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Java example source code file (BaseAbstractMultivariateVectorOptimizer.java)

This example Java source code file (BaseAbstractMultivariateVectorOptimizer.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

baseabstractmultivariatevectoroptimizer, convergencechecker, deprecated, dimensionmismatchexception, func, incrementor, initialguess, nullargumentexception, optimizationdata, pointvectorvaluepair, realmatrix, target, toomanyevaluationsexception, weight

The BaseAbstractMultivariateVectorOptimizer.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.optimization.direct;

import org.apache.commons.math3.util.Incrementor;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.analysis.MultivariateVectorFunction;
import org.apache.commons.math3.optimization.OptimizationData;
import org.apache.commons.math3.optimization.InitialGuess;
import org.apache.commons.math3.optimization.Target;
import org.apache.commons.math3.optimization.Weight;
import org.apache.commons.math3.optimization.BaseMultivariateVectorOptimizer;
import org.apache.commons.math3.optimization.ConvergenceChecker;
import org.apache.commons.math3.optimization.PointVectorValuePair;
import org.apache.commons.math3.optimization.SimpleVectorValueChecker;
import org.apache.commons.math3.linear.RealMatrix;

/**
 * Base class for implementing optimizers for multivariate scalar functions.
 * This base class handles the boiler-plate methods associated to thresholds
 * settings, iterations and evaluations counting.
 *
 * @param <FUNC> the type of the objective function to be optimized
 *
 * @deprecated As of 3.1 (to be removed in 4.0).
 * @since 3.0
 */
@Deprecated
public abstract class BaseAbstractMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction>
    implements BaseMultivariateVectorOptimizer<FUNC> {
    /** Evaluations counter. */
    protected final Incrementor evaluations = new Incrementor();
    /** Convergence checker. */
    private ConvergenceChecker<PointVectorValuePair> checker;
    /** Target value for the objective functions at optimum. */
    private double[] target;
    /** Weight matrix. */
    private RealMatrix weightMatrix;
    /** Weight for the least squares cost computation.
     * @deprecated
     */
    @Deprecated
    private double[] weight;
    /** Initial guess. */
    private double[] start;
    /** Objective function. */
    private FUNC function;

    /**
     * Simple constructor with default settings.
     * The convergence check is set to a {@link SimpleVectorValueChecker}.
     * @deprecated See {@link SimpleVectorValueChecker#SimpleVectorValueChecker()}
     */
    @Deprecated
    protected BaseAbstractMultivariateVectorOptimizer() {
        this(new SimpleVectorValueChecker());
    }
    /**
     * @param checker Convergence checker.
     */
    protected BaseAbstractMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker) {
        this.checker = checker;
    }

    /** {@inheritDoc} */
    public int getMaxEvaluations() {
        return evaluations.getMaximalCount();
    }

    /** {@inheritDoc} */
    public int getEvaluations() {
        return evaluations.getCount();
    }

    /** {@inheritDoc} */
    public ConvergenceChecker<PointVectorValuePair> getConvergenceChecker() {
        return checker;
    }

    /**
     * Compute the objective function value.
     *
     * @param point 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[] point) {
        try {
            evaluations.incrementCount();
        } catch (MaxCountExceededException e) {
            throw new TooManyEvaluationsException(e.getMax());
        }
        return function.value(point);
    }

    /** {@inheritDoc}
     *
     * @deprecated As of 3.1. Please use
     * {@link #optimize(int,MultivariateVectorFunction,OptimizationData[])}
     * instead.
     */
    @Deprecated
    public PointVectorValuePair optimize(int maxEval, FUNC f, double[] t, double[] w,
                                         double[] startPoint) {
        return optimizeInternal(maxEval, f, t, w, startPoint);
    }

    /**
     * Optimize an objective function.
     *
     * @param maxEval Allowed number of evaluations of the objective function.
     * @param f Objective function.
     * @param optData Optimization data. The following data will be looked for:
     * <ul>
     *  <li>{@link Target}
     *  <li>{@link Weight}
     *  <li>{@link InitialGuess}
     * </ul>
     * @return the point/value pair giving the optimal value of the objective
     * function.
     * @throws TooManyEvaluationsException if the maximal number of
     * evaluations is exceeded.
     * @throws DimensionMismatchException if the initial guess, target, and weight
     * arguments have inconsistent dimensions.
     *
     * @since 3.1
     */
    protected PointVectorValuePair optimize(int maxEval,
                                            FUNC f,
                                            OptimizationData... optData)
        throws TooManyEvaluationsException,
               DimensionMismatchException {
        return optimizeInternal(maxEval, f, optData);
    }

