From 51aa6e6ca29a8265784c037bc3a42455329ee4ab Mon Sep 17 00:00:00 2001
From: Gilles Sadowski <erans@apache.org>
Date: Thu, 23 Sep 2010 12:11:56 +0000
Subject: [PATCH] MATH-413 (point 13) Selecting a random start value (instead
 of interval bounds).

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1000422 13f79535-47bb-0310-9956-ffa450edef68
---
 .../MultiStartUnivariateRealOptimizer.java    | 24 +++++++------------
 ...MultiStartUnivariateRealOptimizerTest.java | 10 ++++----
 2 files changed, 14 insertions(+), 20 deletions(-)

diff --git a/src/main/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizer.java b/src/main/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizer.java
index aa14ce6c1..952e56569 100644
--- a/src/main/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizer.java
+++ b/src/main/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizer.java
@@ -143,18 +143,22 @@ public class MultiStartUnivariateRealOptimizer<FUNC extends UnivariateRealFuncti
                                                  final GoalType goal,
                                                  final double min, final double max)
         throws FunctionEvaluationException {
+        return optimize(f, goal, min, max, min + 0.5 * (max - min));
+    }
 
+    /** {@inheritDoc} */
+    public UnivariateRealPointValuePair optimize(final FUNC f, final GoalType goal,
+                                                 final double min, final double max,
+                                                 final double startValue)
+        throws FunctionEvaluationException {
         optima = new UnivariateRealPointValuePair[starts];
         totalEvaluations = 0;
 
         // Multi-start loop.
         for (int i = 0; i < starts; ++i) {
             try {
-                final double bound1 = (i == 0) ? min : min + generator.nextDouble() * (max - min);
-                final double bound2 = (i == 0) ? max : min + generator.nextDouble() * (max - min);
-                optima[i] = optimizer.optimize(f, goal,
-                                               FastMath.min(bound1, bound2),
-                                               FastMath.max(bound1, bound2));
+                final double s = (i == 0) ? startValue : min + generator.nextDouble() * (max - min);
+                optima[i] = optimizer.optimize(f, goal, min, max, s);
             } catch (FunctionEvaluationException fee) {
                 optima[i] = null;
             } catch (ConvergenceException ce) {
@@ -177,16 +181,6 @@ public class MultiStartUnivariateRealOptimizer<FUNC extends UnivariateRealFuncti
         return optima[0];
     }
 
-    /** {@inheritDoc} */
-    public UnivariateRealPointValuePair optimize(final FUNC f, final GoalType goalType,
-                                                 final double min, final double max,
-                                                 final double startValue)
-            throws FunctionEvaluationException {
-        // XXX Main code should be here, using "startValue" for the first start.
-        // XXX This method should set "startValue" to min + 0.5 * (max - min)
-        return optimize(f, goalType, min, max);
-    }
-
     /**
      * Sort the optima from best to worst, followed by {@code null} elements.
      *
diff --git a/src/test/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizerTest.java b/src/test/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizerTest.java
index a688df91b..f1e0fd859 100644
--- a/src/test/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizerTest.java
+++ b/src/test/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizerTest.java
@@ -50,8 +50,8 @@ public class MultiStartUnivariateRealOptimizerTest {
             assertEquals(-1.0, f.value(optima[i].getPoint()), 1.0e-10);
             assertEquals(f.value(optima[i].getPoint()), optima[i].getValue(), 1.0e-10);
         }
-        assertTrue(optimizer.getEvaluations() > 150);
-        assertTrue(optimizer.getEvaluations() < 250);
+        assertTrue(optimizer.getEvaluations() > 200);
+        assertTrue(optimizer.getEvaluations() < 300);
     }
 
     @Test
@@ -68,14 +68,14 @@ public class MultiStartUnivariateRealOptimizerTest {
 
         UnivariateRealPointValuePair optimum
             = optimizer.optimize(f, GoalType.MINIMIZE, -0.3, -0.2);
-        assertEquals(-0.2719561271, optimum.getPoint(), 1e-9);
+        assertEquals(-0.2719561293, optimum.getPoint(), 1e-9);
         assertEquals(-0.0443342695, optimum.getValue(), 1e-9);
 
         UnivariateRealPointValuePair[] optima = optimizer.getOptima();
         for (int i = 0; i < optima.length; ++i) {
             assertEquals(f.value(optima[i].getPoint()), optima[i].getValue(), 1e-9);
         }
-        assertTrue(optimizer.getEvaluations() >= 110);
-        assertTrue(optimizer.getEvaluations() <= 150);
+        assertTrue(optimizer.getEvaluations() >= 50);
+        assertTrue(optimizer.getEvaluations() <= 100);
     }
 }