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 */ 017 018package org.apache.commons.math3.optimization; 019 020import java.util.Arrays; 021import java.util.Comparator; 022 023import org.apache.commons.math3.analysis.MultivariateFunction; 024import org.apache.commons.math3.exception.MathIllegalStateException; 025import org.apache.commons.math3.exception.NotStrictlyPositiveException; 026import org.apache.commons.math3.exception.NullArgumentException; 027import org.apache.commons.math3.exception.util.LocalizedFormats; 028import org.apache.commons.math3.random.RandomVectorGenerator; 029 030/** 031 * Base class for all implementations of a multi-start optimizer. 032 * 033 * This interface is mainly intended to enforce the internal coherence of 034 * Commons-Math. Users of the API are advised to base their code on 035 * {@link MultivariateMultiStartOptimizer} or on 036 * {@link DifferentiableMultivariateMultiStartOptimizer}. 037 * 038 * @param <FUNC> Type of the objective function to be optimized. 039 * 040 * @deprecated As of 3.1 (to be removed in 4.0). 041 * @since 3.0 042 */ 043@Deprecated 044public class BaseMultivariateMultiStartOptimizer<FUNC extends MultivariateFunction> 045 implements BaseMultivariateOptimizer<FUNC> { 046 /** Underlying classical optimizer. */ 047 private final BaseMultivariateOptimizer<FUNC> optimizer; 048 /** Maximal number of evaluations allowed. */ 049 private int maxEvaluations; 050 /** Number of evaluations already performed for all starts. */ 051 private int totalEvaluations; 052 /** Number of starts to go. */ 053 private int starts; 054 /** Random generator for multi-start. */ 055 private RandomVectorGenerator generator; 056 /** Found optima. */ 057 private PointValuePair[] optima; 058 059 /** 060 * Create a multi-start optimizer from a single-start optimizer. 061 * 062 * @param optimizer Single-start optimizer to wrap. 063 * @param starts Number of starts to perform. If {@code starts == 1}, 064 * the {@link #optimize(int,MultivariateFunction,GoalType,double[]) 065 * optimize} will return the same solution as {@code optimizer} would. 066 * @param generator Random vector generator to use for restarts. 067 * @throws NullArgumentException if {@code optimizer} or {@code generator} 068 * is {@code null}. 069 * @throws NotStrictlyPositiveException if {@code starts < 1}. 070 */ 071 protected BaseMultivariateMultiStartOptimizer(final BaseMultivariateOptimizer<FUNC> optimizer, 072 final int starts, 073 final RandomVectorGenerator generator) { 074 if (optimizer == null || 075 generator == null) { 076 throw new NullArgumentException(); 077 } 078 if (starts < 1) { 079 throw new NotStrictlyPositiveException(starts); 080 } 081 082 this.optimizer = optimizer; 083 this.starts = starts; 084 this.generator = generator; 085 } 086 087 /** 088 * Get all the optima found during the last call to {@link 089 * #optimize(int,MultivariateFunction,GoalType,double[]) optimize}. 090 * The optimizer stores all the optima found during a set of 091 * restarts. The {@link #optimize(int,MultivariateFunction,GoalType,double[]) 092 * optimize} method returns the best point only. This method 093 * returns all the points found at the end of each starts, 094 * including the best one already returned by the {@link 095 * #optimize(int,MultivariateFunction,GoalType,double[]) optimize} method. 096 * <br/> 097 * The returned array as one element for each start as specified 098 * in the constructor. It is ordered with the results from the 099 * runs that did converge first, sorted from best to worst 100 * objective value (i.e in ascending order if minimizing and in 101 * descending order if maximizing), followed by and null elements 102 * corresponding to the runs that did not converge. This means all 103 * elements will be null if the {@link #optimize(int,MultivariateFunction,GoalType,double[]) 104 * optimize} method did throw an exception. 105 * This also means that if the first element is not {@code null}, it 106 * is the best point found across all starts. 107 * 108 * @return an array containing the optima. 109 * @throws MathIllegalStateException if {@link 110 * #optimize(int,MultivariateFunction,GoalType,double[]) optimize} 111 * has not been called. 112 */ 113 public PointValuePair[] getOptima() { 114 if (optima == null) { 115 throw new MathIllegalStateException(LocalizedFormats.NO_OPTIMUM_COMPUTED_YET); 116 } 117 return optima.clone(); 118 } 119 120 /** {@inheritDoc} */ 121 public int getMaxEvaluations() { 122 return maxEvaluations; 123 } 124 125 /** {@inheritDoc} */ 126 public int getEvaluations() { 127 return totalEvaluations; 128 } 129 130 /** {@inheritDoc} */ 131 public ConvergenceChecker<PointValuePair> getConvergenceChecker() { 132 return optimizer.getConvergenceChecker(); 133 } 134 135 /** 136 * {@inheritDoc} 137 */ 138 public PointValuePair optimize(int maxEval, final FUNC f, 139 final GoalType goal, 140 double[] startPoint) { 141 maxEvaluations = maxEval; 142 RuntimeException lastException = null; 143 optima = new PointValuePair[starts]; 144 totalEvaluations = 0; 145 146 // Multi-start loop. 147 for (int i = 0; i < starts; ++i) { 148 // CHECKSTYLE: stop IllegalCatch 149 try { 150 optima[i] = optimizer.optimize(maxEval - totalEvaluations, f, goal, 151 i == 0 ? startPoint : generator.nextVector()); 152 } catch (RuntimeException mue) { 153 lastException = mue; 154 optima[i] = null; 155 } 156 // CHECKSTYLE: resume IllegalCatch 157 158 totalEvaluations += optimizer.getEvaluations(); 159 } 160 161 sortPairs(goal); 162 163 if (optima[0] == null) { 164 throw lastException; // cannot be null if starts >=1 165 } 166 167 // Return the found point given the best objective function value. 168 return optima[0]; 169 } 170 171 /** 172 * Sort the optima from best to worst, followed by {@code null} elements. 173 * 174 * @param goal Goal type. 175 */ 176 private void sortPairs(final GoalType goal) { 177 Arrays.sort(optima, new Comparator<PointValuePair>() { 178 /** {@inheritDoc} */ 179 public int compare(final PointValuePair o1, 180 final PointValuePair o2) { 181 if (o1 == null) { 182 return (o2 == null) ? 0 : 1; 183 } else if (o2 == null) { 184 return -1; 185 } 186 final double v1 = o1.getValue(); 187 final double v2 = o2.getValue(); 188 return (goal == GoalType.MINIMIZE) ? 189 Double.compare(v1, v2) : Double.compare(v2, v1); 190 } 191 }); 192 } 193}