Java example source code file (MultivariateMultiStartOptimizerTest.java)

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Java - Java tags/keywords

deprecated, gaussianrandomgenerator, jdkrandomgenerator, multivariatefunction, multivariatemultistartoptimizer, multivariatemultistartoptimizertest, neldermeadsimplex, pointvaluepair, rosenbrock, simplevaluechecker, simplexoptimizer, uncorrelatedrandomvectorgenerator

The MultivariateMultiStartOptimizerTest.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;


import org.apache.commons.math3.analysis.MultivariateFunction;
import org.apache.commons.math3.optimization.direct.NelderMeadSimplex;
import org.apache.commons.math3.optimization.direct.SimplexOptimizer;
import org.apache.commons.math3.random.GaussianRandomGenerator;
import org.apache.commons.math3.random.JDKRandomGenerator;
import org.apache.commons.math3.random.RandomVectorGenerator;
import org.apache.commons.math3.random.UncorrelatedRandomVectorGenerator;
import org.junit.Assert;
import org.junit.Test;

@Deprecated
public class MultivariateMultiStartOptimizerTest {
    @Test
    public void testRosenbrock() {
        Rosenbrock rosenbrock = new Rosenbrock();
        SimplexOptimizer underlying
            = new SimplexOptimizer(new SimpleValueChecker(-1, 1.0e-3));
        NelderMeadSimplex simplex = new NelderMeadSimplex(new double[][] {
                { -1.2,  1.0 }, { 0.9, 1.2 } , {  3.5, -2.3 }
            });
        underlying.setSimplex(simplex);
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(16069223052l);
        RandomVectorGenerator generator =
            new UncorrelatedRandomVectorGenerator(2, new GaussianRandomGenerator(g));
        MultivariateMultiStartOptimizer optimizer =
            new MultivariateMultiStartOptimizer(underlying, 10, generator);
        PointValuePair optimum =
            optimizer.optimize(1100, rosenbrock, GoalType.MINIMIZE, new double[] { -1.2, 1.0 });

        Assert.assertEquals(rosenbrock.getCount(), optimizer.getEvaluations());
        Assert.assertTrue(optimizer.getEvaluations() > 900);
        Assert.assertTrue(optimizer.getEvaluations() < 1200);
        Assert.assertTrue(optimum.getValue() < 8.0e-4);
    }

    private static class Rosenbrock implements MultivariateFunction {
        private int count;

        public Rosenbrock() {
            count = 0;
        }

        public double value(double[] x) {
            ++count;
            double a = x[1] - x[0] * x[0];
            double b = 1.0 - x[0];
            return 100 * a * a + b * b;
        }

        public int getCount() {
            return count;
        }
    }
}