All Downloads are FREE. Search and download functionalities are using the official Maven repository.

org.apache.commons.math3.optim.BaseMultivariateOptimizer Maven / Gradle / Ivy

There is a newer version: 2.12.15
Show newest version
/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * 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,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.optim;

import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.exception.NumberIsTooLargeException;

/**
 * Base class for implementing optimizers for multivariate functions.
 * It contains the boiler-plate code for initial guess and bounds
 * specifications.
 * It is not a "user" class.
 *
 * @param  Type of the point/value pair returned by the optimization
 * algorithm.
 *
 * @since 3.1
 */
public abstract class BaseMultivariateOptimizer
    extends BaseOptimizer {
    /** Initial guess. */
    private double[] start;
    /** Lower bounds. */
    private double[] lowerBound;
    /** Upper bounds. */
    private double[] upperBound;

    /**
     * @param checker Convergence checker.
     */
    protected BaseMultivariateOptimizer(ConvergenceChecker checker) {
        super(checker);
    }

    /**
     * {@inheritDoc}
     *
     * @param optData Optimization data. In addition to those documented in
     * {@link BaseOptimizer#parseOptimizationData(OptimizationData[]) BaseOptimizer},
     * this method will register the following data:
     * 
    *
  • {@link InitialGuess}
  • *
  • {@link SimpleBounds}
  • *
* @return {@inheritDoc} */ @Override public PAIR optimize(OptimizationData... optData) { // Perform optimization. return super.optimize(optData); } /** * Scans the list of (required and optional) optimization data that * characterize the problem. * * @param optData Optimization data. The following data will be looked for: *
    *
  • {@link InitialGuess}
  • *
  • {@link SimpleBounds}
  • *
*/ @Override protected void parseOptimizationData(OptimizationData... optData) { // Allow base class to register its own data. super.parseOptimizationData(optData); // The existing values (as set by the previous call) are reused if // not provided in the argument list. for (OptimizationData data : optData) { if (data instanceof InitialGuess) { start = ((InitialGuess) data).getInitialGuess(); continue; } if (data instanceof SimpleBounds) { final SimpleBounds bounds = (SimpleBounds) data; lowerBound = bounds.getLower(); upperBound = bounds.getUpper(); continue; } } // Check input consistency. checkParameters(); } /** * Gets the initial guess. * * @return the initial guess, or {@code null} if not set. */ public double[] getStartPoint() { return start == null ? null : start.clone(); } /** * @return the lower bounds, or {@code null} if not set. */ public double[] getLowerBound() { return lowerBound == null ? null : lowerBound.clone(); } /** * @return the upper bounds, or {@code null} if not set. */ public double[] getUpperBound() { return upperBound == null ? null : upperBound.clone(); } /** * Check parameters consistency. */ private void checkParameters() { if (start != null) { final int dim = start.length; if (lowerBound != null) { if (lowerBound.length != dim) { throw new DimensionMismatchException(lowerBound.length, dim); } for (int i = 0; i < dim; i++) { final double v = start[i]; final double lo = lowerBound[i]; if (v < lo) { throw new NumberIsTooSmallException(v, lo, true); } } } if (upperBound != null) { if (upperBound.length != dim) { throw new DimensionMismatchException(upperBound.length, dim); } for (int i = 0; i < dim; i++) { final double v = start[i]; final double hi = upperBound[i]; if (v > hi) { throw new NumberIsTooLargeException(v, hi, true); } } } } } }




© 2015 - 2024 Weber Informatics LLC | Privacy Policy