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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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* http://www.apache.org/licenses/LICENSE-2.0
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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package org.apache.commons.math.optimization.direct;
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import static org.junit.Assert.assertEquals;
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import static org.junit.Assert.assertNotNull;
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import static org.junit.Assert.assertNull;
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import static org.junit.Assert.assertTrue;
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import static org.junit.Assert.fail;
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import org.apache.commons.math.ConvergenceException;
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import org.apache.commons.math.FunctionEvaluationException;
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import org.apache.commons.math.MathException;
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import org.apache.commons.math.MaxEvaluationsExceededException;
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import org.apache.commons.math.MaxIterationsExceededException;
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import org.apache.commons.math.analysis.MultivariateRealFunction;
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import org.apache.commons.math.analysis.MultivariateVectorialFunction;
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import org.apache.commons.math.linear.Array2DRowRealMatrix;
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import org.apache.commons.math.linear.RealMatrix;
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import org.apache.commons.math.optimization.GoalType;
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import org.apache.commons.math.optimization.LeastSquaresConverter;
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import org.apache.commons.math.optimization.OptimizationException;
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import org.apache.commons.math.optimization.RealPointValuePair;
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import org.apache.commons.math.optimization.SimpleRealPointChecker;
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import org.apache.commons.math.optimization.SimpleScalarValueChecker;
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import org.junit.Test;
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public class NelderMeadTest {
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public void testFunctionEvaluationExceptions() {
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MultivariateRealFunction wrong =
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new MultivariateRealFunction() {
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private static final long serialVersionUID = 4751314470965489371L;
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public double value(double[] x) throws FunctionEvaluationException {
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throw new FunctionEvaluationException(x, "{0}", "oops");
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} else if (x[0] > 1) {
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throw new FunctionEvaluationException(new RuntimeException("oops"), x);
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return x[0] * (1 - x[0]);
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NelderMead optimizer = new NelderMead(0.9, 1.9, 0.4, 0.6);
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optimizer.optimize(wrong, GoalType.MINIMIZE, new double[] { -1.0 });
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fail("an exception should have been thrown");
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} catch (FunctionEvaluationException ce) {
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assertNull(ce.getCause());
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} catch (Exception e) {
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fail("wrong exception caught: " + e.getMessage());
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NelderMead optimizer = new NelderMead(0.9, 1.9, 0.4, 0.6);
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optimizer.optimize(wrong, GoalType.MINIMIZE, new double[] { +2.0 });
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fail("an exception should have been thrown");
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} catch (FunctionEvaluationException ce) {
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assertNotNull(ce.getCause());
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} catch (Exception e) {
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fail("wrong exception caught: " + e.getMessage());
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public void testMinimizeMaximize()
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throws FunctionEvaluationException, ConvergenceException {
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// the following function has 4 local extrema:
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final double xM = -3.841947088256863675365;
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final double yM = -1.391745200270734924416;
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final double xP = 0.2286682237349059125691;
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final double yP = -yM;
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final double valueXmYm = 0.2373295333134216789769; // local maximum
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final double valueXmYp = -valueXmYm; // local minimum
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final double valueXpYm = -0.7290400707055187115322; // global minimum
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final double valueXpYp = -valueXpYm; // global maximum
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MultivariateRealFunction fourExtrema = new MultivariateRealFunction() {
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private static final long serialVersionUID = -7039124064449091152L;
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public double value(double[] variables) throws FunctionEvaluationException {
