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java.lang.Objectorg.apache.commons.math.optimization.MultiStartDifferentiableMultivariateRealOptimizer
public class MultiStartDifferentiableMultivariateRealOptimizer
Special implementation of the DifferentiableMultivariateRealOptimizer interface adding
multi-start features to an existing optimizer.
This class wraps a classical optimizer to use it several times in turn with different starting points in order to avoid being trapped into a local extremum when looking for a global one.
| Constructor Summary | |
|---|---|
MultiStartDifferentiableMultivariateRealOptimizer(DifferentiableMultivariateRealOptimizer optimizer,
int starts,
RandomVectorGenerator generator)
Create a multi-start optimizer from a single-start optimizer |
|
| Method Summary | |
|---|---|
RealConvergenceChecker |
getConvergenceChecker()
Get the convergence checker. |
int |
getEvaluations()
Get the number of evaluations of the objective function. |
int |
getGradientEvaluations()
Get the number of evaluations of the objective function gradient. |
int |
getIterations()
Get the number of iterations realized by the algorithm. |
int |
getMaxEvaluations()
Get the maximal number of functions evaluations. |
int |
getMaxIterations()
Get the maximal number of iterations of the algorithm. |
RealPointValuePair[] |
getOptima()
Get all the optima found during the last call to optimize. |
RealPointValuePair |
optimize(DifferentiableMultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
Optimizes an objective function. |
void |
setConvergenceChecker(RealConvergenceChecker checker)
Set the convergence checker. |
void |
setMaxEvaluations(int maxEvaluations)
Set the maximal number of functions evaluations. |
void |
setMaxIterations(int maxIterations)
Set the maximal number of iterations of the algorithm. |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Constructor Detail |
|---|
public MultiStartDifferentiableMultivariateRealOptimizer(DifferentiableMultivariateRealOptimizer optimizer,
int starts,
RandomVectorGenerator generator)
optimizer - single-start optimizer to wrapstarts - number of starts to perform (including the
first one), multi-start is disabled if value is less than or
equal to 1generator - random vector generator to use for restarts| Method Detail |
|---|
public RealPointValuePair[] getOptima()
throws IllegalStateException
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 and null elements
corresponding to the runs that did not converge. This means all
elements will be null if the optimize method did throw a ConvergenceException).
This also means that if the first element is non null, it is the best
point found across all starts.
IllegalStateException - if optimize has not been calledpublic void setMaxIterations(int maxIterations)
setMaxIterations in interface DifferentiableMultivariateRealOptimizermaxIterations - maximal number of function callspublic int getMaxIterations()
getMaxIterations in interface DifferentiableMultivariateRealOptimizerpublic int getIterations()
The number of evaluations corresponds to the last call to the
optimize method. It is 0 if the method has not been called yet.
getIterations in interface DifferentiableMultivariateRealOptimizerpublic void setMaxEvaluations(int maxEvaluations)
setMaxEvaluations in interface DifferentiableMultivariateRealOptimizermaxEvaluations - maximal number of function evaluationspublic int getMaxEvaluations()
getMaxEvaluations in interface DifferentiableMultivariateRealOptimizerpublic int getEvaluations()
The number of evaluations corresponds to the last call to the
optimize
method. It is 0 if the method has not been called yet.
getEvaluations in interface DifferentiableMultivariateRealOptimizerpublic int getGradientEvaluations()
The number of evaluations corresponds to the last call to the
optimize
method. It is 0 if the method has not been called yet.
getGradientEvaluations in interface DifferentiableMultivariateRealOptimizerpublic void setConvergenceChecker(RealConvergenceChecker checker)
setConvergenceChecker in interface DifferentiableMultivariateRealOptimizerchecker - object to use to check for convergencepublic RealConvergenceChecker getConvergenceChecker()
getConvergenceChecker in interface DifferentiableMultivariateRealOptimizer
public RealPointValuePair optimize(DifferentiableMultivariateRealFunction f,
GoalType goalType,
double[] startPoint)
throws FunctionEvaluationException,
OptimizationException,
FunctionEvaluationException
optimize in interface DifferentiableMultivariateRealOptimizerf - objective functiongoalType - type of optimization goal: either GoalType.MAXIMIZE
or GoalType.MINIMIZEstartPoint - the start point for optimization
FunctionEvaluationException - if the objective function throws one during
the search
OptimizationException - if the algorithm failed to converge
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