org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer Maven / Gradle / Ivy
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* http://www.apache.org/licenses/LICENSE-2.0
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package org.apache.commons.math.optimization.general;
import org.apache.commons.math.analysis.DifferentiableMultivariateRealFunction;
import org.apache.commons.math.analysis.MultivariateVectorialFunction;
import org.apache.commons.math.FunctionEvaluationException;
import org.apache.commons.math.MaxEvaluationsExceededException;
import org.apache.commons.math.MaxIterationsExceededException;
import org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer;
import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.OptimizationException;
import org.apache.commons.math.optimization.RealConvergenceChecker;
import org.apache.commons.math.optimization.RealPointValuePair;
import org.apache.commons.math.optimization.SimpleScalarValueChecker;
/**
* Base class for implementing optimizers for multivariate scalar functions.
* This base class handles the boilerplate methods associated to thresholds
* settings, iterations and evaluations counting.
* @version $Revision: 1069567 $ $Date: 2011-02-10 22:07:26 +0100 (jeu. 10 févr. 2011) $
* @since 2.0
*/
public abstract class AbstractScalarDifferentiableOptimizer
implements DifferentiableMultivariateRealOptimizer {
/** Default maximal number of iterations allowed. */
public static final int DEFAULT_MAX_ITERATIONS = 100;
/** Convergence checker. */
@Deprecated
protected RealConvergenceChecker checker;
/**
* Type of optimization.
* @since 2.1
*/
@Deprecated
protected GoalType goal;
/** Current point set. */
@Deprecated
protected double[] point;
/** Maximal number of iterations allowed. */
private int maxIterations;
/** Number of iterations already performed. */
private int iterations;
/** Maximal number of evaluations allowed. */
private int maxEvaluations;
/** Number of evaluations already performed. */
private int evaluations;
/** Number of gradient evaluations. */
private int gradientEvaluations;
/** Objective function. */
private DifferentiableMultivariateRealFunction function;
/** Objective function gradient. */
private MultivariateVectorialFunction gradient;
/** Simple constructor with default settings.
* The convergence check is set to a {@link SimpleScalarValueChecker}
* and the maximal number of evaluation is set to its default value.
*/
protected AbstractScalarDifferentiableOptimizer() {
setConvergenceChecker(new SimpleScalarValueChecker());
setMaxIterations(DEFAULT_MAX_ITERATIONS);
setMaxEvaluations(Integer.MAX_VALUE);
}
/** {@inheritDoc} */
public void setMaxIterations(int maxIterations) {
this.maxIterations = maxIterations;
}
/** {@inheritDoc} */
public int getMaxIterations() {
return maxIterations;
}
/** {@inheritDoc} */
public int getIterations() {
return iterations;
}
/** {@inheritDoc} */
public void setMaxEvaluations(int maxEvaluations) {
this.maxEvaluations = maxEvaluations;
}
/** {@inheritDoc} */
public int getMaxEvaluations() {
return maxEvaluations;
}
/** {@inheritDoc} */
public int getEvaluations() {
return evaluations;
}
/** {@inheritDoc} */
public int getGradientEvaluations() {
return gradientEvaluations;
}
/** {@inheritDoc} */
public void setConvergenceChecker(RealConvergenceChecker convergenceChecker) {
this.checker = convergenceChecker;
}
/** {@inheritDoc} */
public RealConvergenceChecker getConvergenceChecker() {
return checker;
}
/** Increment the iterations counter by 1.
* @exception OptimizationException if the maximal number
* of iterations is exceeded
*/
protected void incrementIterationsCounter()
throws OptimizationException {
if (++iterations > maxIterations) {
throw new OptimizationException(new MaxIterationsExceededException(maxIterations));
}
}
/**
* Compute the gradient vector.
* @param evaluationPoint point at which the gradient must be evaluated
* @return gradient at the specified point
* @exception FunctionEvaluationException if the function gradient
*/
protected double[] computeObjectiveGradient(final double[] evaluationPoint)
throws FunctionEvaluationException {
++gradientEvaluations;
return gradient.value(evaluationPoint);
}
/**
* Compute the objective function value.
* @param evaluationPoint point at which the objective function must be evaluated
* @return objective function value at specified point
* @exception FunctionEvaluationException if the function cannot be evaluated
* or its dimension doesn't match problem dimension or the maximal number
* of iterations is exceeded
*/
protected double computeObjectiveValue(final double[] evaluationPoint)
throws FunctionEvaluationException {
if (++evaluations > maxEvaluations) {
throw new FunctionEvaluationException(new MaxEvaluationsExceededException(maxEvaluations),
evaluationPoint);
}
return function.value(evaluationPoint);
}
/** {@inheritDoc} */
public RealPointValuePair optimize(final DifferentiableMultivariateRealFunction f,
final GoalType goalType,
final double[] startPoint)
throws FunctionEvaluationException, OptimizationException, IllegalArgumentException {
// reset counters
iterations = 0;
evaluations = 0;
gradientEvaluations = 0;
// store optimization problem characteristics
function = f;
gradient = f.gradient();
goal = goalType;
point = startPoint.clone();
return doOptimize();
}
/** Perform the bulk of optimization algorithm.
* @return the point/value pair giving the optimal value for objective function
* @exception FunctionEvaluationException if the objective function throws one during
* the search
* @exception OptimizationException if the algorithm failed to converge
* @exception IllegalArgumentException if the start point dimension is wrong
*/
protected abstract RealPointValuePair doOptimize()
throws FunctionEvaluationException, OptimizationException, IllegalArgumentException;
}