Commons Math example source code file (BrentMinimizerTest.java)

This example Commons Math source code file (BrentMinimizerTest.java) is included in the DevDaily.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" ^TM.

Java - Commons Math tags/keywords

brentoptimizer, brentoptimizer, exception, functionevaluationexception, illegalstateexception, mathexception, quinticfunction, sinfunction, test, test, univariaterealfunction, univariaterealfunction, univariaterealoptimizer, univariaterealoptimizer

The Commons Math BrentMinimizerTest.java source code

/*
 * 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.math.optimization.univariate;

import static org.junit.Assert.assertEquals;
import static org.junit.Assert.assertTrue;
import static org.junit.Assert.fail;

import org.apache.commons.math.FunctionEvaluationException;
import org.apache.commons.math.MathException;
import org.apache.commons.math.MaxIterationsExceededException;
import org.apache.commons.math.analysis.QuinticFunction;
import org.apache.commons.math.analysis.SinFunction;
import org.apache.commons.math.analysis.UnivariateRealFunction;
import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.UnivariateRealOptimizer;
import org.junit.Test;

/**
 * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $
 */
public final class BrentMinimizerTest {

    @Test
    public void testSinMin() throws MathException {
        UnivariateRealFunction f = new SinFunction();
        UnivariateRealOptimizer minimizer = new BrentOptimizer();
        minimizer.setMaxEvaluations(200);
        assertEquals(200, minimizer.getMaxEvaluations());
        try {
            minimizer.getResult();
            fail("an exception should have been thrown");
        } catch (IllegalStateException ise) {
            // expected
        } catch (Exception e) {
            fail("wrong exception caught");
        }
        assertEquals(3 * Math.PI / 2, minimizer.optimize(f, GoalType.MINIMIZE, 4, 5), 70 * minimizer.getAbsoluteAccuracy());
        assertTrue(minimizer.getIterationCount() <= 50);
        assertEquals(3 * Math.PI / 2, minimizer.optimize(f, GoalType.MINIMIZE, 1, 5), 70 * minimizer.getAbsoluteAccuracy());
        assertTrue(minimizer.getIterationCount() <= 50);
        assertTrue(minimizer.getEvaluations()    <= 100);
        assertTrue(minimizer.getEvaluations()    >=  90);
        minimizer.setMaxEvaluations(50);
        try {
            minimizer.optimize(f, GoalType.MINIMIZE, 4, 5);
            fail("an exception should have been thrown");
        } catch (FunctionEvaluationException fee) {
            // expected
        } catch (Exception e) {
            fail("wrong exception caught");
        }
    }

    @Test
    public void testQuinticMin() throws MathException {
        // The quintic function has zeros at 0, +-0.5 and +-1.
        // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
        UnivariateRealFunction f = new QuinticFunction();
        UnivariateRealOptimizer minimizer = new BrentOptimizer();
        assertEquals(-0.27195613, minimizer.optimize(f, GoalType.MINIMIZE, -0.3, -0.2), 1.0e-8);
        assertEquals( 0.82221643, minimizer.optimize(f, GoalType.MINIMIZE,  0.3,  0.9), 1.0e-8);
        assertTrue(minimizer.getIterationCount() <= 50);

        // search in a large interval
        assertEquals(-0.27195613, minimizer.optimize(f, GoalType.MINIMIZE, -1.0, 0.2), 1.0e-8);
        assertTrue(minimizer.getIterationCount() <= 50);

    }

    @Test
    public void testQuinticMax() throws MathException {
        // The quintic function has zeros at 0, +-0.5 and +-1.
        // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
        UnivariateRealFunction f = new QuinticFunction();
        UnivariateRealOptimizer minimizer = new BrentOptimizer();
        assertEquals(0.27195613, minimizer.optimize(f, GoalType.MAXIMIZE, 0.2, 0.3), 1.0e-8);
        minimizer.setMaximalIterationCount(30);
        try {
            minimizer.optimize(f, GoalType.MAXIMIZE, 0.2, 0.3);
            fail("an exception should have been thrown");
        } catch (MaxIterationsExceededException miee) {
            // expected
        } catch (Exception e) {
            fail("wrong exception caught");
        }
    }

    @Test
    public void testMinEndpoints() throws Exception {
        UnivariateRealFunction f = new SinFunction();
        UnivariateRealOptimizer solver = new BrentOptimizer();

        // endpoint is minimum
        double result = solver.optimize(f, GoalType.MINIMIZE, 3 * Math.PI / 2, 5);
        assertEquals(3 * Math.PI / 2, result, 70 * solver.getAbsoluteAccuracy());

        result = solver.optimize(f, GoalType.MINIMIZE, 4, 3 * Math.PI / 2);
        assertEquals(3 * Math.PI / 2, result, 70 * solver.getAbsoluteAccuracy());

    }

}