MATH-413
Moving classes to a more appropriate package. Removed unused interfaces. git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@999948 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
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b625ebe85b
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8232bfbded
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@ -15,7 +15,7 @@
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* limitations under the License.
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* limitations under the License.
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*/
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*/
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package org.apache.commons.math.optimization.general;
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package org.apache.commons.math.optimization.direct;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.util.Incrementor;
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import org.apache.commons.math.util.Incrementor;
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@ -33,19 +33,14 @@ import org.apache.commons.math.optimization.SimpleScalarValueChecker;
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* Base class for implementing optimizers for multivariate scalar functions.
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* Base class for implementing optimizers for multivariate scalar functions.
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* This base class handles the boiler-plate methods associated to thresholds
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* This base class handles the boiler-plate methods associated to thresholds
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* settings, iterations and evaluations counting.
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* settings, iterations and evaluations counting.
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* This class is mainly intended to enforce the internal coherence of
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* Commons-FastMath.
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* A class that implements an optimization algorithm should inherit from
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* {@link AbstractScalarOptimizer} or from
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* {@link AbstractScalarDifferentiableOptimizer}.
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*
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*
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* @param <T> the type of the objective function to be optimized
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* @param <FUNC> Type of the objective function to be optimized
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*
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*
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* @version $Revision$ $Date$
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* @version $Revision$ $Date$
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* @since 2.2
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* @since 2.2
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*/
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*/
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public abstract class BaseAbstractScalarOptimizer<T extends MultivariateRealFunction>
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public abstract class BaseAbstractScalarOptimizer<FUNC extends MultivariateRealFunction>
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implements BaseMultivariateRealOptimizer<T> {
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implements BaseMultivariateRealOptimizer<FUNC> {
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/** Evaluations counter. */
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/** Evaluations counter. */
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protected final Incrementor evaluations = new Incrementor();
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protected final Incrementor evaluations = new Incrementor();
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/** Convergence checker. */
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/** Convergence checker. */
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@ -120,7 +115,7 @@ public abstract class BaseAbstractScalarOptimizer<T extends MultivariateRealFunc
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}
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}
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/** {@inheritDoc} */
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/** {@inheritDoc} */
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public RealPointValuePair optimize(T f,
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public RealPointValuePair optimize(FUNC f,
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GoalType goalType,
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GoalType goalType,
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double[] startPoint)
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double[] startPoint)
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throws FunctionEvaluationException {
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throws FunctionEvaluationException {
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@ -15,7 +15,7 @@
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* limitations under the License.
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* limitations under the License.
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*/
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*/
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package org.apache.commons.math.optimization.general;
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package org.apache.commons.math.optimization.direct;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.util.Incrementor;
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import org.apache.commons.math.util.Incrementor;
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@ -22,14 +22,13 @@ import java.util.Comparator;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.MathRuntimeException;
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import org.apache.commons.math.MathRuntimeException;
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import org.apache.commons.math.analysis.MultivariateRealFunction;
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import org.apache.commons.math.exception.DimensionMismatchException;
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import org.apache.commons.math.exception.DimensionMismatchException;
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import org.apache.commons.math.exception.util.LocalizedFormats;
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import org.apache.commons.math.exception.util.LocalizedFormats;
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import org.apache.commons.math.optimization.GoalType;
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import org.apache.commons.math.optimization.GoalType;
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import org.apache.commons.math.optimization.MultivariateRealOptimizer;
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.SimpleScalarValueChecker;
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import org.apache.commons.math.optimization.SimpleScalarValueChecker;
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import org.apache.commons.math.optimization.general.AbstractScalarOptimizer;
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/**
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/**
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* This class implements simplex-based direct search optimization
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* This class implements simplex-based direct search optimization
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@ -76,8 +75,6 @@ import org.apache.commons.math.optimization.general.AbstractScalarOptimizer;
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* performed by the derived classes according to the implemented
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* performed by the derived classes according to the implemented
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* algorithms.</p>
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* algorithms.</p>
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*
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*
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* implements MultivariateRealOptimizer since 2.0
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*
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* @see MultivariateRealFunction
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* @see MultivariateRealFunction
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* @see NelderMead
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* @see NelderMead
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* @see MultiDirectional
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* @see MultiDirectional
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@ -85,8 +82,7 @@ import org.apache.commons.math.optimization.general.AbstractScalarOptimizer;
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* @since 1.2
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* @since 1.2
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*/
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*/
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public abstract class DirectSearchOptimizer
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public abstract class DirectSearchOptimizer
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extends AbstractScalarOptimizer
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extends BaseAbstractScalarOptimizer<MultivariateRealFunction> {
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implements MultivariateRealOptimizer {
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/** Simplex. */
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/** Simplex. */
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protected RealPointValuePair[] simplex;
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protected RealPointValuePair[] simplex;
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/** Start simplex configuration. */
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/** Start simplex configuration. */
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@ -22,6 +22,7 @@ import java.util.Comparator;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.MultivariateRealOptimizer;
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/**
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/**
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* This class implements the multi-directional direct search method.
