org.apache.commons.math.optimization.univariate

Class AbstractUnivariateRealOptimizer

java.lang.Object

org.apache.commons.math.ConvergingAlgorithmImpl

org.apache.commons.math.optimization.univariate.AbstractUnivariateRealOptimizer

All Implemented Interfaces:

ConvergingAlgorithm, UnivariateRealOptimizer

Direct Known Subclasses:

BrentOptimizer

public abstract class AbstractUnivariateRealOptimizer
extends ConvergingAlgorithmImpl
implements UnivariateRealOptimizer

Provide a default implementation for several functions useful to generic optimizers.

Since:

2.0

Version:

$Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $

Field Summary

Fields

Modifier and Type	Field and Description
private int	evaluations Number of evaluations already performed.
private UnivariateRealFunction	function Function to optimize.
protected double	functionValue Value of the function at the last computed result.
private int	maxEvaluations Maximal number of evaluations allowed.
private GoalType	optimizationGoal Optimization type
protected double	result The last computed root.
protected boolean	resultComputed Indicates where a root has been computed.
private double	searchMax Higher end of search interval.
private double	searchMin Lower end of search interval.
private double	searchStart Initial guess .

Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl

absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	AbstractUnivariateRealOptimizer() Default constructor.
protected	AbstractUnivariateRealOptimizer(int defaultMaximalIterationCount, double defaultAbsoluteAccuracy) Deprecated. in 2.2. Please use the "setter" methods to assign meaningful values to the maximum numbers of iterations and evaluations, and to the absolute and relative accuracy thresholds.

Method Summary

Modifier and Type	Method and Description
protected void	checkResultComputed() Deprecated. in 2.2 (no alternative).
protected void	clearResult() Deprecated. in 2.2 (no alternative).
protected double	computeObjectiveValue(double point) Compute the objective function value.
protected double	computeObjectiveValue(UnivariateRealFunction f, double point) Deprecated. in 2.2. Use this replacement instead.
protected double	doOptimize() Method for implementing actual optimization algorithms in derived classes.
int	getEvaluations() Get the number of evaluations of the objective function.
double	getFunctionValue() Get the result of the last run of the optimizer.
GoalType	getGoalType()
double	getMax()
int	getMaxEvaluations() Get the maximal number of functions evaluations.
double	getMin()
double	getResult() Get the result of the last run of the optimizer.
double	getStartValue()
double	optimize(UnivariateRealFunction f, GoalType goal, double min, double max) Find an optimum in the given interval.
double	optimize(UnivariateRealFunction f, GoalType goal, double min, double max, double startValue) Find an optimum in the given interval, start at startValue.
protected void	setFunctionValue(double functionValue) Set the value at the optimum.
void	setMaxEvaluations(int maxEvaluations) Set the maximal number of functions evaluations.
protected void	setResult(double x, double fx, int iterationCount) Deprecated. in 2.2 (no alternative).

Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl

getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, incrementIterationsCounter, resetAbsoluteAccuracy, resetIterationsCounter, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm

getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy

Field Detail

resultComputed

protected boolean resultComputed

Indicates where a root has been computed.

result

protected double result

The last computed root.

functionValue

protected double functionValue

Value of the function at the last computed result.

maxEvaluations

private int maxEvaluations

Maximal number of evaluations allowed.

evaluations

private int evaluations

Number of evaluations already performed.

optimizationGoal

private GoalType optimizationGoal

Optimization type

searchMin

private double searchMin

Lower end of search interval.

searchMax

private double searchMax

Higher end of search interval.

searchStart

private double searchStart

Initial guess .

function

private UnivariateRealFunction function

Function to optimize.

Constructor Detail

AbstractUnivariateRealOptimizer

@Deprecated
protected AbstractUnivariateRealOptimizer(int defaultMaximalIterationCount,
                                                      double defaultAbsoluteAccuracy)

Deprecated. in 2.2. Please use the "setter" methods to assign meaningful values to the maximum numbers of iterations and evaluations, and to the absolute and relative accuracy thresholds.

Construct a solver with given iteration count and accuracy.

Parameters:

defaultAbsoluteAccuracy - maximum absolute error

defaultMaximalIterationCount - maximum number of iterations

Throws:

java.lang.IllegalArgumentException - if f is null or the defaultAbsoluteAccuracy is not valid

AbstractUnivariateRealOptimizer

protected AbstractUnivariateRealOptimizer()

Default constructor. To be removed once the single non-default one has been removed.

Method Detail

checkResultComputed

@Deprecated
protected void checkResultComputed()

Deprecated. in 2.2 (no alternative).

Check whether a result has been computed.

