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Java example source code file (AbstractSimplex.java)

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

Learn more about this Java project at its project page.

Java - Java tags/keywords

abstractsimplex, comparator, dimensionmismatchexception, multivariatefunction, nullargumentexception, optimizationdata, outofrangeexception, pointvaluepair, util, zeroexception

The AbstractSimplex.java Java example 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.math3.optim.nonlinear.scalar.noderiv;

import java.util.Arrays;
import java.util.Comparator;

import org.apache.commons.math3.analysis.MultivariateFunction;
import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.ZeroException;
import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.exception.MathIllegalArgumentException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.optim.PointValuePair;
import org.apache.commons.math3.optim.OptimizationData;

/**
 * This class implements the simplex concept.
 * It is intended to be used in conjunction with {@link SimplexOptimizer}.
 * <br/>
 * The initial configuration of the simplex is set by the constructors
 * {@link #AbstractSimplex(double[])} or {@link #AbstractSimplex(double[][])}.
 * The other {@link #AbstractSimplex(int) constructor} will set all steps
 * to 1, thus building a default configuration from a unit hypercube.
 * <br/>
 * Users <em>must call the {@link #build(double[]) build} method in order
 * to create the data structure that will be acted on by the other methods of
 * this class.
 *
 * @see SimplexOptimizer
 * @since 3.0
 */
public abstract class AbstractSimplex implements OptimizationData {
    /** Simplex. */
    private PointValuePair[] simplex;
    /** Start simplex configuration. */
    private double[][] startConfiguration;
    /** Simplex dimension (must be equal to {@code simplex.length - 1}). */
    private final int dimension;

    /**
     * Build a unit hypercube simplex.
     *
     * @param n Dimension of the simplex.
     */
    protected AbstractSimplex(int n) {
        this(n, 1d);
    }

    /**
     * Build a hypercube simplex with the given side length.
     *
     * @param n Dimension of the simplex.
     * @param sideLength Length of the sides of the hypercube.
     */
    protected AbstractSimplex(int n,
                              double sideLength) {
        this(createHypercubeSteps(n, sideLength));
    }

    /**
     * The start configuration for simplex is built from a box parallel to
     * the canonical axes of the space. The simplex is the subset of vertices
     * of a box parallel to the canonical axes. It is built as the path followed
     * while traveling from one vertex of the box to the diagonally opposite
     * vertex moving only along the box edges. The first vertex of the box will
     * be located at the start point of the optimization.
     * As an example, in dimension 3 a simplex has 4 vertices. Setting the
     * steps to (1, 10, 2) and the start point to (1, 1, 1) would imply the
     * start simplex would be: { (1, 1, 1), (2, 1, 1), (2, 11, 1), (2, 11, 3) }.
     * The first vertex would be set to the start point at (1, 1, 1) and the
     * last vertex would be set to the diagonally opposite vertex at (2, 11, 3).
     *
     * @param steps Steps along the canonical axes representing box edges. They
     * may be negative but not zero.
     * @throws NullArgumentException if {@code steps} is {@code null}.
     * @throws ZeroException if one of the steps is zero.
     */
    protected AbstractSimplex(final double[] steps) {
        if (steps == null) {
            throw new NullArgumentException();
        }
        if (steps.length == 0) {
            throw new ZeroException();
        }
        dimension = steps.length;

        // Only the relative position of the n final vertices with respect
        // to the first one are stored.
        startConfiguration = new double[dimension][dimension];
        for (int i = 0; i < dimension; i++) {
            final double[] vertexI = startConfiguration[i];
            for (int j = 0; j < i + 1; j++) {
                if (steps[j] == 0) {
                    throw new ZeroException(LocalizedFormats.EQUAL_VERTICES_IN_SIMPLEX);
                }
                System.arraycopy(steps, 0, vertexI, 0, j + 1);
            }
        }
    }

    /**
     * The real initial simplex will be set up by moving the reference
     * simplex such that its first point is located at the start point of the
     * optimization.
     *
     * @param referenceSimplex Reference simplex.
     * @throws NotStrictlyPositiveException if the reference simplex does not
     * contain at least one point.
     * @throws DimensionMismatchException if there is a dimension mismatch
     * in the reference simplex.
     * @throws IllegalArgumentException if one of its vertices is duplicated.
     */
    protected AbstractSimplex(final double[][] referenceSimplex) {
        if (referenceSimplex.length <= 0) {
            throw new NotStrictlyPositiveException(LocalizedFormats.SIMPLEX_NEED_ONE_POINT,
                                                   referenceSimplex.length);
        }
        dimension = referenceSimplex.length - 1;

        // Only the relative position of the n final vertices with respect
        // to the first one are stored.
        startConfiguration = new double[dimension][dimension];
        final double[] ref0 = referenceSimplex[0];

        // Loop over vertices.
        for (int i = 0; i < referenceSimplex.length; i++) {
            final double[] refI = referenceSimplex[i];

            // Safety checks.
            if (refI.length != dimension) {
                throw new DimensionMismatchException(refI.length, dimension);
            }
            for (int j = 0; j < i; j++) {
                final double[] refJ = referenceSimplex[j];
                boolean allEquals = true;
                for (int k = 0; k < dimension; k++) {
                    if (refI[k] != refJ[k]) {
                        allEquals = false;
                        break;
                    }
                }
                if (allEquals) {
                    throw new MathIllegalArgumentException(LocalizedFormats.EQUAL_VERTICES_IN_SIMPLEX,
                                                           i, j);
                }
            }