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* This class implements the multi-directional direct search method.
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@ -30,25 +31,27 @@ import org.apache.commons.math.optimization.RealPointValuePair;
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* @see NelderMead
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* @see NelderMead
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* @since 1.2
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* @since 1.2
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*/
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*/
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public class MultiDirectional extends DirectSearchOptimizer {
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public class MultiDirectional extends DirectSearchOptimizer
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implements MultivariateRealOptimizer {
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/** Expansion coefficient. */
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/** Expansion coefficient. */
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private final double khi;
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private final double khi;
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/** Contraction coefficient. */
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/** Contraction coefficient. */
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private final double gamma;
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private final double gamma;
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/** Build a multi-directional optimizer with default coefficients.
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/**
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* <p>The default values are 2.0 for khi and 0.5 for gamma.</p>
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* Build a multi-directional optimizer with default coefficients.
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* The default values are 2.0 for khi and 0.5 for gamma.
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*/
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*/
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public MultiDirectional() {
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public MultiDirectional() {
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this.khi = 2.0;
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this.khi = 2.0;
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this.gamma = 0.5;
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this.gamma = 0.5;
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}
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}
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/** Build a multi-directional optimizer with specified coefficients.
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/**
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* @param khi expansion coefficient
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* Build a multi-directional optimizer with specified coefficients.
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* @param gamma contraction coefficient
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*
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* @param khi Expansion coefficient.
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* @param gamma Contraction coefficient.
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*/
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*/
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public MultiDirectional(final double khi, final double gamma) {
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public MultiDirectional(final double khi, final double gamma) {
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this.khi = khi;
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this.khi = khi;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.MultivariateRealOptimizer;
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/**
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/**
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* This class implements the Nelder-Mead direct search method.
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* This class implements the Nelder-Mead direct search method.
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* @see MultiDirectional
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* @see MultiDirectional
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* @since 1.2
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* @since 1.2
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*/
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*/
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public class NelderMead extends DirectSearchOptimizer {
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public class NelderMead extends DirectSearchOptimizer
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implements MultivariateRealOptimizer {
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/** Reflection coefficient. */
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/** Reflection coefficient. */
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private final double rho;
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private final double rho;
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/** Expansion coefficient. */
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/** Expansion coefficient. */
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private final double khi;
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private final double khi;
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/** Contraction coefficient. */
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/** Contraction coefficient. */
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private final double gamma;
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private final double gamma;
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/** Shrinkage coefficient. */
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/** Shrinkage coefficient. */
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private final double sigma;
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private final double sigma;
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/** Build a Nelder-Mead optimizer with default coefficients.
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/**
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* <p>The default coefficients are 1.0 for rho, 2.0 for khi and 0.5
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* Build a Nelder-Mead optimizer with default coefficients.
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* for both gamma and sigma.</p>
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* The default coefficients are 1.0 for rho, 2.0 for khi and 0.5
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* for both gamma and sigma.
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*/
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*/
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public NelderMead() {
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public NelderMead() {
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this.rho = 1.0;
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this.rho = 1.0;
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this.sigma = 0.5;
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this.sigma = 0.5;
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}
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}
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/** Build a Nelder-Mead optimizer with specified coefficients.
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/**
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* @param rho reflection coefficient
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* Build a Nelder-Mead optimizer with specified coefficients.
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* @param khi expansion coefficient
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*
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* @param gamma contraction coefficient
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* @param rho Reflection coefficient.
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* @param sigma shrinkage coefficient
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* @param khi Expansion coefficient.
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* @param gamma Contraction coefficient.
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* @param sigma Shrinkage coefficient.
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*/
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*/
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public NelderMead(final double rho, final double khi,
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public NelderMead(final double rho, final double khi,
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final double gamma, final double sigma) {
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final double gamma, final double sigma) {
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* limitations under the License.
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* limitations under the License.
