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MATH-707
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
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@ -24,8 +24,8 @@ import org.apache.commons.math.analysis.MultivariateFunction;
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* Commons-FastMath. Users of the API are advised to base their code on
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* Commons-FastMath. Users of the API are advised to base their code on
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* the following interfaces:
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* the following interfaces:
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* <ul>
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* <ul>
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* <li>{@link org.apache.commons.math.optimization.MultivariateRealOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.MultivariateOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateOptimizer}</li>
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* </ul>
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* </ul>
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*
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*
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* @param <FUNC> 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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@ -24,8 +24,8 @@ import org.apache.commons.math.analysis.MultivariateFunction;
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* Commons-FastMath. Users of the API are advised to base their code on
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* Commons-FastMath. Users of the API are advised to base their code on
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* the following interfaces:
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* the following interfaces:
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* <ul>
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* <ul>
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* <li>{@link org.apache.commons.math.optimization.MultivariateRealOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.MultivariateOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateOptimizer}</li>
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* </ul>
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* </ul>
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*
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*
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* @param <FUNC> 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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@ -22,8 +22,8 @@ package org.apache.commons.math.optimization;
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* Commons-Math. Users of the API are advised to base their code on
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* Commons-Math. Users of the API are advised to base their code on
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* the following interfaces:
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* the following interfaces:
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* <ul>
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* <ul>
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* <li>{@link org.apache.commons.math.optimization.MultivariateRealOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.MultivariateOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateVectorOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateVectorOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.univariate.UnivariateRealOptimizer}</li>
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* <li>{@link org.apache.commons.math.optimization.univariate.UnivariateRealOptimizer}</li>
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* </ul>
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* </ul>
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@ -21,7 +21,7 @@ import org.apache.commons.math.analysis.DifferentiableMultivariateFunction;
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import org.apache.commons.math.random.RandomVectorGenerator;
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import org.apache.commons.math.random.RandomVectorGenerator;
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/**
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/**
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* Special implementation of the {@link DifferentiableMultivariateRealOptimizer}
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* Special implementation of the {@link DifferentiableMultivariateOptimizer}
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* interface adding multi-start features to an existing optimizer.
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* interface adding multi-start features to an existing optimizer.
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*
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*
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* This class wraps a classical optimizer to use it several times in
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* This class wraps a classical optimizer to use it several times in
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@ -33,7 +33,7 @@ import org.apache.commons.math.random.RandomVectorGenerator;
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*/
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*/
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public class DifferentiableMultivariateMultiStartOptimizer
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public class DifferentiableMultivariateMultiStartOptimizer
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extends BaseMultivariateMultiStartOptimizer<DifferentiableMultivariateFunction>
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extends BaseMultivariateMultiStartOptimizer<DifferentiableMultivariateFunction>
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implements DifferentiableMultivariateRealOptimizer {
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implements DifferentiableMultivariateOptimizer {
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/**
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/**
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* Create a multi-start optimizer from a single-start optimizer.
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* Create a multi-start optimizer from a single-start optimizer.
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*
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*
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@ -43,7 +43,7 @@ public class DifferentiableMultivariateMultiStartOptimizer
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* equal to 1.
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* equal to 1.
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* @param generator Random vector generator to use for restarts.
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* @param generator Random vector generator to use for restarts.
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*/
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*/
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public DifferentiableMultivariateMultiStartOptimizer(final DifferentiableMultivariateRealOptimizer optimizer,
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public DifferentiableMultivariateMultiStartOptimizer(final DifferentiableMultivariateOptimizer optimizer,
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final int starts,
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final int starts,
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final RandomVectorGenerator generator) {
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final RandomVectorGenerator generator) {
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super(optimizer, starts, generator);
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super(optimizer, starts, generator);
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@ -26,11 +26,11 @@ import org.apache.commons.math.analysis.DifferentiableMultivariateFunction;
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* Optimization algorithms find the input point set that either {@link GoalType
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* Optimization algorithms find the input point set that either {@link GoalType
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* maximize or minimize} an objective function.
