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Diffstat (limited to 'src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/MultiStartMultivariateOptimizer.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/MultiStartMultivariateOptimizer.java | 111 |
1 files changed, 111 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/MultiStartMultivariateOptimizer.java b/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/MultiStartMultivariateOptimizer.java new file mode 100644 index 0000000..86dcd70 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/MultiStartMultivariateOptimizer.java @@ -0,0 +1,111 @@ +/* + * 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.optim.nonlinear.scalar; + +import java.util.Collections; +import java.util.List; +import java.util.ArrayList; +import java.util.Comparator; +import org.apache.commons.math3.exception.NotStrictlyPositiveException; +import org.apache.commons.math3.exception.NullArgumentException; +import org.apache.commons.math3.random.RandomVectorGenerator; +import org.apache.commons.math3.optim.BaseMultiStartMultivariateOptimizer; +import org.apache.commons.math3.optim.PointValuePair; + +/** + * Multi-start 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 + */ +public class MultiStartMultivariateOptimizer + extends BaseMultiStartMultivariateOptimizer<PointValuePair> { + /** Underlying optimizer. */ + private final MultivariateOptimizer optimizer; + /** Found optima. */ + private final List<PointValuePair> optima = new ArrayList<PointValuePair>(); + + /** + * Create a multi-start optimizer from a single-start optimizer. + * + * @param optimizer Single-start optimizer to wrap. + * @param starts Number of starts to perform. + * If {@code starts == 1}, the result will be same as if {@code optimizer} + * is called directly. + * @param generator Random vector generator to use for restarts. + * @throws NullArgumentException if {@code optimizer} or {@code generator} + * is {@code null}. + * @throws NotStrictlyPositiveException if {@code starts < 1}. + */ + public MultiStartMultivariateOptimizer(final MultivariateOptimizer optimizer, + final int starts, + final RandomVectorGenerator generator) + throws NullArgumentException, + NotStrictlyPositiveException { + super(optimizer, starts, generator); + this.optimizer = optimizer; + } + + /** + * {@inheritDoc} + */ + @Override + public PointValuePair[] getOptima() { + Collections.sort(optima, getPairComparator()); + return optima.toArray(new PointValuePair[0]); + } + + /** + * {@inheritDoc} + */ + @Override + protected void store(PointValuePair optimum) { + optima.add(optimum); + } + + /** + * {@inheritDoc} + */ + @Override + protected void clear() { + optima.clear(); + } + + /** + * @return a comparator for sorting the optima. + */ + private Comparator<PointValuePair> getPairComparator() { + return new Comparator<PointValuePair>() { + /** {@inheritDoc} */ + public int compare(final PointValuePair o1, + final PointValuePair 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 (optimizer.getGoalType() == GoalType.MINIMIZE) ? + Double.compare(v1, v2) : Double.compare(v2, v1); + } + }; + } +} |