Class name change:
  "MultivariateRealOptimizer" -> "MultivariateOptimizer"
  "DifferentiableMultivariateRealOptimizer" -> "DifferentiableMultivariateOptimizer"


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1212377 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski 2011-12-09 12:42:50 +00:00
parent 5fef93ec7d
commit e71093b8df
17 changed files with 37 additions and 37 deletions

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@ -24,8 +24,8 @@ import org.apache.commons.math.analysis.MultivariateFunction;
* Commons-FastMath. Users of the API are advised to base their code on * Commons-FastMath. Users of the API are advised to base their code on
* the following interfaces: * the following interfaces:
* <ul> * <ul>
* <li>{@link org.apache.commons.math.optimization.MultivariateRealOptimizer}</li> * <li>{@link org.apache.commons.math.optimization.MultivariateOptimizer}</li>
* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer}</li> * <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateOptimizer}</li>
* </ul> * </ul>
* *
* @param <FUNC> Type of the objective function to be optimized. * @param <FUNC> Type of the objective function to be optimized.

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@ -24,8 +24,8 @@ import org.apache.commons.math.analysis.MultivariateFunction;
* Commons-FastMath. Users of the API are advised to base their code on * Commons-FastMath. Users of the API are advised to base their code on
* the following interfaces: * the following interfaces:
* <ul> * <ul>
* <li>{@link org.apache.commons.math.optimization.MultivariateRealOptimizer}</li> * <li>{@link org.apache.commons.math.optimization.MultivariateOptimizer}</li>
* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer}</li> * <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateOptimizer}</li>
* </ul> * </ul>
* *
* @param <FUNC> Type of the objective function to be optimized. * @param <FUNC> Type of the objective function to be optimized.

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@ -22,8 +22,8 @@ package org.apache.commons.math.optimization;
* Commons-Math. Users of the API are advised to base their code on * Commons-Math. Users of the API are advised to base their code on
* the following interfaces: * the following interfaces:
* <ul> * <ul>
* <li>{@link org.apache.commons.math.optimization.MultivariateRealOptimizer}</li> * <li>{@link org.apache.commons.math.optimization.MultivariateOptimizer}</li>
* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer}</li> * <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateOptimizer}</li>
* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateVectorOptimizer}</li> * <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateVectorOptimizer}</li>
* <li>{@link org.apache.commons.math.optimization.univariate.UnivariateRealOptimizer}</li> * <li>{@link org.apache.commons.math.optimization.univariate.UnivariateRealOptimizer}</li>
* </ul> * </ul>

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@ -21,7 +21,7 @@ import org.apache.commons.math.analysis.DifferentiableMultivariateFunction;
import org.apache.commons.math.random.RandomVectorGenerator; import org.apache.commons.math.random.RandomVectorGenerator;
/** /**
* Special implementation of the {@link DifferentiableMultivariateRealOptimizer} * Special implementation of the {@link DifferentiableMultivariateOptimizer}
* interface adding multi-start features to an existing optimizer. * interface adding multi-start features to an existing optimizer.
* *
* This class wraps a classical optimizer to use it several times in * This class wraps a classical optimizer to use it several times in
@ -33,7 +33,7 @@ import org.apache.commons.math.random.RandomVectorGenerator;
*/ */
public class DifferentiableMultivariateMultiStartOptimizer public class DifferentiableMultivariateMultiStartOptimizer
extends BaseMultivariateMultiStartOptimizer<DifferentiableMultivariateFunction> extends BaseMultivariateMultiStartOptimizer<DifferentiableMultivariateFunction>
implements DifferentiableMultivariateRealOptimizer { implements DifferentiableMultivariateOptimizer {
/** /**
* Create a multi-start optimizer from a single-start optimizer. * Create a multi-start optimizer from a single-start optimizer.
* *
@ -43,7 +43,7 @@ public class DifferentiableMultivariateMultiStartOptimizer
* equal to 1. * equal to 1.
* @param generator Random vector generator to use for restarts. * @param generator Random vector generator to use for restarts.
*/ */
public DifferentiableMultivariateMultiStartOptimizer(final DifferentiableMultivariateRealOptimizer optimizer, public DifferentiableMultivariateMultiStartOptimizer(final DifferentiableMultivariateOptimizer optimizer,
final int starts, final int starts,
final RandomVectorGenerator generator) { final RandomVectorGenerator generator) {
super(optimizer, starts, generator); super(optimizer, starts, generator);