            // Store vertex i position relative to vertex 0 position.
            if (i > 0) {
                final double[] confI = startConfiguration[i - 1];
                for (int k = 0; k < dimension; k++) {
                    confI[k] = refI[k] - ref0[k];
                }
            }
        }
    }

    /**
     * Get simplex dimension.
     *
     * @return the dimension of the simplex.
     */
    public int getDimension() {
        return dimension;
    }

    /**
     * Get simplex size.
     * After calling the {@link #build(double[]) build} method, this method will
     * will be equivalent to {@code getDimension() + 1}.
     *
     * @return the size of the simplex.
     */
    public int getSize() {
        return simplex.length;
    }

    /**
     * Compute the next simplex of the algorithm.
     *
     * @param evaluationFunction Evaluation function.
     * @param comparator Comparator to use to sort simplex vertices from best
     * to worst.
     * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
     * if the algorithm fails to converge.
     */
    public abstract void iterate(final MultivariateFunction evaluationFunction,
                                 final Comparator<PointValuePair> comparator);

    /**
     * Build an initial simplex.
     *
     * @param startPoint First point of the simplex.
     * @throws DimensionMismatchException if the start point does not match
     * simplex dimension.
     */
    public void build(final double[] startPoint) {
        if (dimension != startPoint.length) {
            throw new DimensionMismatchException(dimension, startPoint.length);
        }

        // Set first vertex.
        simplex = new PointValuePair[dimension + 1];
        simplex[0] = new PointValuePair(startPoint, Double.NaN);

        // Set remaining vertices.
        for (int i = 0; i < dimension; i++) {
            final double[] confI = startConfiguration[i];
            final double[] vertexI = new double[dimension];
            for (int k = 0; k < dimension; k++) {
                vertexI[k] = startPoint[k] + confI[k];
            }
            simplex[i + 1] = new PointValuePair(vertexI, Double.NaN);
        }
    }

    /**
     * Evaluate all the non-evaluated points of the simplex.
     *
     * @param evaluationFunction Evaluation function.
     * @param comparator Comparator to use to sort simplex vertices from best to worst.
     * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
     * if the maximal number of evaluations is exceeded.
     */
    public void evaluate(final MultivariateFunction evaluationFunction,
                         final Comparator<PointValuePair> comparator) {
        // Evaluate the objective function at all non-evaluated simplex points.
        for (int i = 0; i < simplex.length; i++) {
            final PointValuePair vertex = simplex[i];
            final double[] point = vertex.getPointRef();
            if (Double.isNaN(vertex.getValue())) {
                simplex[i] = new PointValuePair(point, evaluationFunction.value(point), false);
            }
        }

        // Sort the simplex from best to worst.
        Arrays.sort(simplex, comparator);
    }

    /**
     * Replace the worst point of the simplex by a new point.
     *
     * @param pointValuePair Point to insert.
     * @param comparator Comparator to use for sorting the simplex vertices
     * from best to worst.
     */
    protected void replaceWorstPoint(PointValuePair pointValuePair,
                                     final Comparator<PointValuePair> comparator) {
        for (int i = 0; i < dimension; i++) {
            if (comparator.compare(simplex[i], pointValuePair) > 0) {
                PointValuePair tmp = simplex[i];
                simplex[i] = pointValuePair;
                pointValuePair = tmp;
            }
        }
        simplex[dimension] = pointValuePair;
    }

    /**
     * Get the points of the simplex.
     *
     * @return all the simplex points.
     */
    public PointValuePair[] getPoints() {
        final PointValuePair[] copy = new PointValuePair[simplex.length];
        System.arraycopy(simplex, 0, copy, 0, simplex.length);
        return copy;
    }

    /**
     * Get the simplex point stored at the requested {@code index}.
     *
     * @param index Location.
     * @return the point at location {@code index}.
     */
    public PointValuePair getPoint(int index) {
        if (index < 0 ||
            index >= simplex.length) {
            throw new OutOfRangeException(index, 0, simplex.length - 1);
        }
        return simplex[index];
    }

    /**
     * Store a new point at location {@code index}.
     * Note that no deep-copy of {@code point} is performed.
     *
     * @param index Location.
     * @param point New value.
     */
    protected void setPoint(int index, PointValuePair point) {
        if (index < 0 ||
            index >= simplex.length) {
            throw new OutOfRangeException(index, 0, simplex.length - 1);
        }
        simplex[index] = point;
    }

    /**
     * Replace all points.
     * Note that no deep-copy of {@code points} is performed.
     *
     * @param points New Points.
     */
    protected void setPoints(PointValuePair[] points) {
        if (points.length != simplex.length) {
            throw new DimensionMismatchException(points.length, simplex.length);
        }
        simplex = points;
    }

    /**
     * Create steps for a unit hypercube.
     *
     * @param n Dimension of the hypercube.
     * @param sideLength Length of the sides of the hypercube.
     * @return the steps.
     */
    private static double[] createHypercubeSteps(int n,
                                                 double sideLength) {
        final double[] steps = new double[n];
        for (int i = 0; i < n; i++) {
            steps[i] = sideLength;
        }
        return steps;
    }
}

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