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Java example source code file (BaseOptimizer.java)

This example Java source code file (BaseOptimizer.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

baseoptimizer, convergencechecker, incrementor, maxevalcallback, maxitercallback, optimizationdata, pair, toomanyevaluationsexception, toomanyiterationsexception

The BaseOptimizer.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;

import org.apache.commons.math3.util.Incrementor;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.exception.TooManyIterationsException;

/**
 * Base class for implementing optimizers.
 * It contains the boiler-plate code for counting the number of evaluations
 * of the objective function and the number of iterations of the algorithm,
 * and storing the convergence checker.
 * <em>It is not a "user" class.
 *
 * @param <PAIR> Type of the point/value pair returned by the optimization
 * algorithm.
 *
 * @since 3.1
 */
public abstract class BaseOptimizer<PAIR> {
    /** Evaluations counter. */
    protected final Incrementor evaluations;
    /** Iterations counter. */
    protected final Incrementor iterations;
    /** Convergence checker. */
    private final ConvergenceChecker<PAIR> checker;

    /**
     * @param checker Convergence checker.
     */
    protected BaseOptimizer(ConvergenceChecker<PAIR> checker) {
        this(checker, 0, Integer.MAX_VALUE);
    }

    /**
     * @param checker Convergence checker.
     * @param maxEval Maximum number of objective function evaluations.
     * @param maxIter Maximum number of algorithm iterations.
     */
    protected BaseOptimizer(ConvergenceChecker<PAIR> checker,
                            int maxEval,
                            int maxIter) {
        this.checker = checker;

        evaluations = new Incrementor(maxEval, new MaxEvalCallback());
        iterations = new Incrementor(maxIter, new MaxIterCallback());
    }

    /**
     * Gets the maximal number of function evaluations.
     *
     * @return the maximal number of function evaluations.
     */
    public int getMaxEvaluations() {
        return evaluations.getMaximalCount();
    }

    /**
     * Gets the number of evaluations of the objective function.
     * The number of evaluations corresponds to the last call to the
     * {@code optimize} method. It is 0 if the method has not been
     * called yet.
     *
     * @return the number of evaluations of the objective function.
     */
    public int getEvaluations() {
        return evaluations.getCount();
    }

    /**
     * Gets the maximal number of iterations.
     *
     * @return the maximal number of iterations.
     */
    public int getMaxIterations() {
        return iterations.getMaximalCount();
    }

    /**
     * Gets the number of iterations performed by the algorithm.
     * The number iterations corresponds to the last call to the
     * {@code optimize} method. It is 0 if the method has not been
     * called yet.
     *
     * @return the number of evaluations of the objective function.
     */
    public int getIterations() {
        return iterations.getCount();
    }

    /**
     * Gets the convergence checker.
     *
     * @return the object used to check for convergence.
     */
    public ConvergenceChecker<PAIR> getConvergenceChecker() {
        return checker;
    }

    /**
     * Stores data and performs the optimization.
     * <p>
     * The list of parameters is open-ended so that sub-classes can extend it
     * with arguments specific to their concrete implementations.
     * <p>
     * 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).
     * <p>
     * Important note: Subclasses <em>must override
     * {@link #parseOptimizationData(OptimizationData[])} if they need to register
     * their own options; but then, they <em>must also call
     * {@code super.parseOptimizationData(optData)} within that method.
     *
     * @param optData Optimization data.
     * This method will register the following data:
     * <ul>
     *  <li>{@link MaxEval}
     *  <li>{@link MaxIter}
     * </ul>
     * @return a point/value pair that satisfies the convergence criteria.
     * @throws TooManyEvaluationsException if the maximal number of
     * evaluations is exceeded.
     * @throws TooManyIterationsException if the maximal number of
     * iterations is exceeded.
     */
    public PAIR optimize(OptimizationData... optData)
        throws TooManyEvaluationsException,
               TooManyIterationsException {
        // Parse options.
        parseOptimizationData(optData);

        // Reset counters.
        evaluations.resetCount();
        iterations.resetCount();
        // Perform optimization.
        return doOptimize();
    }

    /**
     * Performs the optimization.
     *
     * @return a point/value pair that satisfies the convergence criteria.
     * @throws TooManyEvaluationsException if the maximal number of
     * evaluations is exceeded.
     * @throws TooManyIterationsException if the maximal number of
     * iterations is exceeded.
     */
    public PAIR optimize()
        throws TooManyEvaluationsException,
               TooManyIterationsException {
        // Reset counters.
        evaluations.resetCount();
        iterations.resetCount();
        // Perform optimization.
        return doOptimize();
    }

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

    /**
     * Increment the evaluation count.
     *
     * @throws TooManyEvaluationsException if the allowed evaluations
     * have been exhausted.
     */
    protected void incrementEvaluationCount()
        throws TooManyEvaluationsException {
        evaluations.incrementCount();
    }

    /**
     * Increment the iteration count.
     *
     * @throws TooManyIterationsException if the allowed iterations
     * have been exhausted.
     */
    protected void incrementIterationCount()
        throws TooManyIterationsException {
        iterations.incrementCount();
    }

    /**
     * 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 MaxEval}
     *  <li>{@link MaxIter}
     * </ul>
     */
    protected 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 MaxEval) {
                evaluations.setMaximalCount(((MaxEval) data).getMaxEval());
                continue;
            }
            if (data instanceof MaxIter) {
                iterations.setMaximalCount(((MaxIter) data).getMaxIter());
                continue;
            }
        }
    }

    /**
     * Defines the action to perform when reaching the maximum number
     * of evaluations.
     */
    private static class MaxEvalCallback
        implements  Incrementor.MaxCountExceededCallback {
        /**
         * {@inheritDoc}
         * @throws TooManyEvaluationsException
         */
        public void trigger(int max) {
            throw new TooManyEvaluationsException(max);
        }
    }

    /**
     * Defines the action to perform when reaching the maximum number
     * of evaluations.
     */
    private static class MaxIterCallback
        implements Incrementor.MaxCountExceededCallback {
        /**
         * {@inheritDoc}
         * @throws TooManyIterationsException
         */
        public void trigger(int max) {
            throw new TooManyIterationsException(max);
        }
    }
}

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