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+/*
+ * 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.noderiv;
+
+import java.util.Comparator;
+import org.apache.commons.math3.analysis.MultivariateFunction;
+import org.apache.commons.math3.exception.NullArgumentException;
+import org.apache.commons.math3.exception.MathUnsupportedOperationException;
+import org.apache.commons.math3.exception.util.LocalizedFormats;
+import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;
+import org.apache.commons.math3.optim.ConvergenceChecker;
+import org.apache.commons.math3.optim.PointValuePair;
+import org.apache.commons.math3.optim.SimpleValueChecker;
+import org.apache.commons.math3.optim.OptimizationData;
+import org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer;
+
+/**
+ * This class implements simplex-based direct search optimization.
+ *
+ * <p>
+ * Direct search methods only use objective function values, they do
+ * not need derivatives and don't either try to compute approximation
+ * of the derivatives. According to a 1996 paper by Margaret H. Wright
+ * (<a href="http://cm.bell-labs.com/cm/cs/doc/96/4-02.ps.gz">Direct
+ * Search Methods: Once Scorned, Now Respectable</a>), they are used
+ * when either the computation of the derivative is impossible (noisy
+ * functions, unpredictable discontinuities) or difficult (complexity,
+ * computation cost). In the first cases, rather than an optimum, a
+ * <em>not too bad</em> point is desired. In the latter cases, an
+ * optimum is desired but cannot be reasonably found. In all cases
+ * direct search methods can be useful.
+ * </p>
+ * <p>
+ * Simplex-based direct search methods are based on comparison of
+ * the objective function values at the vertices of a simplex (which is a
+ * set of n+1 points in dimension n) that is updated by the algorithms
+ * steps.
+ * <p>
+ * <p>
+ * The simplex update procedure ({@link NelderMeadSimplex} or
+ * {@link MultiDirectionalSimplex}) must be passed to the
+ * {@code optimize} method.
+ * </p>
+ * <p>
+ * Each call to {@code optimize} will re-use the start configuration of
+ * the current simplex and move it such that its first vertex is at the
+ * provided start point of the optimization.
+ * If the {@code optimize} method is called to solve a different problem
+ * and the number of parameters change, the simplex must be re-initialized
+ * to one with the appropriate dimensions.
+ * </p>
+ * <p>
+ * Convergence is checked by providing the <em>worst</em> points of
+ * previous and current simplex to the convergence checker, not the best
+ * ones.
+ * </p>
+ * <p>
+ * This simplex optimizer implementation does not directly support constrained
+ * optimization with simple bounds; so, for such optimizations, either a more
+ * dedicated algorithm must be used like
+ * {@link CMAESOptimizer} or {@link BOBYQAOptimizer}, or the objective
+ * function must be wrapped in an adapter like
+ * {@link org.apache.commons.math3.optim.nonlinear.scalar.MultivariateFunctionMappingAdapter
+ * MultivariateFunctionMappingAdapter} or
+ * {@link org.apache.commons.math3.optim.nonlinear.scalar.MultivariateFunctionPenaltyAdapter
+ * MultivariateFunctionPenaltyAdapter}.
+ * <br/>
+ * The call to {@link #optimize(OptimizationData[]) optimize} will throw
+ * {@link MathUnsupportedOperationException} if bounds are passed to it.
+ * </p>
+ *
+ * @since 3.0
+ */
+public class SimplexOptimizer extends MultivariateOptimizer {
+ /** Simplex update rule. */
+ private AbstractSimplex simplex;
+
+ /**
+ * @param checker Convergence checker.
+ */
+ public SimplexOptimizer(ConvergenceChecker<PointValuePair> checker) {
+ super(checker);
+ }
+
+ /**
+ * @param rel Relative threshold.
+ * @param abs Absolute threshold.
+ */
+ public SimplexOptimizer(double rel, double abs) {
+ this(new SimpleValueChecker(rel, abs));
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * @param optData Optimization data. In addition to those documented in
+ * {@link MultivariateOptimizer#parseOptimizationData(OptimizationData[])
+ * MultivariateOptimizer}, this method will register the following data:
+ * <ul>
+ * <li>{@link AbstractSimplex}</li>
+ * </ul>
+ * @return {@inheritDoc}
+ */
+ @Override
+ public PointValuePair optimize(OptimizationData... optData) {
+ // Set up base class and perform computation.
+ return super.optimize(optData);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ protected PointValuePair doOptimize() {
+ checkParameters();
+
+ // Indirect call to "computeObjectiveValue" in order to update the
+ // evaluations counter.
+ final MultivariateFunction evalFunc
+ = new MultivariateFunction() {
+ /** {@inheritDoc} */
+ public double value(double[] point) {
+ return computeObjectiveValue(point);
+ }
+ };
+
+ final boolean isMinim = getGoalType() == GoalType.MINIMIZE;
+ final Comparator<PointValuePair> comparator
+ = new Comparator<PointValuePair>() {
+ /** {@inheritDoc} */
+ public int compare(final PointValuePair o1,
+ final PointValuePair o2) {
+ final double v1 = o1.getValue();
+ final double v2 = o2.getValue();
+ return isMinim ? Double.compare(v1, v2) : Double.compare(v2, v1);
+ }
+ };
+
+ // Initialize search.
+ simplex.build(getStartPoint());
+ simplex.evaluate(evalFunc, comparator);
+
+ PointValuePair[] previous = null;
+ int iteration = 0;
+ final ConvergenceChecker<PointValuePair> checker = getConvergenceChecker();
+ while (true) {
+ if (getIterations() > 0) {
+ boolean converged = true;
+ for (int i = 0; i < simplex.getSize(); i++) {
+ PointValuePair prev = previous[i];
+ converged = converged &&
+ checker.converged(iteration, prev, simplex.getPoint(i));
+ }
+ if (converged) {
+ // We have found an optimum.
+ return simplex.getPoint(0);
+ }
+ }
+
+ // We still need to search.
+ previous = simplex.getPoints();
+ simplex.iterate(evalFunc, comparator);
+
+ incrementIterationCount();
+ }
+ }
+
+ /**
+ * Scans the list of (required and optional) optimization data that
+ * characterize the problem.
+ *
+ * @param optData Optimization data.
+ * The following data will be looked for:
+ * <ul>
+ * <li>{@link AbstractSimplex}</li>
+ * </ul>
+ */
+ @Override
+ protected void parseOptimizationData(OptimizationData... optData) {
+ // Allow base class to register its own data.
+ super.parseOptimizationData(optData);
+
+ // The existing values (as set by the previous call) are reused if
+ // not provided in the argument list.
+ for (OptimizationData data : optData) {
+ if (data instanceof AbstractSimplex) {
+ simplex = (AbstractSimplex) data;
+ // If more data must be parsed, this statement _must_ be
+ // changed to "continue".
+ break;
+ }
+ }
+ }
+
+ /**
+ * @throws MathUnsupportedOperationException if bounds were passed to the
+ * {@link #optimize(OptimizationData[]) optimize} method.
+ * @throws NullArgumentException if no initial simplex was passed to the
+ * {@link #optimize(OptimizationData[]) optimize} method.
+ */
+ private void checkParameters() {
+ if (simplex == null) {
+ throw new NullArgumentException();
+ }
+ if (getLowerBound() != null ||
+ getUpperBound() != null) {
+ throw new MathUnsupportedOperationException(LocalizedFormats.CONSTRAINT);
+ }
+ }
+}