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@ -26,11 +26,11 @@ import org.apache.commons.math.analysis.DifferentiableMultivariateFunction;
* Optimization algorithms find the input point set that either {@link GoalType * Optimization algorithms find the input point set that either {@link GoalType
* maximize or minimize} an objective function. * maximize or minimize} an objective function.
* *
* @see MultivariateRealOptimizer * @see MultivariateOptimizer
* @see DifferentiableMultivariateVectorOptimizer * @see DifferentiableMultivariateVectorOptimizer
* *
* @version $Id$ * @version $Id$
* @since 2.0 * @since 2.0
*/ */
public interface DifferentiableMultivariateRealOptimizer public interface DifferentiableMultivariateOptimizer
extends BaseMultivariateOptimizer<DifferentiableMultivariateFunction> {} extends BaseMultivariateOptimizer<DifferentiableMultivariateFunction> {}

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@ -21,7 +21,7 @@ import org.apache.commons.math.analysis.MultivariateFunction;
import org.apache.commons.math.random.RandomVectorGenerator; import org.apache.commons.math.random.RandomVectorGenerator;
/** /**
* Special implementation of the {@link MultivariateRealOptimizer} interface adding * Special implementation of the {@link MultivariateOptimizer} interface adding
* multi-start features to an existing optimizer. * multi-start features to an existing optimizer.
* *
* This class wraps a classical optimizer to use it several times in * This class wraps a classical optimizer to use it several times in
@ -33,7 +33,7 @@ import org.apache.commons.math.random.RandomVectorGenerator;
*/ */
public class MultivariateMultiStartOptimizer public class MultivariateMultiStartOptimizer
extends BaseMultivariateMultiStartOptimizer<MultivariateFunction> extends BaseMultivariateMultiStartOptimizer<MultivariateFunction>
implements MultivariateRealOptimizer { implements MultivariateOptimizer {
/** /**
* Create a multi-start optimizer from a single-start optimizer. * Create a multi-start optimizer from a single-start optimizer.
* *
@ -43,7 +43,7 @@ public class MultivariateMultiStartOptimizer
* equal to 1. * equal to 1.
* @param generator Random vector generator to use for restarts. * @param generator Random vector generator to use for restarts.
*/ */
public MultivariateMultiStartOptimizer(final MultivariateRealOptimizer optimizer, public MultivariateMultiStartOptimizer(final MultivariateOptimizer optimizer,
final int starts, final int starts,
final RandomVectorGenerator generator) { final RandomVectorGenerator generator) {
super(optimizer, starts, generator); super(optimizer, starts, generator);

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@ -25,10 +25,10 @@ import org.apache.commons.math.analysis.MultivariateFunction;
* <p>Optimization algorithms find the input point set that either {@link GoalType * <p>Optimization algorithms find the input point set that either {@link GoalType
* maximize or minimize} an objective function.</p> * maximize or minimize} an objective function.</p>
* *
* @see DifferentiableMultivariateRealOptimizer * @see DifferentiableMultivariateOptimizer
* @see DifferentiableMultivariateVectorOptimizer * @see DifferentiableMultivariateVectorOptimizer
* @version $Id$ * @version $Id$
* @since 2.0 * @since 2.0
*/ */
public interface MultivariateRealOptimizer public interface MultivariateOptimizer
extends BaseMultivariateOptimizer<MultivariateFunction> {} extends BaseMultivariateOptimizer<MultivariateFunction> {}