    /**
     * Optimize an objective function.
     * Optimization is considered to be a weighted least-squares minimization.
     * The cost function to be minimized is
     * <code>∑weighti(objectivei - targeti)2
     *
     * @param f Objective function.
     * @param t Target value for the objective functions at optimum.
     * @param w Weights for the least squares cost computation.
     * @param startPoint Start point for optimization.
     * @return the point/value pair giving the optimal value for objective
     * function.
     * @param maxEval Maximum number of function evaluations.
     * @throws org.apache.commons.math3.exception.DimensionMismatchException
     * if the start point dimension is wrong.
     * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
     * if the maximal number of evaluations is exceeded.
     * @throws org.apache.commons.math3.exception.NullArgumentException if
     * any argument is {@code null}.
     * @deprecated As of 3.1. Please use
     * {@link #optimizeInternal(int,MultivariateVectorFunction,OptimizationData[])}
     * instead.
     */
    @Deprecated
    protected PointVectorValuePair optimizeInternal(final int maxEval, final FUNC f,
                                                    final double[] t, final double[] w,
                                                    final double[] startPoint) {
        // Checks.
        if (f == null) {
            throw new NullArgumentException();
        }
        if (t == null) {
            throw new NullArgumentException();
        }
        if (w == null) {
            throw new NullArgumentException();
        }
        if (startPoint == null) {
            throw new NullArgumentException();
        }
        if (t.length != w.length) {
            throw new DimensionMismatchException(t.length, w.length);
        }

        return optimizeInternal(maxEval, f,
                                new Target(t),
                                new Weight(w),
                                new InitialGuess(startPoint));
    }

    /**
     * Optimize an objective function.
     *
     * @param maxEval Allowed number of evaluations of the objective function.
     * @param f Objective function.
     * @param optData Optimization data. The following data will be looked for:
     * <ul>
     *  <li>{@link Target}
     *  <li>{@link Weight}
     *  <li>{@link InitialGuess}
     * </ul>
     * @return the point/value pair giving the optimal value of the objective
     * function.
     * @throws TooManyEvaluationsException if the maximal number of
     * evaluations is exceeded.
     * @throws DimensionMismatchException if the initial guess, target, and weight
     * arguments have inconsistent dimensions.
     *
     * @since 3.1
     */
    protected PointVectorValuePair optimizeInternal(int maxEval,
                                                    FUNC f,
                                                    OptimizationData... optData)
        throws TooManyEvaluationsException,
               DimensionMismatchException {
        // Set internal state.
        evaluations.setMaximalCount(maxEval);
        evaluations.resetCount();
        function = f;
        // Retrieve other settings.
        parseOptimizationData(optData);
        // Check input consistency.
        checkParameters();
        // Allow subclasses to reset their own internal state.
        setUp();
        // Perform computation.
        return doOptimize();
    }

    /**
     * Gets the initial values of the optimized parameters.
     *
     * @return the initial guess.
     */
    public double[] getStartPoint() {
        return start.clone();
    }

    /**
     * Gets the weight matrix of the observations.
     *
     * @return the weight matrix.
     * @since 3.1
     */
    public RealMatrix getWeight() {
        return weightMatrix.copy();
    }
    /**
     * Gets the observed values to be matched by the objective vector
     * function.
     *
     * @return the target values.
     * @since 3.1
     */
    public double[] getTarget() {
        return target.clone();
    }

    /**
     * Gets the objective vector function.
     * Note that this access bypasses the evaluation counter.
     *
     * @return the objective vector function.
     * @since 3.1
     */
    protected FUNC getObjectiveFunction() {
        return function;
    }

    /**
     * Perform the bulk of the optimization algorithm.
     *
     * @return the point/value pair giving the optimal value for the
     * objective function.
     */
    protected abstract PointVectorValuePair doOptimize();

    /**
     * @return a reference to the {@link #target array}.
     * @deprecated As of 3.1.
     */
    @Deprecated
    protected double[] getTargetRef() {
        return target;
    }
    /**
     * @return a reference to the {@link #weight array}.
     * @deprecated As of 3.1.
     */
    @Deprecated
    protected double[] getWeightRef() {
        return weight;
    }

    /**
     * Method which a subclass <em>must override whenever its internal
     * state depend on the {@link OptimizationData input} parsed by this base
     * class.
     * It will be called after the parsing step performed in the
     * {@link #optimize(int,MultivariateVectorFunction,OptimizationData[])
     * optimize} method and just before {@link #doOptimize()}.
     *
     * @since 3.1
     */
    protected void setUp() {
        // XXX Temporary code until the new internal data is used everywhere.
        final int dim = target.length;
        weight = new double[dim];
        for (int i = 0; i < dim; i++) {
            weight[i] = weightMatrix.getEntry(i, i);
        }
    }

    /**
     * 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 Target}
     *  <li>{@link Weight}
     *  <li>{@link InitialGuess}
     * </ul>
     */
    private void parseOptimizationData(OptimizationData... 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 Target) {
                target = ((Target) data).getTarget();
                continue;
            }
            if (data instanceof Weight) {
                weightMatrix = ((Weight) data).getWeight();
                continue;
            }
            if (data instanceof InitialGuess) {
                start = ((InitialGuess) data).getInitialGuess();
                continue;
            }
        }
    }

    /**
     * Check parameters consistency.
     *
     * @throws DimensionMismatchException if {@link #target} and
     * {@link #weightMatrix} have inconsistent dimensions.
     */
    private void checkParameters() {
        if (target.length != weightMatrix.getColumnDimension()) {
            throw new DimensionMismatchException(target.length,
                                                 weightMatrix.getColumnDimension());
        }
    }
}

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