public class MultivariateFunctionMappingAdapter extends Object implements MultivariateFunction
Adapter for mapping bounded
MultivariateFunction to unbounded ones.
This adapter can be used to wrap functions subject to simple bounds on parameters so they can be used by optimizers that do not directly support simple bounds.
The principle is that the user function that will be wrapped will see its
parameters bounded as required, i.e when its
value method is called
with argument array
point, the elements array will fulfill requirement
lower[i] <= point[i] <= upper[i] for all i. Some of the components
may be unbounded or bounded only on one side if the corresponding bound is
set to an infinite value. The optimizer will not manage the user function by
itself, but it will handle this adapter and it is this adapter that will take
care the bounds are fulfilled. The adapter
value(double) method will
be called by the optimizer with unbound parameters, and the adapter will map
the unbounded value to the bounded range using appropriate functions like
Sigmoid for double bounded elements for example.
As the optimizer sees only unbounded parameters, it should be noted that the
start point or simplex expected by the optimizer should be unbounded, so the
user is responsible for converting his bounded point to unbounded by calling
boundedToUnbounded(double) before providing them to the optimizer.
For the same reason, the point returned by the
MultivariateFunction, org.apache.commons.math3.optimization.GoalType, double)
method is unbounded. So to convert this point to bounded, users must call
unboundedToBounded(double) by themselves!
This adapter is only a poor man solution to simple bounds optimization constraints
that can be used with simple optimizers like
MultiDirectionalSimplex. A better solution is to use
an optimizer that directly supports simple bounds like
BOBYQAOptimizer. One caveat of this poor man solution is that behavior near
the bounds may be numerically unstable as bounds are mapped from infinite values.
Another caveat is that convergence values are evaluated by the optimizer with respect
to unbounded variables, so there will be scales differences when converted to bounded
|Constructor and Description|
|Modifier and Type||Method and Description|
Map an array from bounded to unbounded.
Map an array from unbounded to bounded.
Compute the underlying function value from an unbounded point.
public MultivariateFunctionMappingAdapter(MultivariateFunction bounded, double lower, double upper)
bounded- bounded function
lower- lower bounds for each element of the input parameters array (some elements may be set to
Double.NEGATIVE_INFINITYfor unbounded values)
upper- upper bounds for each element of the input parameters array (some elements may be set to
Double.POSITIVE_INFINITYfor unbounded values)
DimensionMismatchException- if lower and upper bounds are not consistent, either according to dimension or to values
public double unboundedToBounded(double point)
point- unbounded value
public double boundedToUnbounded(double point)
point- bounded value
public double value(double point)
This method simply bounds the unbounded point using the mappings set up at construction and calls the underlying function using the bounded point.
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