org.apache.commons.math.optimization
Class BaseMultiStartMultivariateVectorialOptimizer<FUNC extends MultivariateVectorialFunction>

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

Type Parameters:

FUNC - Type of the objective function to be optimized.

All Implemented Interfaces:

BaseMultivariateVectorialOptimizer<FUNC>, BaseOptimizer<VectorialPointValuePair>

Direct Known Subclasses:

MultiStartDifferentiableMultivariateVectorialOptimizer

public class BaseMultiStartMultivariateVectorialOptimizer<FUNC extends MultivariateVectorialFunction>
extends java.lang.Object
implements BaseMultivariateVectorialOptimizer<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 MultiStartDifferentiableMultivariateVectorialOptimizer.

Since:

3.0

Version:

$Id$

Constructor Summary

protected

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

Method Summary

ConvergenceChecker<VectorialPointValuePair>	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.
VectorialPointValuePair[]	getOptima() Get all the optima found during the last call to optimize.
VectorialPointValuePair	optimize(int maxEval, FUNC f, double[] target, double[] weights, double[] startPoint) Optimize an objective function.
void	setConvergenceChecker(ConvergenceChecker<VectorialPointValuePair> 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

BaseMultiStartMultivariateVectorialOptimizer

protected BaseMultiStartMultivariateVectorialOptimizer(BaseMultivariateVectorialOptimizer<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 VectorialPointValuePair[] 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 a ConvergenceException). This also means that if the first element is not null, it is the best point found across all starts.

Returns:

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<VectorialPointValuePair>

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<VectorialPointValuePair>

Returns:

the number of evaluations of the objective function.

setConvergenceChecker

public void setConvergenceChecker(ConvergenceChecker<VectorialPointValuePair> checker)

Set the convergence checker.

Specified by:

setConvergenceChecker in interface BaseOptimizer<VectorialPointValuePair>

Parameters:

checker - Object to use to check for convergence.

getConvergenceChecker

public ConvergenceChecker<VectorialPointValuePair> getConvergenceChecker()

Get the convergence checker.

Specified by:

getConvergenceChecker in interface BaseOptimizer<VectorialPointValuePair>

Returns:

the object used to check for convergence.

optimize

public VectorialPointValuePair optimize(int maxEval,
                                        FUNC f,
                                        double[] target,
                                        double[] weights,
                                        double[] startPoint)

Optimize an objective function. Optimization is considered to be a weighted least-squares minimization. The cost function to be minimized is ∑weighti(objectivei - targeti)2

Specified by:

optimize in interface BaseMultivariateVectorialOptimizer<FUNC extends MultivariateVectorialFunction>

Parameters:

maxEval - Maximum number of function evaluations.

f - Objective function.

target - Target value for the objective functions at optimum.

weights - Weights for the least squares cost computation.

startPoint - Start point for optimization.

Returns:

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