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author | Karl Shaffer <karlshaffer@google.com> | 2023-08-10 20:17:10 +0000 |
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committer | Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com> | 2023-08-10 20:17:10 +0000 |
commit | 0018f64b87f6b2df2a4c866aa3eb8ab2e45efbea (patch) | |
tree | ace24ba4307d4978ee3134f7da671a77ad172da0 /src/main/java/org/apache/commons/math3/optimization/general/AbstractScalarDifferentiableOptimizer.java | |
parent | 21944074de3a1f7bafb37541992e7277d639fda3 (diff) | |
parent | 1354beaf452fc42c23c82fc80d2f2e9ffcbf3688 (diff) | |
download | apache-commons-math-0018f64b87f6b2df2a4c866aa3eb8ab2e45efbea.tar.gz |
Check-in commons-math 3.6.1 am: 1354beaf45
Original change: https://android-review.googlesource.com/c/platform/external/apache-commons-math/+/2702413
Change-Id: I4990b1b31e5dd9596f208d93dd22cc8d5e470689
Signed-off-by: Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com>
Diffstat (limited to 'src/main/java/org/apache/commons/math3/optimization/general/AbstractScalarDifferentiableOptimizer.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/optimization/general/AbstractScalarDifferentiableOptimizer.java | 114 |
1 files changed, 114 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/optimization/general/AbstractScalarDifferentiableOptimizer.java b/src/main/java/org/apache/commons/math3/optimization/general/AbstractScalarDifferentiableOptimizer.java new file mode 100644 index 0000000..3947c2c --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optimization/general/AbstractScalarDifferentiableOptimizer.java @@ -0,0 +1,114 @@ +/* + * 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.math3.optimization.general; + +import org.apache.commons.math3.analysis.DifferentiableMultivariateFunction; +import org.apache.commons.math3.analysis.MultivariateVectorFunction; +import org.apache.commons.math3.analysis.FunctionUtils; +import org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableFunction; +import org.apache.commons.math3.optimization.DifferentiableMultivariateOptimizer; +import org.apache.commons.math3.optimization.GoalType; +import org.apache.commons.math3.optimization.ConvergenceChecker; +import org.apache.commons.math3.optimization.PointValuePair; +import org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer; + +/** + * Base class for implementing optimizers for multivariate scalar + * differentiable functions. + * It contains boiler-plate code for dealing with gradient evaluation. + * + * @deprecated As of 3.1 (to be removed in 4.0). + * @since 2.0 + */ +@Deprecated +public abstract class AbstractScalarDifferentiableOptimizer + extends BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction> + implements DifferentiableMultivariateOptimizer { + /** + * Objective function gradient. + */ + private MultivariateVectorFunction gradient; + + /** + * Simple constructor with default settings. + * The convergence check is set to a + * {@link org.apache.commons.math3.optimization.SimpleValueChecker + * SimpleValueChecker}. + * @deprecated See {@link org.apache.commons.math3.optimization.SimpleValueChecker#SimpleValueChecker()} + */ + @Deprecated + protected AbstractScalarDifferentiableOptimizer() {} + + /** + * @param checker Convergence checker. + */ + protected AbstractScalarDifferentiableOptimizer(ConvergenceChecker<PointValuePair> checker) { + super(checker); + } + + /** + * Compute the gradient vector. + * + * @param evaluationPoint Point at which the gradient must be evaluated. + * @return the gradient at the specified point. + * @throws org.apache.commons.math3.exception.TooManyEvaluationsException + * if the allowed number of evaluations is exceeded. + */ + protected double[] computeObjectiveGradient(final double[] evaluationPoint) { + return gradient.value(evaluationPoint); + } + + /** {@inheritDoc} */ + @Override + protected PointValuePair optimizeInternal(int maxEval, + final DifferentiableMultivariateFunction f, + final GoalType goalType, + final double[] startPoint) { + // Store optimization problem characteristics. + gradient = f.gradient(); + + return super.optimizeInternal(maxEval, f, goalType, startPoint); + } + + /** + * Optimize an objective function. + * + * @param f Objective function. + * @param goalType Type of optimization goal: either + * {@link GoalType#MAXIMIZE} or {@link GoalType#MINIMIZE}. + * @param startPoint Start point for optimization. + * @param maxEval Maximum number of function evaluations. + * @return the point/value pair giving the optimal value for objective + * function. + * @throws org.apache.commons.math3.exception.DimensionMismatchException + * if the start point dimension is wrong. + * @throws org.apache.commons.math3.exception.TooManyEvaluationsException + * if the maximal number of evaluations is exceeded. + * @throws org.apache.commons.math3.exception.NullArgumentException if + * any argument is {@code null}. + */ + public PointValuePair optimize(final int maxEval, + final MultivariateDifferentiableFunction f, + final GoalType goalType, + final double[] startPoint) { + return optimizeInternal(maxEval, + FunctionUtils.toDifferentiableMultivariateFunction(f), + goalType, + startPoint); + } +} |