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MATH-396 

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@980039 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski 2010-07-28 12:48:48 +00:00
parent 962315ba93
commit 58c6028e21
2 changed files with 18 additions and 9 deletions
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4
src/site/xdoc/userguide/optimization.xml
View File

@ -212,6 +212,10 @@
or to change the line-search algorithm of the inner loop if desired (the default one is a Brent
solver).
</p>
<p>
The <a href="../apidocs/org/apache/commons/math/optimization/general/PowellOptimizer.html">
PowellOptimizer</a> provides an optimization method for non-differentiable functions.
</p>
</subsection>
<subsection name="12.6 Curve Fitting" href="fitting">
<p>

23
src/test/java/org/apache/commons/math/optimization/general/PowellOptimizerTest.java
View File

@ -39,7 +39,7 @@ public class PowellOptimizerTest {
public void testSumSinc() throws MathException {
final MultivariateRealFunction func = new SumSincFunction(-1);
int dim = 1;
int dim = 10;
final double[] minPoint = new double[dim];
for (int i = 0; i < dim; i++) {
minPoint[i] = 0;
@ -51,13 +51,13 @@ public class PowellOptimizerTest {
for (int i = 0; i < dim; i++) {
init[i] = minPoint[i];
}
doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-15, 1e-8);
doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-7);
// Initial is far from minimum.
for (int i = 0; i < dim; i++) {
init[i] = minPoint[i] + 4;
init[i] = minPoint[i] + 3;
}
doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-15, 1e-8);
doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-7);
}
@Test
@ -83,13 +83,13 @@ public class PowellOptimizerTest {
for (int i = 0; i < dim; i++) {
init[i] = minPoint[i];
}
doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-15, 1e-8);
doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);
// Initial is far from minimum.
for (int i = 0; i < dim; i++) {
init[i] = minPoint[i] - 20;
}
doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-15, 1e-8);
doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);
}
@Test
@ -115,13 +115,13 @@ public class PowellOptimizerTest {
for (int i = 0; i < dim; i++) {
init[i] = maxPoint[i];
}
doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-15, 1e-8);
doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);
// Initial is far from minimum.
for (int i = 0; i < dim; i++) {
init[i] = maxPoint[i] - 20;
}
doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-15, 1e-8);
doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);
}
/**
@ -140,12 +140,17 @@ public class PowellOptimizerTest {
double pointTol)
throws MathException {
final MultivariateRealOptimizer optim = new PowellOptimizer();
final double relTol = 1e-10;
optim.setConvergenceChecker(new SimpleScalarValueChecker(objTol, -1));
final RealPointValuePair result = optim.optimize(func, goal, init);
final double[] found = result.getPoint();
System.out.println("Function value at initial guess: " + func.value(init));
System.out.println("Function value at optimum: " + result.getValue());
System.out.println("Iterations: " + optim.getIterations());
System.out.println("Function evaluations: " + optim.getEvaluations());
System.out.println(Arrays.toString(found));
for (int i = 0, dim = optimum.length; i < dim; i++) {
Assert.assertEquals(optimum[i], found[i], pointTol);
}