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*/
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*/
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package org.apache.commons.math.optimization.general;
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package org.apache.commons.math.optimization.direct;
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import java.util.Arrays;
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import java.util.Arrays;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.util.FastMath;
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import org.apache.commons.math.util.FastMath;
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import org.apache.commons.math.analysis.UnivariateRealFunction;
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import org.apache.commons.math.analysis.UnivariateRealFunction;
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import org.apache.commons.math.analysis.MultivariateRealFunction;
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import org.apache.commons.math.exception.NumberIsTooSmallException;
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import org.apache.commons.math.exception.NumberIsTooSmallException;
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import org.apache.commons.math.exception.NotStrictlyPositiveException;
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import org.apache.commons.math.exception.NotStrictlyPositiveException;
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import org.apache.commons.math.optimization.GoalType;
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import org.apache.commons.math.optimization.GoalType;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.MultivariateRealOptimizer;
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import org.apache.commons.math.optimization.univariate.BracketFinder;
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import org.apache.commons.math.optimization.univariate.BracketFinder;
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import org.apache.commons.math.optimization.univariate.BrentOptimizer;
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import org.apache.commons.math.optimization.univariate.BrentOptimizer;
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import org.apache.commons.math.optimization.univariate.UnivariateRealPointValuePair;
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import org.apache.commons.math.optimization.univariate.UnivariateRealPointValuePair;
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* @since 2.2
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* @since 2.2
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*/
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*/
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public class PowellOptimizer
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public class PowellOptimizer
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extends AbstractScalarOptimizer {
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extends BaseAbstractScalarOptimizer<MultivariateRealFunction>
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implements MultivariateRealOptimizer {
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/**
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/**
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* Minimum relative tolerance.
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* Minimum relative tolerance.
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*/
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*/
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.DifferentiableMultivariateVectorialOptimizer;
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import org.apache.commons.math.optimization.DifferentiableMultivariateVectorialOptimizer;
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import org.apache.commons.math.optimization.VectorialPointValuePair;
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import org.apache.commons.math.optimization.VectorialPointValuePair;
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import org.apache.commons.math.optimization.direct.BaseAbstractVectorialOptimizer;
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import org.apache.commons.math.util.FastMath;
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import org.apache.commons.math.util.FastMath;
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/**
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/**
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/**
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/**
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* Simple constructor with default settings.
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* Simple constructor with default settings.
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* The convergence check is set to a {@link SimpleVectorialValueChecker}.
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* The convergence check is set to a {@link
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* org.apache.commons.math.optimization.SimpleVectorialValueChecker}.
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*/
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*/
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protected AbstractLeastSquaresOptimizer() {}
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protected AbstractLeastSquaresOptimizer() {}
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/**
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/**
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import org.apache.commons.math.optimization.GoalType;
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import org.apache.commons.math.optimization.GoalType;
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.direct.BaseAbstractScalarOptimizer;
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/**
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/**
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* Base class for implementing optimizers for multivariate scalar
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* Base class for implementing optimizers for multivariate scalar
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/*
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.apache.commons.math.optimization.general;
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import org.apache.commons.math.analysis.MultivariateRealFunction;
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import org.apache.commons.math.optimization.MultivariateRealOptimizer;
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import org.apache.commons.math.optimization.ConvergenceChecker;
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import org.apache.commons.math.optimization.RealPointValuePair;
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/**
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* Base class for implementing optimizers for multivariate (not necessarily
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* differentiable) scalar functions.
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*
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* @version $Revision$ $Date$
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* @since 2.2
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*/
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public abstract class AbstractScalarOptimizer
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extends BaseAbstractScalarOptimizer<MultivariateRealFunction>
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implements MultivariateRealOptimizer {
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/**
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* Simple constructor with default settings.
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* The convergence check is set to a
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* {@link org.apache.commons.math.optimization.SimpleScalarValueChecker}.
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*/
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protected AbstractScalarOptimizer() {}
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/**
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* @param checker Convergence checker.
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* @param maxEvaluations Maximum number of function evaluations.
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*/
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protected AbstractScalarOptimizer(ConvergenceChecker<RealPointValuePair> checker,
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int maxEvaluations) {
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super(checker, maxEvaluations);
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}
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}
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* See the License for the specific language governing permissions and
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* See the License for the specific language governing permissions and
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* limitations under the License.
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* limitations under the License.
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*/
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*/
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package org.apache.commons.math.optimization.general;
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package org.apache.commons.math.optimization.direct;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.MathException;
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import org.apache.commons.math.MathException;
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