Throws:

NoDataException - if no result has been computed

getResult

public double getResult()

Get the result of the last run of the optimizer.

Specified by:

getResult in interface UnivariateRealOptimizer

Returns:

the optimum.

getFunctionValue

public double getFunctionValue()
                        throws FunctionEvaluationException

Get the result of the last run of the optimizer.

Specified by:

getFunctionValue in interface UnivariateRealOptimizer

Returns:

the value of the function at the optimum.

Throws:

FunctionEvaluationException - if an error occurs evaluating the function.

setResult

@Deprecated
protected final void setResult(double x,
                                           double fx,
                                           int iterationCount)

Deprecated. in 2.2 (no alternative).

Convenience function for implementations.

Parameters:

x - the result to set

fx - the result to set

iterationCount - the iteration count to set

clearResult

@Deprecated
protected final void clearResult()

Deprecated. in 2.2 (no alternative).

Convenience function for implementations.

setMaxEvaluations

public void setMaxEvaluations(int maxEvaluations)

Set the maximal number of functions evaluations.

Specified by:

setMaxEvaluations in interface UnivariateRealOptimizer

Parameters:

maxEvaluations - maximal number of function evaluations

getMaxEvaluations

public int getMaxEvaluations()

Get the maximal number of functions evaluations.

Specified by:

getMaxEvaluations in interface UnivariateRealOptimizer

Returns:

the maximal number of functions evaluations.

getEvaluations

public int getEvaluations()

Get 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.

Specified by:

getEvaluations in interface UnivariateRealOptimizer

Returns:

the number of evaluations of the objective function.

getGoalType

public GoalType getGoalType()

Returns:

the optimization type.

getMin

public double getMin()

Returns:

the lower of the search interval.

getMax

public double getMax()

Returns:

the higher of the search interval.

getStartValue

public double getStartValue()

Returns:

the initial guess.

computeObjectiveValue

@Deprecated
protected double computeObjectiveValue(UnivariateRealFunction f,
                                                   double point)
                                            throws FunctionEvaluationException

Deprecated. in 2.2. Use this replacement instead.

Compute the objective function value.

Parameters:

f - objective function

point - point at which the objective function must be evaluated

Returns:

objective function value at specified point

Throws:

FunctionEvaluationException - if the function cannot be evaluated or the maximal number of iterations is exceeded

computeObjectiveValue

protected double computeObjectiveValue(double point)
                                throws FunctionEvaluationException

Compute the objective function value.

Parameters:

point - Point at which the objective function must be evaluated.

Returns:

the objective function value at specified point.

Throws:

FunctionEvaluationException - if the function cannot be evaluated or the maximal number of iterations is exceeded.

optimize

public double optimize(UnivariateRealFunction f,
                       GoalType goal,
                       double min,
                       double max,
                       double startValue)
                throws MaxIterationsExceededException,
                       FunctionEvaluationException

Find an optimum in the given interval, start at startValue.

An optimizer may require that the interval brackets a single optimum.

Specified by:

optimize in interface UnivariateRealOptimizer

Parameters:

f - the function to optimize.

goal - type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.

min - the lower bound for the interval.

max - the upper bound for the interval.

startValue - the start value to use.

Returns:

a value where the function is optimum.

Throws:

FunctionEvaluationException - if an error occurs evaluating the function.

MaxIterationsExceededException

setFunctionValue

protected void setFunctionValue(double functionValue)

Set the value at the optimum.

Parameters:

functionValue - Value of the objective function at the optimum.

optimize

public double optimize(UnivariateRealFunction f,
                       GoalType goal,
                       double min,
                       double max)
                throws MaxIterationsExceededException,
                       FunctionEvaluationException

Find an optimum in the given interval.

An optimizer may require that the interval brackets a single optimum.

Specified by:

optimize in interface UnivariateRealOptimizer

Parameters:

f - the function to optimize.

goal - type of optimization goal: either GoalType.MAXIMIZE or GoalType.MINIMIZE.

min - the lower bound for the interval.

max - the upper bound for the interval.

Returns:

a value where the function is optimum.

Throws:

FunctionEvaluationException - if an error occurs evaluating the function.

MaxIterationsExceededException

doOptimize

protected double doOptimize()
                     throws MaxIterationsExceededException,
                            FunctionEvaluationException

Method for implementing actual optimization algorithms in derived classes. From version 3.0 onwards, this method will be abstract - i.e. concrete implementations will have to implement it. If this method is not implemented, subclasses must override optimize(UnivariateRealFunction, GoalType, double, double).

Returns:

the optimum.

Throws:

MaxIterationsExceededException - if the maximum iteration count is exceeded.

FunctionEvaluationException - if an error occurs evaluating the function.