Class MultiStartUnivariateOptimizer
java.lang.Object
org.apache.commons.math3.optim.BaseOptimizer<UnivariatePointValuePair>
org.apache.commons.math3.optim.univariate.UnivariateOptimizer
org.apache.commons.math3.optim.univariate.MultiStartUnivariateOptimizer
Special implementation of the
This class wraps an optimizer in order to use it several times in turn with different starting points (trying to avoid being trapped in a local extremum when looking for a global one).
UnivariateOptimizer
interface
adding multi-start features to an existing optimizer.
This class wraps an optimizer in order to use it several times in turn with different starting points (trying to avoid being trapped in a local extremum when looking for a global one).
- Since:
- 3.0
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate RandomGenerator
Random generator for multi-start.private int
Location inoptimData
where the updated maximum number of evaluations will be stored.private UnivariatePointValuePair[]
Found optima.private OptimizationData[]
Optimization data.private final UnivariateOptimizer
Underlying classical optimizer.private int
Location inoptimData
where the updated start value will be stored.private int
Number of starts to go.private int
Number of evaluations already performed for all starts.Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer
evaluations, iterations
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Constructor Summary
ConstructorsConstructorDescriptionMultiStartUnivariateOptimizer
(UnivariateOptimizer optimizer, int starts, RandomGenerator generator) Create a multi-start optimizer from a single-start optimizer. -
Method Summary
Modifier and TypeMethodDescriptionprotected UnivariatePointValuePair
Performs the bulk of the optimization algorithm.int
Gets the number of evaluations of the objective function.Gets all the optima found during the last call tooptimize
.optimize
(OptimizationData... optData) Stores data and performs the optimization.private void
Sort the optima from best to worst, followed bynull
elements.Methods inherited from class org.apache.commons.math3.optim.univariate.UnivariateOptimizer
computeObjectiveValue, getGoalType, getMax, getMin, getStartValue, parseOptimizationData
Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer
getConvergenceChecker, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize
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Field Details
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optimizer
Underlying classical optimizer. -
totalEvaluations
private int totalEvaluationsNumber of evaluations already performed for all starts. -
starts
private int startsNumber of starts to go. -
generator
Random generator for multi-start. -
optima
Found optima. -
optimData
Optimization data. -
maxEvalIndex
private int maxEvalIndexLocation inoptimData
where the updated maximum number of evaluations will be stored. -
searchIntervalIndex
private int searchIntervalIndexLocation inoptimData
where the updated start value will be stored.
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Constructor Details
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MultiStartUnivariateOptimizer
public MultiStartUnivariateOptimizer(UnivariateOptimizer optimizer, int starts, RandomGenerator generator) Create a multi-start optimizer from a single-start optimizer.- Parameters:
optimizer
- Single-start optimizer to wrap.starts
- Number of starts to perform. Ifstarts == 1
, theoptimize
methods will return the same solution asoptimizer
would.generator
- Random generator to use for restarts.- Throws:
NotStrictlyPositiveException
- ifstarts < 1
.
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Method Details
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getEvaluations
public int getEvaluations()Gets the number of evaluations of the objective function. The number of evaluations corresponds to the last call to theoptimize
method. It is 0 if the method has not been called yet.- Overrides:
getEvaluations
in classBaseOptimizer<UnivariatePointValuePair>
- Returns:
- the number of evaluations of the objective function.
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getOptima
Gets all the optima found during the last call tooptimize
. The optimizer stores all the optima found during a set of restarts. Theoptimize
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 theoptimize
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 bynull
elements corresponding to the runs that did not converge. This means all elements will benull
if theoptimize
method did throw an exception. This also means that if the first element is notnull
, it is the best point found across all starts.- Returns:
- an array containing the optima.
- Throws:
MathIllegalStateException
- ifoptimize
has not been called.
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optimize
Stores data and performs the optimization.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 callsuper.parseOptimizationData(optData)
within that method.- Overrides:
optimize
in classUnivariateOptimizer
- Parameters:
optData
- Optimization data. In addition to those documented inBaseOptimizer
, this method will register the following data:- Returns:
- a point/value pair that satisfies the convergence criteria.
- Throws:
MathIllegalStateException
- ifoptData
does not contain an instance ofMaxEval
orSearchInterval
.
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doOptimize
Performs the bulk of the optimization algorithm.- Specified by:
doOptimize
in classBaseOptimizer<UnivariatePointValuePair>
- Returns:
- the point/value pair giving the optimal value of the objective function.
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sortPairs
Sort the optima from best to worst, followed bynull
elements.- Parameters:
goal
- Goal type.
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