org.apache.commons.math3.optim.univariate
Class MultiStartUnivariateOptimizer

java.lang.Object
  extended by org.apache.commons.math3.optim.BaseOptimizer<UnivariatePointValuePair>
      extended by org.apache.commons.math3.optim.univariate.UnivariateOptimizer
          extended by org.apache.commons.math3.optim.univariate.MultiStartUnivariateOptimizer

public class MultiStartUnivariateOptimizer
extends UnivariateOptimizer

Special implementation of the UnivariateOptimizer interface adding multi-start features to an existing optimizer.
This class wraps an optimizer in order to use it several times in turn with different starting points (trying to avoid being trapped in a local extremum when looking for a global one).

Since:
3.0
Version:
$Id$

Field Summary
 
Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer
evaluations, iterations
 
Constructor Summary
MultiStartUnivariateOptimizer(UnivariateOptimizer optimizer, int starts, RandomGenerator generator)
          Create a multi-start optimizer from a single-start optimizer.
 
Method Summary
protected  UnivariatePointValuePair doOptimize()
          Performs the bulk of the optimization algorithm.
 int getEvaluations()
          Gets the number of evaluations of the objective function.
 UnivariatePointValuePair[] getOptima()
          Gets all the optima found during the last call to optimize.
 UnivariatePointValuePair optimize(OptimizationData... optData)
          Stores data and performs the optimization.
 
Methods inherited from class org.apache.commons.math3.optim.univariate.UnivariateOptimizer
computeObjectiveValue, getGoalType, getMax, getMin, getStartValue
 
Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer
getConvergenceChecker, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

MultiStartUnivariateOptimizer

public MultiStartUnivariateOptimizer(UnivariateOptimizer optimizer,
                                     int starts,
                                     RandomGenerator 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 methods will return the same solution as optimizer would.
generator - Random generator to use for restarts.
Throws:
NotStrictlyPositiveException - if starts < 1.
Method Detail

getEvaluations

public int getEvaluations()
Gets 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.

Overrides:
getEvaluations in class BaseOptimizer<UnivariatePointValuePair>
Returns:
the number of evaluations of the objective function.

getOptima

public UnivariatePointValuePair[] getOptima()
Gets 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 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.

optimize

public UnivariatePointValuePair optimize(OptimizationData... optData)
Stores data and performs the optimization.

Overrides:
optimize in class UnivariateOptimizer
Parameters:
optData - Optimization data. The following data will be looked for:
Returns:
a point/value pair that satifies the convergence criteria.
Throws:
MathIllegalStateException - if optData does not contain an instance of MaxEval or SearchInterval.

doOptimize

protected UnivariatePointValuePair doOptimize()
Performs the bulk of the optimization algorithm.

Specified by:
doOptimize in class BaseOptimizer<UnivariatePointValuePair>
Returns:
the point/value pair giving the optimal value of the objective function.


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