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MATH-1335 

Use new RNG API.

Unrelated code comments removed in unit test.
This commit is contained in:
Gilles 2016-05-11 14:25:36 +02:00
parent 11409e628b
commit 63a9488f29
2 changed files with 11 additions and 18 deletions
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6
src/main/java/org/apache/commons/math4/optim/univariate/MultiStartUnivariateOptimizer.java
View File

@ -26,7 +26,7 @@ import org.apache.commons.math4.exception.util.LocalizedFormats;
import org.apache.commons.math4.optim.MaxEval; import org.apache.commons.math4.optim.MaxEval;
import org.apache.commons.math4.optim.OptimizationData; import org.apache.commons.math4.optim.OptimizationData;
import org.apache.commons.math4.optim.nonlinear.scalar.GoalType; import org.apache.commons.math4.optim.nonlinear.scalar.GoalType;
import org.apache.commons.math4.random.RandomGenerator; import org.apache.commons.math4.rng.UniformRandomProvider;
/** /**
* Special implementation of the {@link UnivariateOptimizer} interface * Special implementation of the {@link UnivariateOptimizer} interface
@ -47,7 +47,7 @@ public class MultiStartUnivariateOptimizer
/** Number of starts to go. */ /** Number of starts to go. */
private final int starts; private final int starts;
/** Random generator for multi-start. */ /** Random generator for multi-start. */
private final RandomGenerator generator; private final UniformRandomProvider generator;
/** Found optima. */ /** Found optima. */
private UnivariatePointValuePair[] optima; private UnivariatePointValuePair[] optima;
/** Optimization data. */ /** Optimization data. */
@ -75,7 +75,7 @@ public class MultiStartUnivariateOptimizer
*/ */
public MultiStartUnivariateOptimizer(final UnivariateOptimizer optimizer, public MultiStartUnivariateOptimizer(final UnivariateOptimizer optimizer,
final int starts, final int starts,
final RandomGenerator generator) { final UniformRandomProvider generator) {
super(optimizer.getConvergenceChecker()); super(optimizer.getConvergenceChecker());
if (starts < 1) { if (starts < 1) {

