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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.univariate;
+
+import java.util.Arrays;
+import java.util.Comparator;
+import org.apache.commons.math3.exception.MathIllegalStateException;
+import org.apache.commons.math3.exception.NotStrictlyPositiveException;
+import org.apache.commons.math3.exception.util.LocalizedFormats;
+import org.apache.commons.math3.random.RandomGenerator;
+import org.apache.commons.math3.optim.MaxEval;
+import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;
+import org.apache.commons.math3.optim.OptimizationData;
+
+/**
+ * Special implementation of the {@link UnivariateOptimizer} interface
+ * adding multi-start features to an existing optimizer.
+ * <br/>
+ * 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 MultiStartUnivariateOptimizer
+ extends UnivariateOptimizer {
+ /** Underlying classical optimizer. */
+ private final UnivariateOptimizer optimizer;
+ /** Number of evaluations already performed for all starts. */
+ private int totalEvaluations;
+ /** Number of starts to go. */
+ private int starts;
+ /** Random generator for multi-start. */
+ private RandomGenerator generator;
+ /** Found optima. */
+ private UnivariatePointValuePair[] optima;
+ /** Optimization data. */
+ private OptimizationData[] optimData;
+ /**
+ * Location in {@link #optimData} where the updated maximum
+ * number of evaluations will be stored.
+ */
+ private int maxEvalIndex = -1;
+ /**
+ * Location in {@link #optimData} where the updated start value
+ * will be stored.
+ */
+ private int searchIntervalIndex = -1;
+
+ /**
+ * 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 {@code optimize} methods will return the same solution as
+ * {@code optimizer} would.
+ * @param generator Random generator to use for restarts.
+ * @throws NotStrictlyPositiveException if {@code starts < 1}.
+ */
+ public MultiStartUnivariateOptimizer(final UnivariateOptimizer optimizer,
+ final int starts,
+ final RandomGenerator generator) {
+ super(optimizer.getConvergenceChecker());
+
+ if (starts < 1) {
+ throw new NotStrictlyPositiveException(starts);
+ }
+
+ this.optimizer = optimizer;
+ this.starts = starts;
+ this.generator = generator;
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public int getEvaluations() {
+ return totalEvaluations;
+ }
+
+ /**
+ * Gets all the optima found during the last call to {@code optimize}.
+ * The optimizer stores all the optima found during a set of
+ * restarts. The {@code 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 {@code optimize} method.
+ * <br/>
+ * 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 {@code null} elements
+ * corresponding to the runs that did not converge. This means all
+ * elements will be {@code null} if the {@code optimize} method did throw
+ * an exception.
+ * This also means that if the first element is not {@code null}, it is
+ * the best point found across all starts.
+ *
+ * @return an array containing the optima.
+ * @throws MathIllegalStateException if {@link #optimize(OptimizationData[])
+ * optimize} has not been called.
+ */
+ public UnivariatePointValuePair[] getOptima() {
+ if (optima == null) {
+ throw new MathIllegalStateException(LocalizedFormats.NO_OPTIMUM_COMPUTED_YET);
+ }
+ return optima.clone();
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * @throws MathIllegalStateException if {@code optData} does not contain an
+ * instance of {@link MaxEval} or {@link SearchInterval}.
+ */
+ @Override
+ public UnivariatePointValuePair optimize(OptimizationData... optData) {
+ // Store arguments in order to pass them to the internal optimizer.
+ optimData = optData;
+ // Set up base class and perform computations.
+ return super.optimize(optData);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ protected UnivariatePointValuePair doOptimize() {
+ // Remove all instances of "MaxEval" and "SearchInterval" from the
+ // array that will be passed to the internal optimizer.
+ // The former is to enforce smaller numbers of allowed evaluations
+ // (according to how many have been used up already), and the latter
+ // to impose a different start value for each start.
+ for (int i = 0; i < optimData.length; i++) {
+ if (optimData[i] instanceof MaxEval) {
+ optimData[i] = null;
+ maxEvalIndex = i;
+ continue;
+ }
+ if (optimData[i] instanceof SearchInterval) {
+ optimData[i] = null;
+ searchIntervalIndex = i;
+ continue;
+ }
+ }
+ if (maxEvalIndex == -1) {
+ throw new MathIllegalStateException();
+ }
+ if (searchIntervalIndex == -1) {
+ throw new MathIllegalStateException();
+ }
+
+ RuntimeException lastException = null;
+ optima = new UnivariatePointValuePair[starts];
+ totalEvaluations = 0;
+
+ final int maxEval = getMaxEvaluations();
+ final double min = getMin();
+ final double max = getMax();
+ final double startValue = getStartValue();
+
+ // Multi-start loop.
+ for (int i = 0; i < starts; i++) {
+ // CHECKSTYLE: stop IllegalCatch
+ try {
+ // Decrease number of allowed evaluations.
+ optimData[maxEvalIndex] = new MaxEval(maxEval - totalEvaluations);
+ // New start value.
+ final double s = (i == 0) ?
+ startValue :
+ min + generator.nextDouble() * (max - min);
+ optimData[searchIntervalIndex] = new SearchInterval(min, max, s);
+ // Optimize.
+ optima[i] = optimizer.optimize(optimData);
+ } catch (RuntimeException mue) {
+ lastException = mue;
+ optima[i] = null;
+ }
+ // CHECKSTYLE: resume IllegalCatch
+
+ totalEvaluations += optimizer.getEvaluations();
+ }
+
+ sortPairs(getGoalType());
+
+ if (optima[0] == null) {
+ throw lastException; // Cannot be null if starts >= 1.
+ }
+
+ // Return the point with the best objective function value.
+ return optima[0];
+ }
+
+ /**
+ * Sort the optima from best to worst, followed by {@code null} elements.
+ *
+ * @param goal Goal type.
+ */
+ private void sortPairs(final GoalType goal) {
+ Arrays.sort(optima, new Comparator<UnivariatePointValuePair>() {
+ /** {@inheritDoc} */
+ public int compare(final UnivariatePointValuePair o1,
+ final UnivariatePointValuePair 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 (goal == GoalType.MINIMIZE) ?
+ Double.compare(v1, v2) : Double.compare(v2, v1);
+ }
+ });
+ }
+}