org.apache.commons.math.optimization
Class BaseMultiStartMultivariateRealOptimizer<FUNC extends MultivariateRealFunction>

java.lang.Object
  org.apache.commons.math.optimization.BaseMultiStartMultivariateRealOptimizer<FUNC>

Type Parameters:

FUNC - Type of the objective function to be optimized.

All Implemented Interfaces:

BaseMultivariateRealOptimizer<FUNC>, BaseOptimizer<RealPointValuePair>

Direct Known Subclasses:

MultiStartDifferentiableMultivariateRealOptimizer, MultiStartMultivariateRealOptimizer

public class BaseMultiStartMultivariateRealOptimizer<FUNC extends MultivariateRealFunction>
extends java.lang.Object
implements BaseMultivariateRealOptimizer<FUNC>

Base class for all implementations of a multi-start optimizer. This interface is mainly intended to enforce the internal coherence of Commons-Math. Users of the API are advised to base their code on MultiStartMultivariateRealOptimizer or on MultiStartDifferentiableMultivariateRealOptimizer.

Since:

3.0

Version:

$Id$

Constructor Summary

protected

BaseMultiStartMultivariateRealOptimizer(BaseMultivariateRealOptimizer<FUNC> optimizer, int starts, RandomVectorGenerator generator) Create a multi-start optimizer from a single-start optimizer.

Method Summary

ConvergenceChecker<RealPointValuePair>	getConvergenceChecker() Get the convergence checker.
int	getEvaluations() Get the number of evaluations of the objective function.
int	getMaxEvaluations() Get the maximal number of function evaluations.
RealPointValuePair[]	getOptima() Get all the optima found during the last call to optimize.
RealPointValuePair	optimize(int maxEval, FUNC f, GoalType goal, double[] startPoint) Optimize an objective function.
void	setConvergenceChecker(ConvergenceChecker<RealPointValuePair> checker) Set the convergence checker.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BaseMultiStartMultivariateRealOptimizer

protected BaseMultiStartMultivariateRealOptimizer(BaseMultivariateRealOptimizer<FUNC> optimizer,
                                                  int starts,
                                                  RandomVectorGenerator generator)

Create a multi-start optimizer from a single-start optimizer.

Parameters:

optimizer - Single-start optimizer to wrap.

starts - Number of starts to perform. If starts == 1, the optimize will return the same solution as optimizer would.

generator - Random vector generator to use for restarts.

Throws:

NullArgumentException - if optimizer or generator is null.

NotStrictlyPositiveException - if starts < 1.

Method Detail

getOptima

public RealPointValuePair[] getOptima()

Get all the optima found during the last call to optimize. The optimizer stores all the optima found during a set of restarts. The optimize method returns the best point only. This method returns all the points found at the end of each starts, including the best one already returned by the optimize method.
The returned array as one element for each start as specified in the constructor. It is ordered with the results from the runs that did converge first, sorted from best to worst objective value (i.e in ascending order if minimizing and in descending order if maximizing), followed by and null elements corresponding to the runs that did not converge. This means all elements will be null if the optimize method did throw an exception. This also means that if the first element is not null, it is the best point found across all starts.

Returns:

an array containing the optima.

Throws:

MathIllegalStateException - if optimize has not been called.

getMaxEvaluations

public int getMaxEvaluations()

Get the maximal number of function evaluations.

Specified by:

getMaxEvaluations in interface BaseOptimizer<RealPointValuePair>

Returns:

the maximal number of function evaluations.

getEvaluations

public int getEvaluations()

Get the number of evaluations of the objective function. The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.

Specified by:

getEvaluations in interface BaseOptimizer<RealPointValuePair>

Returns:

the number of evaluations of the objective function.

setConvergenceChecker

public void setConvergenceChecker(ConvergenceChecker<RealPointValuePair> checker)

Set the convergence checker.

Specified by:

setConvergenceChecker in interface BaseOptimizer<RealPointValuePair>

Parameters:

checker - Object to use to check for convergence.

getConvergenceChecker

public ConvergenceChecker<RealPointValuePair> getConvergenceChecker()

Get the convergence checker.

Specified by:

getConvergenceChecker in interface BaseOptimizer<RealPointValuePair>

Returns:

the object used to check for convergence.

optimize

public RealPointValuePair optimize(int maxEval,
                                   FUNC f,
                                   GoalType goal,
                                   double[] startPoint)

Optimize an objective function.

Specified by:

optimize in interface BaseMultivariateRealOptimizer<FUNC extends MultivariateRealFunction>

Parameters:

maxEval - Maximum number of function evaluations.

f - Objective function.

goal - Type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.

startPoint - Start point for optimization.

Returns:

the point/value pair giving the optimal value for objective function.