23
src/test/java/org/apache/commons/math4/optim/univariate/MultiStartUnivariateOptimizerTest.java
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@ -28,7 +28,8 @@ import org.apache.commons.math4.optim.univariate.SearchInterval;
import org.apache.commons.math4.optim.univariate.UnivariateObjectiveFunction; import org.apache.commons.math4.optim.univariate.UnivariateObjectiveFunction;
import org.apache.commons.math4.optim.univariate.UnivariateOptimizer; import org.apache.commons.math4.optim.univariate.UnivariateOptimizer;
import org.apache.commons.math4.optim.univariate.UnivariatePointValuePair; import org.apache.commons.math4.optim.univariate.UnivariatePointValuePair;
import org.apache.commons.math4.random.JDKRandomGenerator; import org.apache.commons.math4.rng.UniformRandomProvider;
import org.apache.commons.math4.rng.RandomSource;
import org.apache.commons.math4.util.FastMath; import org.apache.commons.math4.util.FastMath;
import org.junit.Assert; import org.junit.Assert;
import org.junit.Test; import org.junit.Test;
@ -37,8 +38,7 @@ public class MultiStartUnivariateOptimizerTest {
@Test(expected=MathIllegalStateException.class) @Test(expected=MathIllegalStateException.class)
public void testMissingMaxEval() { public void testMissingMaxEval() {
UnivariateOptimizer underlying = new BrentOptimizer(1e-10, 1e-14); UnivariateOptimizer underlying = new BrentOptimizer(1e-10, 1e-14);
JDKRandomGenerator g = new JDKRandomGenerator(); UniformRandomProvider g = RandomSource.create(RandomSource.TWO_CMRES, 44428400075l);
g.setSeed(44428400075l);
MultiStartUnivariateOptimizer optimizer = new MultiStartUnivariateOptimizer(underlying, 10, g); MultiStartUnivariateOptimizer optimizer = new MultiStartUnivariateOptimizer(underlying, 10, g);
optimizer.optimize(new UnivariateObjectiveFunction(new Sin()), optimizer.optimize(new UnivariateObjectiveFunction(new Sin()),
GoalType.MINIMIZE, GoalType.MINIMIZE,
@ -47,8 +47,7 @@ public class MultiStartUnivariateOptimizerTest {
@Test(expected=MathIllegalStateException.class) @Test(expected=MathIllegalStateException.class)
public void testMissingSearchInterval() { public void testMissingSearchInterval() {
UnivariateOptimizer underlying = new BrentOptimizer(1e-10, 1e-14); UnivariateOptimizer underlying = new BrentOptimizer(1e-10, 1e-14);
JDKRandomGenerator g = new JDKRandomGenerator(); UniformRandomProvider g = RandomSource.create(RandomSource.TWO_CMRES, 44428400075l);
g.setSeed(44428400075l);
MultiStartUnivariateOptimizer optimizer = new MultiStartUnivariateOptimizer(underlying, 10, g); MultiStartUnivariateOptimizer optimizer = new MultiStartUnivariateOptimizer(underlying, 10, g);
optimizer.optimize(new MaxEval(300), optimizer.optimize(new MaxEval(300),
new UnivariateObjectiveFunction(new Sin()), new UnivariateObjectiveFunction(new Sin()),
@ -59,8 +58,7 @@ public class MultiStartUnivariateOptimizerTest {
public void testSinMin() { public void testSinMin() {
UnivariateFunction f = new Sin(); UnivariateFunction f = new Sin();
UnivariateOptimizer underlying = new BrentOptimizer(1e-10, 1e-14); UnivariateOptimizer underlying = new BrentOptimizer(1e-10, 1e-14);
JDKRandomGenerator g = new JDKRandomGenerator(); UniformRandomProvider g = RandomSource.create(RandomSource.TWO_CMRES, 44428400075l);
g.setSeed(44428400075l);
MultiStartUnivariateOptimizer optimizer = new MultiStartUnivariateOptimizer(underlying, 10, g); MultiStartUnivariateOptimizer optimizer = new MultiStartUnivariateOptimizer(underlying, 10, g);
optimizer.optimize(new MaxEval(300), optimizer.optimize(new MaxEval(300),
new UnivariateObjectiveFunction(f), new UnivariateObjectiveFunction(f),
@ -79,12 +77,9 @@ public class MultiStartUnivariateOptimizerTest {
@Test @Test
public void testQuinticMin() { public void testQuinticMin() {
// The quintic function has zeros at 0, +-0.5 and +-1.
// The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
UnivariateFunction f = new QuinticFunction(); UnivariateFunction f = new QuinticFunction();
UnivariateOptimizer underlying = new BrentOptimizer(1e-9, 1e-14); UnivariateOptimizer underlying = new BrentOptimizer(1e-9, 1e-14);
JDKRandomGenerator g = new JDKRandomGenerator(); UniformRandomProvider g = RandomSource.create(RandomSource.TWO_CMRES, 4312000053L);
g.setSeed(4312000053L);
MultiStartUnivariateOptimizer optimizer = new MultiStartUnivariateOptimizer(underlying, 5, g); MultiStartUnivariateOptimizer optimizer = new MultiStartUnivariateOptimizer(underlying, 5, g);
UnivariatePointValuePair optimum UnivariatePointValuePair optimum
@ -92,7 +87,7 @@ public class MultiStartUnivariateOptimizerTest {
new UnivariateObjectiveFunction(f), new UnivariateObjectiveFunction(f),
GoalType.MINIMIZE, GoalType.MINIMIZE,
new SearchInterval(-0.3, -0.2)); new SearchInterval(-0.3, -0.2));
Assert.assertEquals(-0.27195613, optimum.getPoint(), 1e-9); Assert.assertEquals(-0.271956128, optimum.getPoint(), 1e-9);
Assert.assertEquals(-0.0443342695, optimum.getValue(), 1e-9); Assert.assertEquals(-0.0443342695, optimum.getValue(), 1e-9);
UnivariatePointValuePair[] optima = optimizer.getOptima(); UnivariatePointValuePair[] optima = optimizer.getOptima();
@ -114,8 +109,7 @@ public class MultiStartUnivariateOptimizerTest {
} }
}; };
UnivariateOptimizer underlying = new BrentOptimizer(1e-9, 1e-14); UnivariateOptimizer underlying = new BrentOptimizer(1e-9, 1e-14);
JDKRandomGenerator g = new JDKRandomGenerator(); UniformRandomProvider g = RandomSource.create(RandomSource.TWO_CMRES, 4312000053L);
g.setSeed(4312000053L);
MultiStartUnivariateOptimizer optimizer = new MultiStartUnivariateOptimizer(underlying, 5, g); MultiStartUnivariateOptimizer optimizer = new MultiStartUnivariateOptimizer(underlying, 5, g);
try { try {
@ -135,5 +129,4 @@ public class MultiStartUnivariateOptimizerTest {
private static class LocalException extends RuntimeException { private static class LocalException extends RuntimeException {
private static final long serialVersionUID = 1194682757034350629L; private static final long serialVersionUID = 1194682757034350629L;
} }
} }