fr.cnes.sirius.patrius.math.optim.univariate

Class MultiStartUnivariateOptimizer

java.lang.Object

fr.cnes.sirius.patrius.math.optim.BaseOptimizer<UnivariatePointValuePair>

fr.cnes.sirius.patrius.math.optim.univariate.UnivariateOptimizer

fr.cnes.sirius.patrius.math.optim.univariate.MultiStartUnivariateOptimizer

public class MultiStartUnivariateOptimizer
extends UnivariateOptimizer

Special implementation of the UnivariateOptimizer interface adding multi-start features to an existing optimizer.
This class wraps an optimizer in order to use it several times in turn with different starting points (trying to avoid being trapped in a local extremum when looking for a global one).

Since:

3.0

Version:

$Id: MultiStartUnivariateOptimizer.java 18108 2017-10-04 06:45:27Z bignon $

Field Summary

Fields inherited from class fr.cnes.sirius.patrius.math.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

Constructors

Constructor and Description
MultiStartUnivariateOptimizer(UnivariateOptimizer optimizerIn, int startsIn, RandomGenerator generatorIn) Create a multi-start optimizer from a single-start optimizer.

Method Summary

Modifier and Type	Method and Description
protected UnivariatePointValuePair	doOptimize() Performs the bulk of the optimization algorithm.
int	getEvaluations() Gets the number of evaluations of the objective function.
UnivariatePointValuePair[]	getOptima() Gets all the optima found during the last call to optimize.
UnivariatePointValuePair	optimize(OptimizationData... optData) Stores data and performs the optimization.

Methods inherited from class fr.cnes.sirius.patrius.math.optim.univariate.UnivariateOptimizer

computeObjectiveValue, getGoalType, getMax, getMin, getStartValue

Methods inherited from class fr.cnes.sirius.patrius.math.optim.BaseOptimizer

getConvergenceChecker, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MultiStartUnivariateOptimizer

public MultiStartUnivariateOptimizer(UnivariateOptimizer optimizerIn,
                                     int startsIn,
                                     RandomGenerator generatorIn)

Create a multi-start optimizer from a single-start optimizer.

Parameters:

optimizerIn - Single-start optimizer to wrap.

startsIn - Number of starts to perform. If starts == 1, the optimize methods will return the same solution as optimizer would.

generatorIn - Random generator to use for restarts.

Throws:

NotStrictlyPositiveException - if starts < 1.

Method Detail

getEvaluations

public int getEvaluations()

Gets the number of evaluations of the objective function. The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.

Overrides:

getEvaluations in class BaseOptimizer<UnivariatePointValuePair>

Returns:

the number of evaluations of the objective function.

getOptima

public UnivariatePointValuePair[] getOptima()

Gets all the optima found during the last call to optimize. The optimizer stores all the optima found during a set of restarts. The optimize method returns the best point only. This method returns all the points found at the end of each starts, including the best one already returned by the optimize method.
The returned array as one element for each start as specified in the constructor. It is ordered with the results from the runs that did converge first, sorted from best to worst objective value (i.e in ascending order if minimizing and in descending order if maximizing), followed by null elements corresponding to the runs that did not converge. This means all elements will be null if the optimize method did throw an exception. This also means that if the first element is not null, it is the best point found across all starts.

Returns:

an array containing the optima.

Throws:

MathIllegalStateException - if optimize has not been called.

optimize

public UnivariatePointValuePair optimize(OptimizationData... optData)

Stores data and performs the optimization.
The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.
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).

Overrides:

optimize in class UnivariateOptimizer

Parameters:

optData - Optimization data. The following data will be looked for:

• GoalType
• SearchInterval
• UnivariateObjectiveFunction

Returns:

a point/value pair that satifies the convergence criteria.

Throws:

MathIllegalStateException - if optData does not contain an instance of MaxEval or SearchInterval.

doOptimize

protected UnivariatePointValuePair doOptimize()

Performs the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseOptimizer<UnivariatePointValuePair>

Returns:

the point/value pair giving the optimal value of the objective function.