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Use new incrementor implementation (cf. MATH-1259).

This commit is contained in:
Gilles 2015-08-30 18:08:31 +02:00
parent d17cabe29f
commit 47fa07eade
1 changed files with 51 additions and 27 deletions
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78
src/main/java/org/apache/commons/math4/optim/univariate/BracketFinder.java
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@ -22,7 +22,7 @@ import org.apache.commons.math4.exception.NotStrictlyPositiveException;
import org.apache.commons.math4.exception.TooManyEvaluationsException;
import org.apache.commons.math4.optim.nonlinear.scalar.GoalType;
import org.apache.commons.math4.util.FastMath;
import org.apache.commons.math4.util.Incrementor;
import org.apache.commons.math4.util.IntegerSequence.Incrementor;
/**
* Provide an interval that brackets a local optimum of a function.
@ -43,9 +43,13 @@ public class BracketFinder {
*/
private final double growLimit;
/**
* Counter for function evaluations.
* Number of allowed function evaluations.
*/
private final Incrementor evaluations = new Incrementor();
private final int maxEvaluations;
/**
* Number of function evaluations performed in the last search.
*/
private int evaluations;
/**
* Lower bound of the bracket.
*/
@ -96,7 +100,7 @@ public class BracketFinder {
}
this.growLimit = growLimit;
evaluations.setMaximalCount(maxEvaluations);
this.maxEvaluations = maxEvaluations;
}
/**
@ -113,11 +117,11 @@ public class BracketFinder {
GoalType goal,
double xA,
double xB) {
evaluations.resetCount();
final FunctionEvaluator eval = new FunctionEvaluator(func);
final boolean isMinim = goal == GoalType.MINIMIZE;
double fA = eval(func, xA);
double fB = eval(func, xB);
double fA = eval.value(xA);
double fB = eval.value(xB);
if (isMinim ?
fA < fB :
fA > fB) {
@ -132,7 +136,7 @@ public class BracketFinder {
}
double xC = xB + GOLD * (xB - xA);
double fC = eval(func, xC);
double fC = eval.value(xC);
while (isMinim ? fC < fB : fC > fB) {
double tmp1 = (xB - xA) * (fB - fC);
@ -146,7 +150,7 @@ public class BracketFinder {
double fW;
if ((w - xC) * (xB - w) > 0) {
fW = eval(func, w);
fW = eval.value(w);
if (isMinim ?
fW < fC :
fW > fC) {
@ -163,12 +167,12 @@ public class BracketFinder {
break;
}
w = xC + GOLD * (xC - xB);
fW = eval(func, w);
fW = eval.value(w);
} else if ((w - wLim) * (wLim - xC) >= 0) {
w = wLim;
fW = eval(func, w);
fW = eval.value(w);
} else if ((w - wLim) * (xC - w) > 0) {
fW = eval(func, w);
fW = eval.value(w);
if (isMinim ?
fW < fC :
fW > fC) {
@ -177,11 +181,11 @@ public class BracketFinder {
w = xC + GOLD * (xC - xB);
fB = fC;
fC =fW;
fW = eval(func, w);
fW = eval.value(w);
}
} else {
w = xC + GOLD * (xC - xB);
fW = eval(func, w);
fW = eval.value(w);
}
xA = xB;
@ -214,14 +218,14 @@ public class BracketFinder {
* @return the number of evalutations.
*/
public int getMaxEvaluations() {
return evaluations.getMaximalCount();
return maxEvaluations;
}
/**
* @return the number of evalutations.
*/
public int getEvaluations() {
return evaluations.getCount();
return evaluations;
}
/**
@ -273,18 +277,38 @@ public class BracketFinder {
}
/**
* @param f Function.
* @param x Argument.
* @return {@code f(x)}
* @throws TooManyEvaluationsException if the maximal number of evaluations is
* exceeded.
* Utility for incrementing a counter at each function evaluation.
*/
private double eval(UnivariateFunction f, double x) {
try {
evaluations.incrementCount();
} catch (MaxCountExceededException e) {
throw new TooManyEvaluationsException(e.getMax());
private class FunctionEvaluator {
/** Function. */
private final UnivariateFunction func;
/** Counter. */
private final Incrementor inc;
/**
* @param func Function.
*/
FunctionEvaluator(UnivariateFunction func) {
this.func = func;
inc = Incrementor.create().withMaximalCount(maxEvaluations);
evaluations = 0;
}
/**
* @param x Argument.
* @return {@code f(x)}
* @throws TooManyEvaluationsException if the maximal number of evaluations is
* exceeded.
*/
double value(double x) {
try {
inc.increment();
evaluations = inc.getCount();
} catch (MaxCountExceededException e) {
throw new TooManyEvaluationsException(e.getMax());
}
return func.value(x);
}
return f.value(x);
}
}