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* maximize or minimize} an objective function.
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*
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*
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* @see MultivariateRealOptimizer
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* @see MultivariateOptimizer
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* @see DifferentiableMultivariateVectorOptimizer
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* @see DifferentiableMultivariateVectorOptimizer
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*
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*
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* @version $Id$
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* @version $Id$
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* @since 2.0
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* @since 2.0
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*/
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*/
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public interface DifferentiableMultivariateRealOptimizer
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public interface DifferentiableMultivariateOptimizer
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extends BaseMultivariateOptimizer<DifferentiableMultivariateFunction> {}
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extends BaseMultivariateOptimizer<DifferentiableMultivariateFunction> {}
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@ -21,7 +21,7 @@ import org.apache.commons.math.analysis.MultivariateFunction;
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import org.apache.commons.math.random.RandomVectorGenerator;
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import org.apache.commons.math.random.RandomVectorGenerator;
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/**
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/**
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* Special implementation of the {@link MultivariateRealOptimizer} interface adding
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* Special implementation of the {@link MultivariateOptimizer} interface adding
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* multi-start features to an existing optimizer.
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* multi-start features to an existing optimizer.
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*
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*
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* This class wraps a classical optimizer to use it several times in
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* This class wraps a classical optimizer to use it several times in
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@ -33,7 +33,7 @@ import org.apache.commons.math.random.RandomVectorGenerator;
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*/
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*/
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public class MultivariateMultiStartOptimizer
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public class MultivariateMultiStartOptimizer
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extends BaseMultivariateMultiStartOptimizer<MultivariateFunction>
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extends BaseMultivariateMultiStartOptimizer<MultivariateFunction>
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implements MultivariateRealOptimizer {
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implements MultivariateOptimizer {
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/**
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/**
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* Create a multi-start optimizer from a single-start optimizer.
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* Create a multi-start optimizer from a single-start optimizer.
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*
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*
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@ -43,7 +43,7 @@ public class MultivariateMultiStartOptimizer
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* equal to 1.
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* equal to 1.
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* @param generator Random vector generator to use for restarts.
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* @param generator Random vector generator to use for restarts.
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*/
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*/
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public MultivariateMultiStartOptimizer(final MultivariateRealOptimizer optimizer,
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public MultivariateMultiStartOptimizer(final MultivariateOptimizer optimizer,
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final int starts,
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final int starts,
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final RandomVectorGenerator generator) {
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final RandomVectorGenerator generator) {
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super(optimizer, starts, generator);
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super(optimizer, starts, generator);
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@ -25,10 +25,10 @@ import org.apache.commons.math.analysis.MultivariateFunction;
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* <p>Optimization algorithms find the input point set that either {@link GoalType
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* <p>Optimization algorithms find the input point set that either {@link GoalType
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* maximize or minimize} an objective function.</p>
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* maximize or minimize} an objective function.</p>
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*
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*
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* @see DifferentiableMultivariateRealOptimizer
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* @see DifferentiableMultivariateOptimizer
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* @see DifferentiableMultivariateVectorOptimizer
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* @see DifferentiableMultivariateVectorOptimizer
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* @version $Id$
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* @version $Id$
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* @since 2.0
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* @since 2.0
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*/
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*/
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public interface MultivariateRealOptimizer
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public interface MultivariateOptimizer
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extends BaseMultivariateOptimizer<MultivariateFunction> {}
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extends BaseMultivariateOptimizer<MultivariateFunction> {}
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@ -29,7 +29,7 @@ import org.apache.commons.math.linear.ArrayRealVector;
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import org.apache.commons.math.linear.RealVector;
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import org.apache.commons.math.linear.RealVector;
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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.MultivariateRealOptimizer;
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import org.apache.commons.math.optimization.MultivariateOptimizer;
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/**
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/**
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* Powell's BOBYQA algorithm. This implementation is translated and
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* Powell's BOBYQA algorithm. This implementation is translated and
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@ -51,7 +51,7 @@ import org.apache.commons.math.optimization.MultivariateRealOptimizer;
