org.apache.commons.math3.optim.univariate

Class MultiStartUnivariateOptimizer

java.lang.Object

org.apache.commons.math3.optim.BaseOptimizer<UnivariatePointValuePair>

org.apache.commons.math3.optim.univariate.UnivariateOptimizer

org.apache.commons.math3.optim.univariate.MultiStartUnivariateOptimizer

public class MultiStartUnivariateOptimizer
extends UnivariateOptimizer

Special implementation of the UnivariateOptimizer interface adding multi-start features to an existing 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

Field Summary

Fields

Modifier and Type	Field and Description
private RandomGenerator	generator Random generator for multi-start.
private int	maxEvalIndex Location in optimData where the updated maximum number of evaluations will be stored.
private UnivariatePointValuePair[]	optima Found optima.
private OptimizationData[]	optimData Optimization data.
private UnivariateOptimizer	optimizer Underlying classical optimizer.
private int	searchIntervalIndex Location in optimData where the updated start value will be stored.
private int	starts Number of starts to go.
private int	totalEvaluations Number of evaluations already performed for all starts.

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

Constructors

Constructor and Description
MultiStartUnivariateOptimizer(UnivariateOptimizer optimizer, int starts, RandomGenerator generator) Create a multi-start optimizer from a single-start optimizer.

Method Summary

Methods

Modifier and Type	Method and Description
protected UnivariatePointValuePair	doOptimize() Performs the bulk of the optimization algorithm.
int	getEvaluations() Gets the number of evaluations of the objective function.
UnivariatePointValuePair[]	getOptima() Gets all the optima found during the last call to optimize.
UnivariatePointValuePair	optimize(OptimizationData... optData) Stores data and performs the optimization.
private void	sortPairs(GoalType goal) Sort the optima from best to worst, followed by null elements.

Methods inherited from class org.apache.commons.math3.optim.univariate.UnivariateOptimizer

computeObjectiveValue, getGoalType, getMax, getMin, getStartValue, parseOptimizationData

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer

getConvergenceChecker, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

optimizer

private final UnivariateOptimizer optimizer

Underlying classical optimizer.

totalEvaluations

private int totalEvaluations

Number of evaluations already performed for all starts.

starts

private int starts

Number of starts to go.

generator

private RandomGenerator generator

Random generator for multi-start.

optima

private UnivariatePointValuePair[] optima

Found optima.

optimData

private OptimizationData[] optimData

Optimization data.

maxEvalIndex

private int maxEvalIndex

Location in optimData where the updated maximum number of evaluations will be stored.

searchIntervalIndex

private int searchIntervalIndex

Location in optimData where the updated start value will be stored.

Constructor Detail

MultiStartUnivariateOptimizer

public MultiStartUnivariateOptimizer(UnivariateOptimizer optimizer,
                             int starts,
                             RandomGenerator generator)

Create a multi-start optimizer from a single-start optimizer.

Parameters:

optimizer - Single-start optimizer to wrap.

starts - Number of starts to perform. If starts == 1, the optimize methods will return the same solution as optimizer would.

generator - Random generator to use for restarts.

Throws:

NotStrictlyPositiveException - if starts < 1.

Method Detail

getEvaluations

public int getEvaluations()

Gets the number of evaluations of the objective function. The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.

Overrides:

getEvaluations in class BaseOptimizer<UnivariatePointValuePair>

Returns:

the number of evaluations of the objective function.

getOptima

public UnivariatePointValuePair[] getOptima()

Gets all the optima found during the last call to optimize. The optimizer stores all the optima found during a set of restarts. The 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 optimize method.
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 null elements corresponding to the runs that did not converge. This means all elements will be null if the optimize method did throw an exception. This also means that if the first element is not null, it is the best point found across all starts.

Returns:

an array containing the optima.

Throws:

MathIllegalStateException - if optimize has not been called.

optimize

public UnivariatePointValuePair optimize(OptimizationData... optData)

Stores data and performs the optimization.

The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.

When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).

Important note: Subclasses must override BaseOptimizer.parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

Overrides:

optimize in class UnivariateOptimizer

Parameters:

optData - Optimization data. In addition to those documented in BaseOptimizer, this method will register the following data:

• GoalType
• SearchInterval
• UnivariateObjectiveFunction

Returns:

a point/value pair that satisfies the convergence criteria.

Throws:

MathIllegalStateException - if optData does not contain an instance of MaxEval or SearchInterval.

doOptimize

protected UnivariatePointValuePair doOptimize()

Performs the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseOptimizer<UnivariatePointValuePair>

Returns:

the point/value pair giving the optimal value of the objective function.

sortPairs

private void sortPairs(GoalType goal)

Sort the optima from best to worst, followed by null elements.

Parameters:

goal - Goal type.