001/*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements.  See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License.  You may obtain a copy of the License at
008 *
009 *      http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017package org.apache.commons.math4.optim;
018
019import org.apache.commons.math4.exception.DimensionMismatchException;
020import org.apache.commons.math4.exception.NumberIsTooLargeException;
021import org.apache.commons.math4.exception.NumberIsTooSmallException;
022
023/**
024 * Base class for implementing optimizers for multivariate functions.
025 * It contains the boiler-plate code for initial guess and bounds
026 * specifications.
027 * <em>It is not a "user" class.</em>
028 *
029 * @param <PAIR> Type of the point/value pair returned by the optimization
030 * algorithm.
031 *
032 * @since 3.1
033 */
034public abstract class BaseMultivariateOptimizer<PAIR>
035    extends BaseOptimizer<PAIR> {
036    /** Initial guess. */
037    private double[] start;
038    /** Lower bounds. */
039    private double[] lowerBound;
040    /** Upper bounds. */
041    private double[] upperBound;
042
043    /**
044     * @param checker Convergence checker.
045     */
046    protected BaseMultivariateOptimizer(ConvergenceChecker<PAIR> checker) {
047        super(checker);
048    }
049
050    /**
051     * {@inheritDoc}
052     *
053     * @param optData Optimization data. In addition to those documented in
054     * {@link BaseOptimizer#parseOptimizationData(OptimizationData[]) BaseOptimizer},
055     * this method will register the following data:
056     * <ul>
057     *  <li>{@link InitialGuess}</li>
058     *  <li>{@link SimpleBounds}</li>
059     * </ul>
060     * @return {@inheritDoc}
061     */
062    @Override
063    public PAIR optimize(OptimizationData... optData) {
064        // Perform optimization.
065        return super.optimize(optData);
066    }
067
068    /**
069     * Scans the list of (required and optional) optimization data that
070     * characterize the problem.
071     *
072     * @param optData Optimization data. The following data will be looked for:
073     * <ul>
074     *  <li>{@link InitialGuess}</li>
075     *  <li>{@link SimpleBounds}</li>
076     * </ul>
077     */
078    @Override
079    protected void parseOptimizationData(OptimizationData... optData) {
080        // Allow base class to register its own data.
081        super.parseOptimizationData(optData);
082
083        // The existing values (as set by the previous call) are reused if
084        // not provided in the argument list.
085        for (OptimizationData data : optData) {
086            if (data instanceof InitialGuess) {
087                start = ((InitialGuess) data).getInitialGuess();
088                continue;
089            }
090            if (data instanceof SimpleBounds) {
091                final SimpleBounds bounds = (SimpleBounds) data;
092                lowerBound = bounds.getLower();
093                upperBound = bounds.getUpper();
094                continue;
095            }
096        }
097
098        // Check input consistency.
099        checkParameters();
100    }
101
102    /**
103     * Gets the initial guess.
104     *
105     * @return the initial guess, or {@code null} if not set.
106     */
107    public double[] getStartPoint() {
108        return start == null ? null : start.clone();
109    }
110    /**
111     * @return the lower bounds, or {@code null} if not set.
112     */
113    public double[] getLowerBound() {
114        return lowerBound == null ? null : lowerBound.clone();
115    }
116    /**
117     * @return the upper bounds, or {@code null} if not set.
118     */
119    public double[] getUpperBound() {
120        return upperBound == null ? null : upperBound.clone();
121    }
122
123    /**
124     * Check parameters consistency.
125     */
126    private void checkParameters() {
127        if (start != null) {
128            final int dim = start.length;
129            if (lowerBound != null) {
130                if (lowerBound.length != dim) {
131                    throw new DimensionMismatchException(lowerBound.length, dim);
132                }
133                for (int i = 0; i < dim; i++) {
134                    final double v = start[i];
135                    final double lo = lowerBound[i];
136                    if (v < lo) {
137                        throw new NumberIsTooSmallException(v, lo, true);
138                    }
139                }
140            }
141            if (upperBound != null) {
142                if (upperBound.length != dim) {
143                    throw new DimensionMismatchException(upperBound.length, dim);
144                }
145                for (int i = 0; i < dim; i++) {
146                    final double v = start[i];
147                    final double hi = upperBound[i];
148                    if (v > hi) {
149                        throw new NumberIsTooLargeException(v, hi, true);
150                    }
151                }
152            }
153        }
154    }
155}