PAIR- Type of the point/value pair returned by the optimization algorithm.
public abstract class BaseMultiStartMultivariateOptimizer<PAIR> extends BaseMultivariateOptimizer<PAIR>
|Constructor and Description|
Create a multi-start optimizer from a single-start optimizer.
|Modifier and Type||Method and Description|
Method that will called in order to clear all stored optima.
Performs the bulk of the optimization algorithm.
Gets the number of evaluations of the objective function.
Gets all the optima found during the last call to
Stores data and performs the optimization.
Method that will be called in order to store each found optimum.
getLowerBound, getStartPoint, getUpperBound, parseOptimizationData
getConvergenceChecker, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize
public BaseMultiStartMultivariateOptimizer(BaseMultivariateOptimizer<PAIR> optimizer, int starts, RandomVectorGenerator generator)
Note that if there are bounds constraints (see
BaseMultivariateOptimizer.getUpperBound()), then a simple rejection algorithm is used
at each restart. This implies that the random vector generator should have
a good probability to generate vectors in the bounded domain, otherwise the
rejection algorithm will hit the
BaseOptimizer.getMaxEvaluations() count without
generating a proper restart point. Users must be take great care of the curse of dimensionality.
optimizer- Single-start optimizer to wrap.
starts- Number of starts to perform. If
starts == 1, the
optimizewill return the same solution as the given
generator- Random vector generator to use for restarts.
starts < 1.
public int getEvaluations()
optimizemethod. It is 0 if the method has not been called yet.
optimize. The optimizer stores all the optima found during a set of restarts. The
optimizemethod 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
nullelements corresponding to the runs that did not converge. This means all elements will be
optimizemethod did throw an exception. This also means that if the first element is not
null, it is the best point found across all starts.
optimize; it will likely throw
public PAIR optimize(OptimizationData... optData)
The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.
When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).
Important note: Subclasses must override
BaseOptimizer.parseOptimizationData(OptimizationData) if they need to register
their own options; but then, they must also call
super.parseOptimizationData(optData) within that method.
optData- Optimization data. In addition to those documented in
BaseOptimizer, this method will register the following data:
optDatadoes not contain an instance of
protected PAIR doOptimize()
optimum- Result of an optimization run.
protected abstract void clear()
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