apache.commons.math.optimization.univariate.BrentOptimizer;
import org.apache.commons.math.random.JDKRandomGenerator;
import org.apache.commons.math.util.FastMath;
import org.junit.Test;
public class MultiStartUnivariateRealOptimizerTest {
@Test
public void testSinMin() throws MathException {
UnivariateRealFunction f = new SinFunction();
UnivariateRealOptimizer underlying = new BrentOptimizer();
JDKRandomGenerator g = new JDKRandomGenerator();
g.setSeed(44428400075l);
MultiStartUnivariateRealOptimizer minimizer =
new MultiStartUnivariateRealOptimizer(underlying, 10, g);
minimizer.optimize(f, GoalType.MINIMIZE, -100.0, 100.0);
double[] optima = minimizer.getOptima();
double[] optimaValues = minimizer.getOptimaValues();
for (int i = 1; i < optima.length; ++i) {
double d = (optima[i] - optima[i-1]) / (2 * FastMath.PI);
assertTrue (FastMath.abs(d - FastMath.rint(d)) < 1.0e-8);
assertEquals(-1.0, f.value(optima[i]), 1.0e-10);
assertEquals(f.value(optima[i]), optimaValues[i], 1.0e-10);
}
assertTrue(minimizer.getEvaluations() > 150);
assertTrue(minimizer.getEvaluations() < 250);
}
@Test
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 underlying = new BrentOptimizer();
underlying.setRelativeAccuracy(1e-15);
JDKRandomGenerator g = new JDKRandomGenerator();
g.setSeed(4312000053L);
MultiStartUnivariateRealOptimizer minimizer =
new MultiStartUnivariateRealOptimizer(underlying, 5, g);
minimizer.setAbsoluteAccuracy(10 * minimizer.getAbsoluteAccuracy());
minimizer.setRelativeAccuracy(10 * minimizer.getRelativeAccuracy());
try {
minimizer.getOptima();
fail("an exception should have been thrown");
} catch (IllegalStateException ise) {
// expected
} catch (Exception e) {
fail("wrong exception caught");
}
try {
minimizer.getOptimaValues();
fail("an exception should have been thrown");
} catch (IllegalStateException ise) {
// expected
} catch (Exception e) {
fail("wrong exception caught");
}
double result = minimizer.optimize(f, GoalType.MINIMIZE, -0.3, -0.2);
assertEquals(-0.2719561270319131, result, 1.0e-13);
assertEquals(-0.2719561270319131, minimizer.getResult(), 1.0e-13);
assertEquals(-0.04433426954946637, minimizer.getFunctionValue(), 1.0e-13);
double[] optima = minimizer.getOptima();
double[] optimaValues = minimizer.getOptimaValues();
for (int i = 0; i < optima.length; ++i) {
assertEquals(f.value(optima[i]), optimaValues[i], 1.0e-10);
}
assertTrue(minimizer.getEvaluations() >= 120);
assertTrue(minimizer.getEvaluations() <= 170);
assertTrue(minimizer.getIterationCount() >= 120);
assertTrue(minimizer.getIterationCount() <= 170);
}
}