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@ -29,7 +29,7 @@ import org.apache.commons.math.linear.ArrayRealVector;
import org.apache.commons.math.linear.RealVector; import org.apache.commons.math.linear.RealVector;
import org.apache.commons.math.optimization.GoalType; import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.RealPointValuePair; import org.apache.commons.math.optimization.RealPointValuePair;
import org.apache.commons.math.optimization.MultivariateRealOptimizer; import org.apache.commons.math.optimization.MultivariateOptimizer;
/** /**
* Powell's BOBYQA algorithm. This implementation is translated and * Powell's BOBYQA algorithm. This implementation is translated and
@ -51,7 +51,7 @@ import org.apache.commons.math.optimization.MultivariateRealOptimizer;
*/ */
public class BOBYQAOptimizer public class BOBYQAOptimizer
extends BaseAbstractMultivariateSimpleBoundsOptimizer<MultivariateFunction> extends BaseAbstractMultivariateSimpleBoundsOptimizer<MultivariateFunction>
implements MultivariateRealOptimizer { implements MultivariateOptimizer {
/** Minimum dimension of the problem: {@value} */ /** Minimum dimension of the problem: {@value} */
public static final int MINIMUM_PROBLEM_DIMENSION = 2; public static final int MINIMUM_PROBLEM_DIMENSION = 2;
/** Default value for {@link #initialTrustRegionRadius}: {@value} . */ /** Default value for {@link #initialTrustRegionRadius}: {@value} . */

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@ -33,7 +33,7 @@ import org.apache.commons.math.linear.MatrixUtils;
import org.apache.commons.math.linear.RealMatrix; import org.apache.commons.math.linear.RealMatrix;
import org.apache.commons.math.optimization.ConvergenceChecker; import org.apache.commons.math.optimization.ConvergenceChecker;
import org.apache.commons.math.optimization.GoalType; import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.MultivariateRealOptimizer; import org.apache.commons.math.optimization.MultivariateOptimizer;
import org.apache.commons.math.optimization.RealPointValuePair; import org.apache.commons.math.optimization.RealPointValuePair;
import org.apache.commons.math.optimization.SimpleScalarValueChecker; import org.apache.commons.math.optimization.SimpleScalarValueChecker;
import org.apache.commons.math.random.MersenneTwister; import org.apache.commons.math.random.MersenneTwister;
@ -82,7 +82,7 @@ import org.apache.commons.math.util.MathArrays;
public class CMAESOptimizer public class CMAESOptimizer
extends BaseAbstractMultivariateOptimizer<MultivariateFunction> extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
implements MultivariateRealOptimizer { implements MultivariateOptimizer {
/** Default value for {@link #checkFeasableCount}: {@value}. */ /** Default value for {@link #checkFeasableCount}: {@value}. */
public static final int DEFAULT_CHECKFEASABLECOUNT = 0; public static final int DEFAULT_CHECKFEASABLECOUNT = 0;
/** Default value for {@link #stopFitness}: {@value}. */ /** Default value for {@link #stopFitness}: {@value}. */

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@ -26,7 +26,7 @@ import org.apache.commons.math.exception.NotStrictlyPositiveException;
import org.apache.commons.math.optimization.GoalType; import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.RealPointValuePair; import org.apache.commons.math.optimization.RealPointValuePair;
import org.apache.commons.math.optimization.ConvergenceChecker; import org.apache.commons.math.optimization.ConvergenceChecker;
import org.apache.commons.math.optimization.MultivariateRealOptimizer; import org.apache.commons.math.optimization.MultivariateOptimizer;
import org.apache.commons.math.optimization.univariate.BracketFinder; import org.apache.commons.math.optimization.univariate.BracketFinder;
import org.apache.commons.math.optimization.univariate.BrentOptimizer; import org.apache.commons.math.optimization.univariate.BrentOptimizer;
import org.apache.commons.math.optimization.univariate.UnivariateRealPointValuePair; import org.apache.commons.math.optimization.univariate.UnivariateRealPointValuePair;
@ -47,7 +47,7 @@ import org.apache.commons.math.optimization.univariate.UnivariateRealPointValueP
*/ */
public class PowellOptimizer public class PowellOptimizer
extends BaseAbstractMultivariateOptimizer<MultivariateFunction> extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
implements MultivariateRealOptimizer { implements MultivariateOptimizer {
/** /**
* Minimum relative tolerance. * Minimum relative tolerance.
*/ */