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*/
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*/
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public class BOBYQAOptimizer
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public class BOBYQAOptimizer
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extends BaseAbstractMultivariateSimpleBoundsOptimizer<MultivariateFunction>
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extends BaseAbstractMultivariateSimpleBoundsOptimizer<MultivariateFunction>
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implements MultivariateRealOptimizer {
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implements MultivariateOptimizer {
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/** Minimum dimension of the problem: {@value} */
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/** Minimum dimension of the problem: {@value} */
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public static final int MINIMUM_PROBLEM_DIMENSION = 2;
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public static final int MINIMUM_PROBLEM_DIMENSION = 2;
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/** Default value for {@link #initialTrustRegionRadius}: {@value} . */
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/** Default value for {@link #initialTrustRegionRadius}: {@value} . */
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@ -33,7 +33,7 @@ import org.apache.commons.math.linear.MatrixUtils;
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import org.apache.commons.math.linear.RealMatrix;
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import org.apache.commons.math.linear.RealMatrix;
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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.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.MultivariateOptimizer;
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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.random.MersenneTwister;
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import org.apache.commons.math.random.MersenneTwister;
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@ -82,7 +82,7 @@ import org.apache.commons.math.util.MathArrays;
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public class CMAESOptimizer
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public class CMAESOptimizer
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extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
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extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
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implements MultivariateRealOptimizer {
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implements MultivariateOptimizer {
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/** Default value for {@link #checkFeasableCount}: {@value}. */
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/** Default value for {@link #checkFeasableCount}: {@value}. */
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public static final int DEFAULT_CHECKFEASABLECOUNT = 0;
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public static final int DEFAULT_CHECKFEASABLECOUNT = 0;
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/** Default value for {@link #stopFitness}: {@value}. */
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/** Default value for {@link #stopFitness}: {@value}. */
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@ -26,7 +26,7 @@ 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.MultivariateOptimizer;
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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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@ -47,7 +47,7 @@ import org.apache.commons.math.optimization.univariate.UnivariateRealPointValueP
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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 BaseAbstractMultivariateOptimizer<MultivariateFunction>
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extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
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implements MultivariateRealOptimizer {
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implements MultivariateOptimizer {
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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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@ -25,7 +25,7 @@ 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.SimpleScalarValueChecker;
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import org.apache.commons.math.optimization.SimpleScalarValueChecker;
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import org.apache.commons.math.optimization.MultivariateRealOptimizer;
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import org.apache.commons.math.optimization.MultivariateOptimizer;
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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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@ -85,7 +85,7 @@ import org.apache.commons.math.optimization.MultivariateRealOptimizer;
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*/
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*/
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public class SimplexOptimizer
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public class SimplexOptimizer
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extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
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extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
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implements MultivariateRealOptimizer {
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implements MultivariateOptimizer {
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/** Simplex. */
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/** Simplex. */
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private AbstractSimplex simplex;
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private AbstractSimplex simplex;
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@ -19,7 +19,7 @@ package org.apache.commons.math.optimization.general;
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import org.apache.commons.math.analysis.DifferentiableMultivariateFunction;
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import org.apache.commons.math.analysis.DifferentiableMultivariateFunction;
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import org.apache.commons.math.analysis.MultivariateVectorFunction;
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import org.apache.commons.math.analysis.MultivariateVectorFunction;
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import org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer;
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import org.apache.commons.math.optimization.DifferentiableMultivariateOptimizer;
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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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@ -35,7 +35,7 @@ import org.apache.commons.math.optimization.direct.BaseAbstractMultivariateOptim
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*/
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*/
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public abstract class AbstractScalarDifferentiableOptimizer
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public abstract class AbstractScalarDifferentiableOptimizer
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extends BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>
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extends BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>
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implements DifferentiableMultivariateRealOptimizer {
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implements DifferentiableMultivariateOptimizer {
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/**
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/**
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* Objective function gradient.
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* Objective function gradient.
