org.apache.commons.math3.optim.nonlinear.scalar
Class MultiStartMultivariateOptimizer

java.lang.Object
  org.apache.commons.math3.optim.BaseOptimizer<PAIR>
      org.apache.commons.math3.optim.BaseMultivariateOptimizer<PAIR>
          org.apache.commons.math3.optim.BaseMultiStartMultivariateOptimizer<PointValuePair>
              org.apache.commons.math3.optim.nonlinear.scalar.MultiStartMultivariateOptimizer

public class MultiStartMultivariateOptimizer
extends BaseMultiStartMultivariateOptimizer<PointValuePair>

Multi-start 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: MultiStartMultivariateOptimizer.java 7721 2013-02-14 14:07:13Z CardosoP $

Field Summary

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

MultiStartMultivariateOptimizer(MultivariateOptimizer optimizer, int starts, RandomVectorGenerator generator)
Create a multi-start optimizer from a single-start optimizer.

Method Summary

protected void	clear() Method that will called in order to clear all stored optima.
PointValuePair[]	getOptima() Gets all the optima found during the last call to optimize.
protected void	store(PointValuePair optimum) Method that will be called in order to store each found optimum.

Methods inherited from class org.apache.commons.math3.optim.BaseMultiStartMultivariateOptimizer

doOptimize, getEvaluations, optimize

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound

Methods inherited from class org.apache.commons.math3.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

MultiStartMultivariateOptimizer

public MultiStartMultivariateOptimizer(MultivariateOptimizer optimizer,
                                       int starts,
                                       RandomVectorGenerator generator)
                                throws NullArgumentException,
                                       NotStrictlyPositiveException

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

Parameters:

optimizer - Single-start optimizer to wrap.

starts - Number of starts to perform. If starts == 1, the result will be same as if optimizer is called directly.

generator - Random vector generator to use for restarts.

Throws:

NullArgumentException - if optimizer or generator is null.

NotStrictlyPositiveException - if starts < 1.

Method Detail

getOptima

public PointValuePair[] 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.
The behaviour is undefined if this method is called before optimize; it will likely throw NullPointerException.

Specified by:

getOptima in class BaseMultiStartMultivariateOptimizer<PointValuePair>

Returns:

an array containing the optima sorted from best to worst.

store

protected void store(PointValuePair optimum)

Method that will be called in order to store each found optimum.

Specified by:

store in class BaseMultiStartMultivariateOptimizer<PointValuePair>

Parameters:

optimum - Result of an optimization run.

clear

protected void clear()

Method that will called in order to clear all stored optima.

Specified by:

clear in class BaseMultiStartMultivariateOptimizer<PointValuePair>