001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018 package org.apache.commons.math.optimization;
019
020 import static org.junit.Assert.assertEquals;
021 import static org.junit.Assert.assertTrue;
022 import static org.junit.Assert.fail;
023
024 import org.apache.commons.math.MathException;
025 import org.apache.commons.math.analysis.QuinticFunction;
026 import org.apache.commons.math.analysis.SinFunction;
027 import org.apache.commons.math.analysis.UnivariateRealFunction;
028 import org.apache.commons.math.optimization.univariate.BrentOptimizer;
029 import org.apache.commons.math.random.JDKRandomGenerator;
030 import org.junit.Test;
031
032 public class MultiStartUnivariateRealOptimizerTest {
033
034 @Test
035 public void testSinMin() throws MathException {
036 UnivariateRealFunction f = new SinFunction();
037 UnivariateRealOptimizer underlying = new BrentOptimizer();
038 JDKRandomGenerator g = new JDKRandomGenerator();
039 g.setSeed(44428400075l);
040 MultiStartUnivariateRealOptimizer minimizer =
041 new MultiStartUnivariateRealOptimizer(underlying, 10, g);
042 minimizer.optimize(f, GoalType.MINIMIZE, -100.0, 100.0);
043 double[] optima = minimizer.getOptima();
044 double[] optimaValues = minimizer.getOptimaValues();
045 for (int i = 1; i < optima.length; ++i) {
046 double d = (optima[i] - optima[i-1]) / (2 * Math.PI);
047 assertTrue (Math.abs(d - Math.rint(d)) < 1.0e-8);
048 assertEquals(-1.0, f.value(optima[i]), 1.0e-10);
049 assertEquals(f.value(optima[i]), optimaValues[i], 1.0e-10);
050 }
051 assertTrue(minimizer.getEvaluations() > 2900);
052 assertTrue(minimizer.getEvaluations() < 3100);
053 }
054
055 @Test
056 public void testQuinticMin() throws MathException {
057 // The quintic function has zeros at 0, +-0.5 and +-1.
058 // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
059 UnivariateRealFunction f = new QuinticFunction();
060 UnivariateRealOptimizer underlying = new BrentOptimizer();
061 JDKRandomGenerator g = new JDKRandomGenerator();
062 g.setSeed(4312000053l);
063 MultiStartUnivariateRealOptimizer minimizer =
064 new MultiStartUnivariateRealOptimizer(underlying, 5, g);
065 minimizer.setAbsoluteAccuracy(10 * minimizer.getAbsoluteAccuracy());
066 minimizer.setRelativeAccuracy(10 * minimizer.getRelativeAccuracy());
067
068 try {
069 minimizer.getOptima();
070 fail("an exception should have been thrown");
071 } catch (IllegalStateException ise) {
072 // expected
073 } catch (Exception e) {
074 fail("wrong exception caught");
075 }
076 try {
077 minimizer.getOptimaValues();
078 fail("an exception should have been thrown");
079 } catch (IllegalStateException ise) {
080 // expected
081 } catch (Exception e) {
082 fail("wrong exception caught");
083 }
084
085 assertEquals(-0.27195612846834, minimizer.optimize(f, GoalType.MINIMIZE, -0.3, -0.2), 1.0e-13);
086 assertEquals(-0.27194301946870, minimizer.getResult(), 1.0e-13);
087 assertEquals(-0.04433426940878, minimizer.getFunctionValue(), 1.0e-13);
088
089 double[] optima = minimizer.getOptima();
090 double[] optimaValues = minimizer.getOptimaValues();
091 for (int i = 0; i < optima.length; ++i) {
092 assertEquals(f.value(optima[i]), optimaValues[i], 1.0e-10);
093 }
094
095 assertTrue(minimizer.getEvaluations() >= 510);
096 assertTrue(minimizer.getEvaluations() <= 530);
097 assertTrue(minimizer.getIterationCount() >= 150);
098 assertTrue(minimizer.getIterationCount() <= 170);
099
100 }
101
102 }