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final double x = variables[0];
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final double y = variables[1];
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return ((x == 0) || (y == 0)) ? 0 : (Math.atan(x) * Math.atan(x + 2) * Math.atan(y) * Math.atan(y) / (x * y));
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NelderMead optimizer = new NelderMead();
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optimizer.setConvergenceChecker(new SimpleScalarValueChecker(1.0e-10, 1.0e-30));
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optimizer.setMaxIterations(100);
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optimizer.setStartConfiguration(new double[] { 0.2, 0.2 });
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RealPointValuePair optimum;
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optimum = optimizer.optimize(fourExtrema, GoalType.MINIMIZE, new double[] { -3.0, 0 });
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assertEquals(xM, optimum.getPoint()[0], 2.0e-7);
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assertEquals(yP, optimum.getPoint()[1], 2.0e-5);
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assertEquals(valueXmYp, optimum.getValue(), 6.0e-12);
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assertTrue(optimizer.getEvaluations() > 60);
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assertTrue(optimizer.getEvaluations() < 90);
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optimum = optimizer.optimize(fourExtrema, GoalType.MINIMIZE, new double[] { +1, 0 });
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assertEquals(xP, optimum.getPoint()[0], 5.0e-6);
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assertEquals(yM, optimum.getPoint()[1], 6.0e-6);
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assertEquals(valueXpYm, optimum.getValue(), 1.0e-11);
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assertTrue(optimizer.getEvaluations() > 60);
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assertTrue(optimizer.getEvaluations() < 90);
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optimum = optimizer.optimize(fourExtrema, GoalType.MAXIMIZE, new double[] { -3.0, 0.0 });
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assertEquals(xM, optimum.getPoint()[0], 1.0e-5);
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assertEquals(yM, optimum.getPoint()[1], 3.0e-6);
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assertEquals(valueXmYm, optimum.getValue(), 3.0e-12);
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assertTrue(optimizer.getEvaluations() > 60);
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assertTrue(optimizer.getEvaluations() < 90);
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optimum = optimizer.optimize(fourExtrema, GoalType.MAXIMIZE, new double[] { +1, 0 });
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assertEquals(xP, optimum.getPoint()[0], 4.0e-6);
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assertEquals(yP, optimum.getPoint()[1], 5.0e-6);
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assertEquals(valueXpYp, optimum.getValue(), 7.0e-12);
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assertTrue(optimizer.getEvaluations() > 60);
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assertTrue(optimizer.getEvaluations() < 90);
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public void testRosenbrock()
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throws FunctionEvaluationException, ConvergenceException {
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Rosenbrock rosenbrock = new Rosenbrock();
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NelderMead optimizer = new NelderMead();
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optimizer.setConvergenceChecker(new SimpleScalarValueChecker(-1, 1.0e-3));
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optimizer.setMaxIterations(100);
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optimizer.setStartConfiguration(new double[][] {
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{ -1.2, 1.0 }, { 0.9, 1.2 } , { 3.5, -2.3 }
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RealPointValuePair optimum =
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optimizer.optimize(rosenbrock, GoalType.MINIMIZE, new double[] { -1.2, 1.0 });
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assertEquals(rosenbrock.getCount(), optimizer.getEvaluations());
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assertTrue(optimizer.getEvaluations() > 40);
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assertTrue(optimizer.getEvaluations() < 50);
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assertTrue(optimum.getValue() < 8.0e-4);
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public void testPowell()
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throws FunctionEvaluationException, ConvergenceException {
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Powell powell = new Powell();
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NelderMead optimizer = new NelderMead();
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optimizer.setConvergenceChecker(new SimpleScalarValueChecker(-1.0, 1.0e-3));
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optimizer.setMaxIterations(200);
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RealPointValuePair optimum =
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optimizer.optimize(powell, GoalType.MINIMIZE, new double[] { 3.0, -1.0, 0.0, 1.0 });
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assertEquals(powell.getCount(), optimizer.getEvaluations());
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assertTrue(optimizer.getEvaluations() > 110);
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assertTrue(optimizer.getEvaluations() < 130);
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assertTrue(optimum.getValue() < 2.0e-3);
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public void testLeastSquares1()
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throws FunctionEvaluationException, ConvergenceException {
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final RealMatrix factors =
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new Array2DRowRealMatrix(new double[][] {
