diff --git a/src/java/org/apache/commons/math/optimization/MultiStartUnivariateRealOptimizer.java b/src/java/org/apache/commons/math/optimization/MultiStartUnivariateRealOptimizer.java index 85d1352c2..934f86394 100644 --- a/src/java/org/apache/commons/math/optimization/MultiStartUnivariateRealOptimizer.java +++ b/src/java/org/apache/commons/math/optimization/MultiStartUnivariateRealOptimizer.java @@ -17,8 +17,6 @@ package org.apache.commons.math.optimization; -import java.util.Arrays; - import org.apache.commons.math.ConvergenceException; import org.apache.commons.math.FunctionEvaluationException; import org.apache.commons.math.MathRuntimeException; @@ -65,6 +63,9 @@ public class MultiStartUnivariateRealOptimizer implements UnivariateRealOptimize /** Found optima. */ private double[] optima; + /** Found function values at optima. */ + private double[] optimaValues; + /** * Create a multi-start optimizer from a single-start optimizer * @param optimizer single-start optimizer to wrap @@ -175,16 +176,17 @@ public class MultiStartUnivariateRealOptimizer implements UnivariateRealOptimize * in the constructor. It is ordered with the results from the * runs that did converge first, sorted from best to worst * objective value (i.e in ascending order if minimizing and in - * descending order if maximizing), followed by and null elements + * descending order if maximizing), followed by Double.NaN elements * corresponding to the runs that did not converge. This means all - * elements will be null if the {@link #optimize(UnivariateRealFunction, + * elements will be NaN if the {@link #optimize(UnivariateRealFunction, * GoalType, double, double) optimize} method did throw a {@link * ConvergenceException ConvergenceException}). This also means that - * if the first element is non null, it is the best point found across + * if the first element is not NaN, it is the best point found across * all starts.
* @return array containing the optima * @exception IllegalStateException if {@link #optimize(UnivariateRealFunction, * GoalType, double, double) optimize} has not been called + * @see #getOptimaValues() */ public double[] getOptima() throws IllegalStateException { if (optima == null) { @@ -193,6 +195,32 @@ public class MultiStartUnivariateRealOptimizer implements UnivariateRealOptimize return optima.clone(); } + /** Get all the function values at optima found during the last call to {@link + * #optimize(UnivariateRealFunction, GoalType, double, double) optimize}. + *+ * The returned array as one element for each start as specified + * in the constructor. It is ordered with the results from the + * runs that did converge first, sorted from best to worst + * objective value (i.e in ascending order if minimizing and in + * descending order if maximizing), followed by Double.NaN elements + * corresponding to the runs that did not converge. This means all + * elements will be NaN if the {@link #optimize(UnivariateRealFunction, + * GoalType, double, double) optimize} method did throw a {@link + * ConvergenceException ConvergenceException}). This also means that + * if the first element is not NaN, it is the best point found across + * all starts.
+ * @return array containing the optima + * @exception IllegalStateException if {@link #optimize(UnivariateRealFunction, + * GoalType, double, double) optimize} has not been called + * @see #getOptima() + */ + public double[] getOptimaValues() throws IllegalStateException { + if (optimaValues == null) { + throw MathRuntimeException.createIllegalStateException("no optimum computed yet"); + } + return optimaValues.clone(); + } + /** {@inheritDoc} */ public double optimize(final UnivariateRealFunction f, final GoalType goalType, final double min, final double max) @@ -200,6 +228,7 @@ public class MultiStartUnivariateRealOptimizer implements UnivariateRealOptimize FunctionEvaluationException { optima = new double[starts]; + optimaValues = new double[starts]; totalIterations = 0; totalEvaluations = 0; @@ -211,13 +240,16 @@ public class MultiStartUnivariateRealOptimizer implements UnivariateRealOptimize optimizer.setMaxEvaluations(maxEvaluations - totalEvaluations); final double bound1 = min + generator.nextDouble() * (max - min); final double bound2 = min + generator.nextDouble() * (max - min); - optima[i] = optimizer.optimize(f, goalType, - Math.min(bound1, bound2), - Math.max(bound1, bound2)); + optima[i] = optimizer.optimize(f, goalType, + Math.min(bound1, bound2), + Math.max(bound1, bound2)); + optimaValues[i] = optimizer.getFunctionValue(); } catch (FunctionEvaluationException fee) { - optima[i] = Double.NaN; + optima[i] = Double.NaN; + optimaValues[i] = Double.NaN; } catch (ConvergenceException ce) { - optima[i] = Double.NaN; + optima[i] = Double.NaN; + optimaValues[i] = Double.NaN; } totalIterations += optimizer.getIterationCount(); @@ -231,14 +263,37 @@ public class MultiStartUnivariateRealOptimizer implements UnivariateRealOptimize if (Double.isNaN(optima[i])) { optima[i] = optima[--lastNaN]; optima[lastNaN + 1] = Double.NaN; + optimaValues[i] = optimaValues[--lastNaN]; + optimaValues[lastNaN + 1] = Double.NaN; } } - Arrays.sort(optima, 0, lastNaN); - if (goalType == GoalType.MAXIMIZE) { - for (int i = 0, j = lastNaN - 1; i < j; ++i, --j) { - double tmp = optima[i]; - optima[i] = optima[j]; - optima[j] = tmp; + + double currX = optima[0]; + double currY = optimaValues[0]; + for (int j = 1; j < lastNaN; ++j) { + final double prevY = currY; + currX = optima[j]; + currY = optimaValues[j]; + if ((goalType == GoalType.MAXIMIZE) ^ (currY < prevY)) { + // the current element should be inserted closer to the beginning + int i = j - 1; + double mIX = optima[i]; + double mIY = optimaValues[i]; + while ((i >= 0) && ((goalType == GoalType.MAXIMIZE) ^ (currY < mIY))) { + optima[i + 1] = mIX; + optimaValues[i + 1] = mIY; + if (i-- != 0) { + mIX = optima[i]; + mIY = optimaValues[i]; + } else { + mIX = Double.NaN; + mIY = Double.NaN; + } + } + optima[i + 1] = currX; + optimaValues[i + 1] = currY; + currX = optima[j]; + currY = optimaValues[j]; } }