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Java example source code file (BracketFinder.java)

This example Java source code file (BracketFinder.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

bracketfinder, eps_min, goaltype, gold, maxcountexceededexception, notstrictlypositiveexception

The BracketFinder.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.univariate;

import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.util.IntegerSequence;
import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;

/**
 * Provide an interval that brackets a local optimum of a function.
 * This code is based on a Python implementation (from <em>SciPy,
 * module {@code optimize.py} v0.5).
 *
 * @since 2.2
 */
public class BracketFinder {
    /** Tolerance to avoid division by zero. */
    private static final double EPS_MIN = 1e-21;
    /**
     * Golden section.
     */
    private static final double GOLD = 1.618034;
    /**
     * Factor for expanding the interval.
     */
    private final double growLimit;
    /**
     * Counter for function evaluations.
     */
    private IntegerSequence.Incrementor evaluations;
    /**
     * Lower bound of the bracket.
     */
    private double lo;
    /**
     * Higher bound of the bracket.
     */
    private double hi;
    /**
     * Point inside the bracket.
     */
    private double mid;
    /**
     * Function value at {@link #lo}.
     */
    private double fLo;
    /**
     * Function value at {@link #hi}.
     */
    private double fHi;
    /**
     * Function value at {@link #mid}.
     */
    private double fMid;

    /**
     * Constructor with default values {@code 100, 500} (see the
     * {@link #BracketFinder(double,int) other constructor}).
     */
    public BracketFinder() {
        this(100, 500);
    }

    /**
     * Create a bracketing interval finder.
     *
     * @param growLimit Expanding factor.
     * @param maxEvaluations Maximum number of evaluations allowed for finding
     * a bracketing interval.
     */
    public BracketFinder(double growLimit,
                         int maxEvaluations) {
        if (growLimit <= 0) {
            throw new NotStrictlyPositiveException(growLimit);
        }
        if (maxEvaluations <= 0) {
            throw new NotStrictlyPositiveException(maxEvaluations);
        }

        this.growLimit = growLimit;
        evaluations = IntegerSequence.Incrementor.create().withMaximalCount(maxEvaluations);
    }

    /**
     * Search new points that bracket a local optimum of the function.
     *
     * @param func Function whose optimum should be bracketed.
     * @param goal {@link GoalType Goal type}.
     * @param xA Initial point.
     * @param xB Initial point.
     * @throws TooManyEvaluationsException if the maximum number of evaluations
     * is exceeded.
     */
    public void search(UnivariateFunction func,
                       GoalType goal,
                       double xA,
                       double xB) {
        evaluations = evaluations.withStart(0);
        final boolean isMinim = goal == GoalType.MINIMIZE;

        double fA = eval(func, xA);
        double fB = eval(func, xB);
        if (isMinim ?
            fA < fB :
            fA > fB) {

            double tmp = xA;
            xA = xB;
            xB = tmp;

            tmp = fA;
            fA = fB;
            fB = tmp;
        }

        double xC = xB + GOLD * (xB - xA);
        double fC = eval(func, xC);

        while (isMinim ? fC < fB : fC > fB) {
            double tmp1 = (xB - xA) * (fB - fC);
            double tmp2 = (xB - xC) * (fB - fA);

            double val = tmp2 - tmp1;
            double denom = FastMath.abs(val) < EPS_MIN ? 2 * EPS_MIN : 2 * val;

            double w = xB - ((xB - xC) * tmp2 - (xB - xA) * tmp1) / denom;
            double wLim = xB + growLimit * (xC - xB);

            double fW;
            if ((w - xC) * (xB - w) > 0) {
                fW = eval(func, w);
                if (isMinim ?
                    fW < fC :
                    fW > fC) {
                    xA = xB;
                    xB = w;
                    fA = fB;
                    fB = fW;
                    break;
                } else if (isMinim ?
                           fW > fB :
                           fW < fB) {
                    xC = w;
                    fC = fW;
                    break;
                }
                w = xC + GOLD * (xC - xB);
                fW = eval(func, w);
            } else if ((w - wLim) * (wLim - xC) >= 0) {
                w = wLim;
                fW = eval(func, w);
            } else if ((w - wLim) * (xC - w) > 0) {
                fW = eval(func, w);
                if (isMinim ?
                    fW < fC :
                    fW > fC) {
                    xB = xC;
                    xC = w;
                    w = xC + GOLD * (xC - xB);
                    fB = fC;
                    fC =fW;
                    fW = eval(func, w);
                }
            } else {
                w = xC + GOLD * (xC - xB);
                fW = eval(func, w);
            }

            xA = xB;
            fA = fB;
            xB = xC;
            fB = fC;
            xC = w;
            fC = fW;
        }

        lo = xA;
        fLo = fA;
        mid = xB;
        fMid = fB;
        hi = xC;
        fHi = fC;

        if (lo > hi) {
            double tmp = lo;
            lo = hi;
            hi = tmp;

            tmp = fLo;
            fLo = fHi;
            fHi = tmp;
        }
    }

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

    /**
     * @return the number of evalutations.
     */
    public int getEvaluations() {
        return evaluations.getCount();
    }

    /**
     * @return the lower bound of the bracket.
     * @see #getFLo()
     */
    public double getLo() {
        return lo;
    }

    /**
     * Get function value at {@link #getLo()}.
     * @return function value at {@link #getLo()}
     */
    public double getFLo() {
        return fLo;
    }

    /**
     * @return the higher bound of the bracket.
     * @see #getFHi()
     */
    public double getHi() {
        return hi;
    }

    /**
     * Get function value at {@link #getHi()}.
     * @return function value at {@link #getHi()}
     */
    public double getFHi() {
        return fHi;
    }

    /**
     * @return a point in the middle of the bracket.
     * @see #getFMid()
     */
    public double getMid() {
        return mid;
    }

    /**
     * Get function value at {@link #getMid()}.
     * @return function value at {@link #getMid()}
     */
    public double getFMid() {
        return fMid;
    }

    /**
     * @param f Function.
     * @param x Argument.
     * @return {@code f(x)}
     * @throws TooManyEvaluationsException if the maximal number of evaluations is
     * exceeded.
     */
    private double eval(UnivariateFunction f, double x) {
        try {
            evaluations.increment();
        } catch (MaxCountExceededException e) {
            throw new TooManyEvaluationsException(e.getMax());
        }
        return f.value(x);
    }
}

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