third party library: apache-commons-mathandroid-cts-6.0_r9android-cts-6.0_r8android-cts-6.0_r7android-cts-6.0_r6android-cts-6.0_r5android-cts-6.0_r4android-cts-6.0_r32android-cts-6.0_r31android-cts-6.0_r30android-cts-6.0_r3android-cts-6.0_r29android-cts-6.0_r28android-cts-6.0_r27android-cts-6.0_r26android-cts-6.0_r25android-cts-6.0_r24android-cts-6.0_r23android-cts-6.0_r22android-cts-6.0_r21android-cts-6.0_r20android-cts-6.0_r2android-cts-6.0_r19android-cts-6.0_r18android-cts-6.0_r17android-cts-6.0_r16android-cts-6.0_r15android-cts-6.0_r14android-cts-6.0_r13android-cts-6.0_r12android-cts-6.0_r1android-6.0.1_r9android-6.0.1_r81android-6.0.1_r80android-6.0.1_r8android-6.0.1_r79android-6.0.1_r78android-6.0.1_r77android-6.0.1_r74android-6.0.1_r73android-6.0.1_r72android-6.0.1_r70android-6.0.1_r7android-6.0.1_r69android-6.0.1_r68android-6.0.1_r67android-6.0.1_r66android-6.0.1_r65android-6.0.1_r63android-6.0.1_r62android-6.0.1_r61android-6.0.1_r60android-6.0.1_r59android-6.0.1_r58android-6.0.1_r57android-6.0.1_r56android-6.0.1_r55android-6.0.1_r54android-6.0.1_r53android-6.0.1_r52android-6.0.1_r51android-6.0.1_r50android-6.0.1_r5android-6.0.1_r49android-6.0.1_r48android-6.0.1_r47android-6.0.1_r46android-6.0.1_r45android-6.0.1_r43android-6.0.1_r42android-6.0.1_r41android-6.0.1_r40android-6.0.1_r4android-6.0.1_r33android-6.0.1_r32android-6.0.1_r31android-6.0.1_r30android-6.0.1_r3android-6.0.1_r28android-6.0.1_r27android-6.0.1_r26android-6.0.1_r25android-6.0.1_r24android-6.0.1_r22android-6.0.1_r21android-6.0.1_r20android-6.0.1_r18android-6.0.1_r17android-6.0.1_r16android-6.0.1_r13android-6.0.1_r12android-6.0.1_r11android-6.0.1_r10android-6.0.1_r1android-6.0.0_r7android-6.0.0_r6android-6.0.0_r5android-6.0.0_r41android-6.0.0_r4android-6.0.0_r3android-6.0.0_r26android-6.0.0_r25android-6.0.0_r24android-6.0.0_r23android-6.0.0_r2android-6.0.0_r13android-6.0.0_r12android-6.0.0_r11android-6.0.0_r1marshmallow-releasemarshmallow-mr3-releasemarshmallow-mr2-releasemarshmallow-mr1-releasemarshmallow-mr1-devmarshmallow-dr1.6-releasemarshmallow-dr1.5-releasemarshmallow-dr1.5-devmarshmallow-dr-releasemarshmallow-dr-dragon-releasemarshmallow-dr-devmarshmallow-devmarshmallow-cts-release

