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Diffstat (limited to 'src/main/java/org/apache/commons/math3/optim/univariate/UnivariateOptimizer.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/optim/univariate/UnivariateOptimizer.java | 151 |
1 files changed, 151 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/optim/univariate/UnivariateOptimizer.java b/src/main/java/org/apache/commons/math3/optim/univariate/UnivariateOptimizer.java new file mode 100644 index 0000000..a7512c1 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optim/univariate/UnivariateOptimizer.java @@ -0,0 +1,151 @@ +/* + * 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 org.apache.commons.math3.analysis.UnivariateFunction; +import org.apache.commons.math3.optim.BaseOptimizer; +import org.apache.commons.math3.optim.OptimizationData; +import org.apache.commons.math3.optim.nonlinear.scalar.GoalType; +import org.apache.commons.math3.optim.ConvergenceChecker; +import org.apache.commons.math3.exception.TooManyEvaluationsException; + +/** + * Base class for a univariate scalar function optimizer. + * + * @since 3.1 + */ +public abstract class UnivariateOptimizer + extends BaseOptimizer<UnivariatePointValuePair> { + /** Objective function. */ + private UnivariateFunction function; + /** Type of optimization. */ + private GoalType goal; + /** Initial guess. */ + private double start; + /** Lower bound. */ + private double min; + /** Upper bound. */ + private double max; + + /** + * @param checker Convergence checker. + */ + protected UnivariateOptimizer(ConvergenceChecker<UnivariatePointValuePair> checker) { + super(checker); + } + + /** + * {@inheritDoc} + * + * @param optData Optimization data. In addition to those documented in + * {@link BaseOptimizer#parseOptimizationData(OptimizationData[]) + * BaseOptimizer}, this method will register the following data: + * <ul> + * <li>{@link GoalType}</li> + * <li>{@link SearchInterval}</li> + * <li>{@link UnivariateObjectiveFunction}</li> + * </ul> + * @return {@inheritDoc} + * @throws TooManyEvaluationsException if the maximal number of + * evaluations is exceeded. + */ + @Override + public UnivariatePointValuePair optimize(OptimizationData... optData) + throws TooManyEvaluationsException { + // Perform computation. + return super.optimize(optData); + } + + /** + * @return the optimization type. + */ + public GoalType getGoalType() { + return goal; + } + + /** + * 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 GoalType}</li> + * <li>{@link SearchInterval}</li> + * <li>{@link UnivariateObjectiveFunction}</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 SearchInterval) { + final SearchInterval interval = (SearchInterval) data; + min = interval.getMin(); + max = interval.getMax(); + start = interval.getStartValue(); + continue; + } + if (data instanceof UnivariateObjectiveFunction) { + function = ((UnivariateObjectiveFunction) data).getObjectiveFunction(); + continue; + } + if (data instanceof GoalType) { + goal = (GoalType) data; + continue; + } + } + } + + /** + * @return the initial guess. + */ + public double getStartValue() { + return start; + } + /** + * @return the lower bounds. + */ + public double getMin() { + return min; + } + /** + * @return the upper bounds. + */ + public double getMax() { + return max; + } + + /** + * Computes the objective function value. + * This method <em>must</em> be called by subclasses to enforce the + * evaluation counter limit. + * + * @param x Point at which the objective function must be evaluated. + * @return the objective function value at the specified point. + * @throws TooManyEvaluationsException if the maximal number of + * evaluations is exceeded. + */ + protected double computeObjectiveValue(double x) { + super.incrementEvaluationCount(); + return function.value(x); + } +} |