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Favouring the "expanded" simplex over the "reflected" one. 

This modification decreases the number of function evaluations in several
test cases. Note however that the original description of the algorithm
uses the strict inequality...
This commit is contained in:
Gilles Sadowski 2021-08-27 17:24:51 +02:00
parent f1ad9d1b00
commit cc5ae51f98
2 changed files with 32 additions and 32 deletions
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2
commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/MultiDirectionalTransform.java
View File

@ -90,7 +90,7 @@ public class MultiDirectionalTransform
evaluationFunction);
final PointValuePair expandedBest = expandedSimplex.get(0);
if (comparator.compare(expandedBest, reflectedBest) < 0 ||
if (comparator.compare(expandedBest, reflectedBest) <= 0 ||
(sa != null &&
sa.test(expandedBest.getValue() - reflectedBest.getValue()))) {
return expandedSimplex;

62
commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv
View File

@ -31,36 +31,36 @@
# Caveat: Some tests are commented out (cf. JIRA: MATH-1552).
#
PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 1500, false
PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 2500, true
PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 5800, false
PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 10260, true
PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 2600, true
PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 5500, false
PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 10000, true
ROSENBROCK, 2, 1 1, 0.9, 1.1, 3e-3, 11000, false
ROSENBROCK, 2, 1 1, 0.9, 1.1, 3e-3, 650, true
ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 3e-3, 45000, false
ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 3e-3, 1850, true
ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 4e-3, 130000, false
ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-3, 8000, true
ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 2e-1, 430000, false
ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-1, 29000, true
POWELL, 4, 0 0 0 0, 4, 5, 5e-2, 11800, false
POWELL, 4, 0 0 0 0, 4, 5, 4e-3, 2200, true
POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 7e-2, 37000, false
POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 4e-2, 8500, true
CIGAR, 2, 0 0, 2, 3, 5e-5, 240, false
SPHERE, 2, 0 0, 2, 3, 5e-4, 200, false
ELLI, 2, 0 0, 3, 4, 1e-4, 350, false
TWO_AXES, 2, 0 0, 3, 4, 1e-4, 400, false
CIG_TAB, 2, 0 0, 3, 4, 1e-3, 280, false
TABLET, 2, 0 0, 3, 4, 2e-4, 340, false
SUM_POW, 2, 0 0, 3, 4, 1e-2, 190, false
ACKLEY, 2, 0 0, 2, 4, 1e-6, 310, false
RASTRIGIN, 2, 0 0, 6, 10, 1e-3, 650, false
GRIEWANK, 2, 0 0, 2, 3, 1e-1, 500, false
LEVY, 2, 1 1, 0.9, 1.1, 1e-3, 200, false
SCHWEFEL, 2, 420.9687 420.9687, 9, 11, 1, 200, false
ZAKHAROV, 2, 0 0, 3, 4, 1e-4, 1000, false
ROSENBROCK, 2, 1 1, 0.9, 1.1, 3e-3, 500, true
ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 3e-3, 31000, false
ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 3e-3, 1900, true
ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 4e-3, 115000, false
ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-3, 8100, true
ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 2e-1, 420000, false
ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-1, 30000, true
POWELL, 4, 0 0 0 0, 4, 5, 5e-2, 11700, false, target/debug__, 0 1 LAST 0
POWELL, 4, 0 0 0 0, 4, 5, 4e-3, 1900, true
POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 7e-2, 46000, false
POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 4e-2, 9000, true
CIGAR, 2, 0 0, 2, 3, 5e-5, 160, false
SPHERE, 2, 0 0, 2, 3, 5e-4, 120, false
ELLI, 2, 0 0, 3, 4, 1e-4, 150, false
TWO_AXES, 2, 0 0, 3, 4, 1e-4, 180, false
CIG_TAB, 2, 0 0, 3, 4, 1e-3, 170, false
TABLET, 2, 0 0, 3, 4, 2e-4, 150, false
SUM_POW, 2, 0 0, 3, 4, 1e-2, 120, false
ACKLEY, 2, 0 0, 2, 4, 1e-6, 220, false
RASTRIGIN, 2, 0 0, 6, 10, 1e-3, 160, false
GRIEWANK, 2, 0 0, 2, 3, 1e-1, 110, false
LEVY, 2, 1 1, 0.9, 1.1, 1e-3, 120, false
SCHWEFEL, 2, 420.9687 420.9687, 9, 11, 1, 120, false
ZAKHAROV, 2, 0 0, 3, 4, 1e-4, 130, false
PERM, 2, 1 2, 0.9, 1.1, 2e-3, 24000, false
PERM, 2, 1 2, 0.9, 1.1, 2e-3, 650, true
STYBLINSKI_TANG, 2, -2.903534 -2.903534, 1, 2, 1e-4, 210, false
#HAPPY_CAT, 2, -1 -1, 2, 3, 1e-4, 500, false
#SALOMON, 2, 0 0, 2, 3, 1e-4, 500, false
PERM, 2, 1 2, 0.9, 1.1, 2e-3, 400, true
STYBLINSKI_TANG, 2, -2.903534 -2.903534, 1, 2, 1e-4, 120, false
#HAPPY_CAT, 2, -1 -1, 2, 3, 1e-4, 50, false
#SALOMON, 2, 0 0, 2, 3, 1e-4, 50, false

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