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*/
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*/
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* <li>{@link org.apache.commons.math.optimization.univariate.UnivariateRealOptimizer
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* <li>{@link org.apache.commons.math.optimization.univariate.UnivariateRealOptimizer
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* UnivariateRealOptimizer} for {@link org.apache.commons.math.analysis.UnivariateFunction
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* UnivariateRealOptimizer} for {@link org.apache.commons.math.analysis.UnivariateFunction
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* univariate real functions}</li>
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* univariate real functions}</li>
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* <li>{@link org.apache.commons.math.optimization.MultivariateRealOptimizer
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* <li>{@link org.apache.commons.math.optimization.MultivariateOptimizer
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* MultivariateRealOptimizer} for {@link org.apache.commons.math.analysis.MultivariateFunction
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* MultivariateOptimizer} for {@link org.apache.commons.math.analysis.MultivariateFunction
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* multivariate real functions}</li>
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* multivariate real functions}</li>
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateOptimizer
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* DifferentiableMultivariateRealOptimizer} for {@link
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* DifferentiableMultivariateOptimizer} for {@link
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* org.apache.commons.math.analysis.DifferentiableMultivariateFunction
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* org.apache.commons.math.analysis.DifferentiableMultivariateFunction
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* differentiable multivariate real functions}</li>
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* differentiable multivariate real functions}</li>
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateVectorOptimizer
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* <li>{@link org.apache.commons.math.optimization.DifferentiableMultivariateVectorOptimizer
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@ -57,7 +57,7 @@
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* real function} thanks to the {@link
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* real function} thanks to the {@link
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* org.apache.commons.math.optimization.LeastSquaresConverter LeastSquaresConverter} helper class.
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* org.apache.commons.math.optimization.LeastSquaresConverter LeastSquaresConverter} helper class.
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* The transformed function can be optimized using any implementation of the {@link
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* The transformed function can be optimized using any implementation of the {@link
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* org.apache.commons.math.optimization.MultivariateRealOptimizer MultivariateRealOptimizer} interface.
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* org.apache.commons.math.optimization.MultivariateOptimizer MultivariateOptimizer} interface.
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* </p>
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* </p>
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*
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*
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* <p>
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* <p>
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@ -792,7 +792,7 @@ public class BatteryNISTTest {
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}
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}
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/* generic test runner */
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/* generic test runner */
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private double[] run(MultivariateRealOptimizer optim, DifferentiableMultivariateFunction func, double[] start) {
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private double[] run(MultivariateOptimizer optim, DifferentiableMultivariateFunction func, double[] start) {
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return (optim.optimize(1000000, func, GoalType.MINIMIZE, start).getPointRef());
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return (optim.optimize(1000000, func, GoalType.MINIMIZE, start).getPointRef());
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}
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}
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/* generic test runner for AbstractScalarDifferentiableOptimizer */
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/* generic test runner for AbstractScalarDifferentiableOptimizer */
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@ -253,7 +253,7 @@ public class BOBYQAOptimizerTest {
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System.out.println(func.getClass().getName() + " BEGIN"); // XXX
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System.out.println(func.getClass().getName() + " BEGIN"); // XXX
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int dim = startPoint.length;
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int dim = startPoint.length;
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// MultivariateRealOptimizer optim =
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// MultivariateOptimizer optim =
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// new PowellOptimizer(1e-13, Math.ulp(1d));
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// new PowellOptimizer(1e-13, Math.ulp(1d));
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// RealPointValuePair result = optim.optimize(100000, func, goal, startPoint);
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// RealPointValuePair result = optim.optimize(100000, func, goal, startPoint);
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final double[] lB = boundaries == null ? null : boundaries[0];
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final double[] lB = boundaries == null ? null : boundaries[0];
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@ -27,7 +27,7 @@ import org.apache.commons.math.exception.NoDataException;
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import org.apache.commons.math.exception.NotPositiveException;
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import org.apache.commons.math.exception.NotPositiveException;
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import org.apache.commons.math.exception.OutOfRangeException;
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import org.apache.commons.math.exception.OutOfRangeException;
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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);
|
||||||
|
@ -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();
|
||||||
|
Loading…
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Reference in New Issue
Block a user