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@ -25,7 +25,7 @@ import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.ConvergenceChecker; import org.apache.commons.math.optimization.ConvergenceChecker;
import org.apache.commons.math.optimization.RealPointValuePair; import org.apache.commons.math.optimization.RealPointValuePair;
import org.apache.commons.math.optimization.SimpleScalarValueChecker; import org.apache.commons.math.optimization.SimpleScalarValueChecker;
import org.apache.commons.math.optimization.MultivariateRealOptimizer; import org.apache.commons.math.optimization.MultivariateOptimizer;
/** /**
* This class implements simplex-based direct search optimization. * This class implements simplex-based direct search optimization.
@ -85,7 +85,7 @@ import org.apache.commons.math.optimization.MultivariateRealOptimizer;
*/ */
public class SimplexOptimizer public class SimplexOptimizer
extends BaseAbstractMultivariateOptimizer<MultivariateFunction> extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
implements MultivariateRealOptimizer { implements MultivariateOptimizer {
/** Simplex. */ /** Simplex. */
private AbstractSimplex simplex; private AbstractSimplex simplex;

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@ -19,7 +19,7 @@ package org.apache.commons.math.optimization.general;
import org.apache.commons.math.analysis.DifferentiableMultivariateFunction; import org.apache.commons.math.analysis.DifferentiableMultivariateFunction;
import org.apache.commons.math.analysis.MultivariateVectorFunction; import org.apache.commons.math.analysis.MultivariateVectorFunction;
import org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer; import org.apache.commons.math.optimization.DifferentiableMultivariateOptimizer;
import org.apache.commons.math.optimization.GoalType; import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.ConvergenceChecker; import org.apache.commons.math.optimization.ConvergenceChecker;
import org.apache.commons.math.optimization.RealPointValuePair; import org.apache.commons.math.optimization.RealPointValuePair;
@ -35,7 +35,7 @@ import org.apache.commons.math.optimization.direct.BaseAbstractMultivariateOptim
*/ */
public abstract class AbstractScalarDifferentiableOptimizer public abstract class AbstractScalarDifferentiableOptimizer
extends BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction> extends BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>
implements DifferentiableMultivariateRealOptimizer { implements DifferentiableMultivariateOptimizer {
/** /**
* Objective function gradient. * Objective function gradient.
*/ */

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@ -35,11 +35,11 @@
* <li>{@link org.apache.commons.math.optimization.univariate.UnivariateRealOptimizer * <li>{@link org.apache.commons.math.optimization.univariate.UnivariateRealOptimizer
* UnivariateRealOptimizer} for {@link org.apache.commons.math.analysis.UnivariateFunction * UnivariateRealOptimizer} for {@link org.apache.commons.math.analysis.UnivariateFunction
* univariate real functions}</li> * univariate real functions}</li>
* <li>{@link org.apache.commons.math.optimization.MultivariateRealOptimizer * <li>{@link org.apache.commons.math.optimization.MultivariateOptimizer
* MultivariateRealOptimizer} for {@link org.apache.commons.math.analysis.MultivariateFunction * MultivariateOptimizer} for {@link org.apache.commons.math.analysis.MultivariateFunction
* multivariate real functions}</li> * multivariate real functions}</li>
* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer * <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateOptimizer
* DifferentiableMultivariateRealOptimizer} for {@link * DifferentiableMultivariateOptimizer} for {@link
* org.apache.commons.math.analysis.DifferentiableMultivariateFunction * org.apache.commons.math.analysis.DifferentiableMultivariateFunction
* differentiable multivariate real functions}</li> * differentiable multivariate real functions}</li>
* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateVectorOptimizer * <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateVectorOptimizer
@ -57,7 +57,7 @@
* real function} thanks to the {@link * real function} thanks to the {@link
* org.apache.commons.math.optimization.LeastSquaresConverter LeastSquaresConverter} helper class. * org.apache.commons.math.optimization.LeastSquaresConverter LeastSquaresConverter} helper class.
* The transformed function can be optimized using any implementation of the {@link * The transformed function can be optimized using any implementation of the {@link
* org.apache.commons.math.optimization.MultivariateRealOptimizer MultivariateRealOptimizer} interface. * org.apache.commons.math.optimization.MultivariateOptimizer MultivariateOptimizer} interface.
* </p> * </p>
* *
* <p> * <p>