Change-Id: I52a325624a7f0dd652b362a9840626d6d9f3c42b

1 files changed, 228 insertions, 0 deletions

diff --git a/src/main/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateRealOptimizer.java b/src/main/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateRealOptimizer.java
new file mode 100644
index 0000000..9cde37b
--- /dev/null
+++ b/src/main/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateRealOptimizer.java
@@ -0,0 +1,228 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.optimization;
+
+import java.util.Arrays;
+import java.util.Comparator;
+
+import org.apache.commons.math.FunctionEvaluationException;
+import org.apache.commons.math.MathRuntimeException;
+import org.apache.commons.math.analysis.DifferentiableMultivariateRealFunction;
+import org.apache.commons.math.exception.util.LocalizedFormats;
+import org.apache.commons.math.random.RandomVectorGenerator;
+
+/**
+ * Special implementation of the {@link DifferentiableMultivariateRealOptimizer} interface adding
+ * multi-start features to an existing optimizer.
+ * <p>
+ * 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.
+ * </p>
+ * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $
+ * @since 2.0
+ */
+public class MultiStartDifferentiableMultivariateRealOptimizer
+    implements DifferentiableMultivariateRealOptimizer {
+
+    /** Underlying classical optimizer. */
+    private final DifferentiableMultivariateRealOptimizer optimizer;
+
+    /** Maximal number of iterations allowed. */
+    private int maxIterations;
+
+    /** Number of iterations already performed for all starts. */
+    private int totalIterations;
+
+    /** Maximal number of evaluations allowed. */
+    private int maxEvaluations;
+
+    /** Number of evaluations already performed for all starts. */
+    private int totalEvaluations;
+
+    /** Number of gradient evaluations already performed for all starts. */
+    private int totalGradientEvaluations;
+
+    /** Number of starts to go. */
+    private int starts;
+
+    /** Random generator for multi-start. */
+    private RandomVectorGenerator generator;
+
+    /** Found optima. */
+    private RealPointValuePair[] optima;
+
+    /**
+     * Create a multi-start optimizer from a single-start optimizer
+     * @param optimizer single-start optimizer to wrap
+     * @param starts number of starts to perform (including the
+     * first one), multi-start is disabled if value is less than or
+     * equal to 1
+     * @param generator random vector generator to use for restarts
+     */
+    public MultiStartDifferentiableMultivariateRealOptimizer(final DifferentiableMultivariateRealOptimizer optimizer,
+                                                             final int starts,
+                                                             final RandomVectorGenerator generator) {
+        this.optimizer                = optimizer;
+        this.totalIterations          = 0;
+        this.totalEvaluations         = 0;
+        this.totalGradientEvaluations = 0;
+        this.starts                   = starts;
+        this.generator                = generator;
+        this.optima                   = null;
+        setMaxIterations(Integer.MAX_VALUE);
+        setMaxEvaluations(Integer.MAX_VALUE);
+    }
+
+    /** Get all the optima found during the last call to {@link
+     * #optimize(DifferentiableMultivariateRealFunction, GoalType, double[])
+     * optimize}.
+     * <p>The optimizer stores all the optima found during a set of
+     * restarts. The {@link #optimize(DifferentiableMultivariateRealFunction,
+     * GoalType, double[]) 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 {@link
+     * #optimize(DifferentiableMultivariateRealFunction, GoalType, double[])
+     * optimize} method.
+     * </p>
+     * <p>
+     * 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 {@link #optimize(DifferentiableMultivariateRealFunction,
+     * GoalType, double[]) optimize} method did throw a {@link
+     * org.apache.commons.math.ConvergenceException ConvergenceException}).
+     * This also means that if the first element is non null, it is the best
+     * point found across all starts.</p>
+     * @return array containing the optima
+     * @exception IllegalStateException if {@link #optimize(DifferentiableMultivariateRealFunction,
+     * GoalType, double[]) optimize} has not been called
+     */
+    public RealPointValuePair[] getOptima() throws IllegalStateException {
+        if (optima == null) {
+            throw MathRuntimeException.createIllegalStateException(LocalizedFormats.NO_OPTIMUM_COMPUTED_YET);
+        }
+        return optima.clone();
+    }
+
+    /** {@inheritDoc} */
+    public void setMaxIterations(int maxIterations) {
+        this.maxIterations = maxIterations;
+    }
+
+    /** {@inheritDoc} */
+    public int getMaxIterations() {
+        return maxIterations;
+    }
+
+    /** {@inheritDoc} */
+    public int getIterations() {
+        return totalIterations;
+    }
+
+    /** {@inheritDoc} */
+    public void setMaxEvaluations(int maxEvaluations) {
+        this.maxEvaluations = maxEvaluations;
+    }
+
+    /** {@inheritDoc} */
+    public int getMaxEvaluations() {
+        return maxEvaluations;
+    }
+
+    /** {@inheritDoc} */
+    public int getEvaluations() {
+        return totalEvaluations;
+    }
+
+    /** {@inheritDoc} */
+    public int getGradientEvaluations() {
+        return totalGradientEvaluations;
+    }
+
+    /** {@inheritDoc} */
+    public void setConvergenceChecker(RealConvergenceChecker checker) {
+        optimizer.setConvergenceChecker(checker);
+    }
+
+    /** {@inheritDoc} */
+    public RealConvergenceChecker getConvergenceChecker() {
+        return optimizer.getConvergenceChecker();
+    }
+
+    /** {@inheritDoc} */
+    public RealPointValuePair optimize(final DifferentiableMultivariateRealFunction f,
+                                         final GoalType goalType,
+                                         double[] startPoint)
+        throws FunctionEvaluationException, OptimizationException, FunctionEvaluationException {
+
+        optima                   = new RealPointValuePair[starts];
+        totalIterations          = 0;
+        totalEvaluations         = 0;
+        totalGradientEvaluations = 0;
+
+        // multi-start loop
+        for (int i = 0; i < starts; ++i) {
+
+            try {
+                optimizer.setMaxIterations(maxIterations - totalIterations);
+                optimizer.setMaxEvaluations(maxEvaluations - totalEvaluations);
+                optima[i] = optimizer.optimize(f, goalType,
+                                               (i == 0) ? startPoint : generator.nextVector());
+            } catch (FunctionEvaluationException fee) {
+                optima[i] = null;
+            } catch (OptimizationException oe) {
+                optima[i] = null;
+            }
+
+            totalIterations          += optimizer.getIterations();
+            totalEvaluations         += optimizer.getEvaluations();
+            totalGradientEvaluations += optimizer.getGradientEvaluations();
+
+        }
+
+        // sort the optima from best to worst, followed by null elements
+        Arrays.sort(optima, new Comparator<RealPointValuePair>() {
+            public int compare(final RealPointValuePair o1, final RealPointValuePair o2) {
+                if (o1 == null) {
+                    return (o2 == null) ? 0 : +1;
+                } else if (o2 == null) {
+                    return -1;
+                }
+                final double v1 = o1.getValue();
+                final double v2 = o2.getValue();
+                return (goalType == GoalType.MINIMIZE) ?
+                        Double.compare(v1, v2) : Double.compare(v2, v1);
+            }
+        });
+
+        if (optima[0] == null) {
+            throw new OptimizationException(
+                    LocalizedFormats.NO_CONVERGENCE_WITH_ANY_START_POINT,
+                    starts);
+        }
+
+        // return the found point given the best objective function value
+        return optima[0];
+
+    }
+
+}