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@ -792,7 +792,7 @@ public class BatteryNISTTest {
} }
/* generic test runner */ /* generic test runner */
private double[] run(MultivariateRealOptimizer optim, DifferentiableMultivariateFunction func, double[] start) { private double[] run(MultivariateOptimizer optim, DifferentiableMultivariateFunction func, double[] start) {
return (optim.optimize(1000000, func, GoalType.MINIMIZE, start).getPointRef()); return (optim.optimize(1000000, func, GoalType.MINIMIZE, start).getPointRef());
} }
/* generic test runner for AbstractScalarDifferentiableOptimizer */ /* generic test runner for AbstractScalarDifferentiableOptimizer */

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@ -253,7 +253,7 @@ public class BOBYQAOptimizerTest {
System.out.println(func.getClass().getName() + " BEGIN"); // XXX System.out.println(func.getClass().getName() + " BEGIN"); // XXX
int dim = startPoint.length; int dim = startPoint.length;
// MultivariateRealOptimizer optim = // MultivariateOptimizer optim =
// new PowellOptimizer(1e-13, Math.ulp(1d)); // new PowellOptimizer(1e-13, Math.ulp(1d));
// RealPointValuePair result = optim.optimize(100000, func, goal, startPoint); // RealPointValuePair result = optim.optimize(100000, func, goal, startPoint);
final double[] lB = boundaries == null ? null : boundaries[0]; final double[] lB = boundaries == null ? null : boundaries[0];

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@ -27,7 +27,7 @@ import org.apache.commons.math.exception.NoDataException;
import org.apache.commons.math.exception.NotPositiveException; import org.apache.commons.math.exception.NotPositiveException;
import org.apache.commons.math.exception.OutOfRangeException; import org.apache.commons.math.exception.OutOfRangeException;
import org.apache.commons.math.optimization.GoalType; import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.MultivariateRealOptimizer; import org.apache.commons.math.optimization.MultivariateOptimizer;
import org.apache.commons.math.optimization.RealPointValuePair; import org.apache.commons.math.optimization.RealPointValuePair;
import org.apache.commons.math.random.MersenneTwister; import org.apache.commons.math.random.MersenneTwister;
import org.junit.Assert; import org.junit.Assert;
@ -375,7 +375,7 @@ public class CMAESOptimizerTest {
RealPointValuePair expected) { RealPointValuePair expected) {
int dim = startPoint.length; int dim = startPoint.length;
// test diagonalOnly = 0 - slow but normally fewer feval# // test diagonalOnly = 0 - slow but normally fewer feval#
MultivariateRealOptimizer optim = MultivariateOptimizer optim =
new CMAESOptimizer( new CMAESOptimizer(
lambda, inSigma, boundaries, 30000, lambda, inSigma, boundaries, 30000,
stopValue, isActive, diagonalOnly, 0, new MersenneTwister(),false); stopValue, isActive, diagonalOnly, 0, new MersenneTwister(),false);

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@ -19,7 +19,7 @@ package org.apache.commons.math.optimization.direct;
import org.apache.commons.math.analysis.MultivariateFunction; import org.apache.commons.math.analysis.MultivariateFunction;
import org.apache.commons.math.analysis.SumSincFunction; import org.apache.commons.math.analysis.SumSincFunction;
import org.apache.commons.math.optimization.GoalType; import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.MultivariateRealOptimizer; import org.apache.commons.math.optimization.MultivariateOptimizer;
import org.apache.commons.math.optimization.RealPointValuePair; import org.apache.commons.math.optimization.RealPointValuePair;
import org.junit.Assert; import org.junit.Assert;
import org.junit.Test; import org.junit.Test;
@ -131,7 +131,7 @@ public class PowellOptimizerTest {
GoalType goal, GoalType goal,
double fTol, double fTol,
double pointTol) { double pointTol) {
final MultivariateRealOptimizer optim = new PowellOptimizer(fTol, Math.ulp(1d)); final MultivariateOptimizer optim = new PowellOptimizer(fTol, Math.ulp(1d));
final RealPointValuePair result = optim.optimize(1000, func, goal, init); final RealPointValuePair result = optim.optimize(1000, func, goal, init);
final double[] found = result.getPoint(); final double[] found = result.getPoint();