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LeastSquaresConverter ls = new LeastSquaresConverter(new MultivariateVectorialFunction() {
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public double[] value(double[] variables) {
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return factors.operate(variables);
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}, new double[] { 2.0, -3.0 });
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NelderMead optimizer = new NelderMead();
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optimizer.setConvergenceChecker(new SimpleScalarValueChecker(-1.0, 1.0e-6));
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optimizer.setMaxIterations(200);
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RealPointValuePair optimum =
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optimizer.optimize(ls, GoalType.MINIMIZE, new double[] { 10.0, 10.0 });
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assertEquals( 2.0, optimum.getPointRef()[0], 3.0e-5);
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assertEquals(-3.0, optimum.getPointRef()[1], 4.0e-4);
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assertTrue(optimizer.getEvaluations() > 60);
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assertTrue(optimizer.getEvaluations() < 80);
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assertTrue(optimum.getValue() < 1.0e-6);
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public void testLeastSquares2()
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throws FunctionEvaluationException, ConvergenceException {
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final RealMatrix factors =
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new Array2DRowRealMatrix(new double[][] {
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LeastSquaresConverter ls = new LeastSquaresConverter(new MultivariateVectorialFunction() {
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public double[] value(double[] variables) {
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return factors.operate(variables);
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}, new double[] { 2.0, -3.0 }, new double[] { 10.0, 0.1 });
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NelderMead optimizer = new NelderMead();
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optimizer.setConvergenceChecker(new SimpleScalarValueChecker(-1.0, 1.0e-6));
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optimizer.setMaxIterations(200);
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RealPointValuePair optimum =
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optimizer.optimize(ls, GoalType.MINIMIZE, new double[] { 10.0, 10.0 });
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assertEquals( 2.0, optimum.getPointRef()[0], 5.0e-5);
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assertEquals(-3.0, optimum.getPointRef()[1], 8.0e-4);
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assertTrue(optimizer.getEvaluations() > 60);
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assertTrue(optimizer.getEvaluations() < 80);
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assertTrue(optimum.getValue() < 1.0e-6);
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public void testLeastSquares3()
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throws FunctionEvaluationException, ConvergenceException {
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final RealMatrix factors =
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new Array2DRowRealMatrix(new double[][] {
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LeastSquaresConverter ls = new LeastSquaresConverter(new MultivariateVectorialFunction() {
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public double[] value(double[] variables) {
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return factors.operate(variables);
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}, new double[] { 2.0, -3.0 }, new Array2DRowRealMatrix(new double [][] {
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{ 1.0, 1.2 }, { 1.2, 2.0 }
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NelderMead optimizer = new NelderMead();
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optimizer.setConvergenceChecker(new SimpleScalarValueChecker(-1.0, 1.0e-6));
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optimizer.setMaxIterations(200);
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RealPointValuePair optimum =
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optimizer.optimize(ls, GoalType.MINIMIZE, new double[] { 10.0, 10.0 });
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assertEquals( 2.0, optimum.getPointRef()[0], 2.0e-3);
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assertEquals(-3.0, optimum.getPointRef()[1], 8.0e-4);
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assertTrue(optimizer.getEvaluations() > 60);
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assertTrue(optimizer.getEvaluations() < 80);
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assertTrue(optimum.getValue() < 1.0e-6);
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@Test(expected = MaxIterationsExceededException.class)
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public void testMaxIterations() throws MathException {
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Powell powell = new Powell();
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NelderMead optimizer = new NelderMead();
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optimizer.setConvergenceChecker(new SimpleScalarValueChecker(-1.0, 1.0e-3));
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optimizer.setMaxIterations(20);
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optimizer.optimize(powell, GoalType.MINIMIZE, new double[] { 3.0, -1.0, 0.0, 1.0 });
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} catch (OptimizationException oe) {
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if (oe.getCause() instanceof ConvergenceException) {
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throw (ConvergenceException) oe.getCause();
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@Test(expected = MaxEvaluationsExceededException.class)
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public void testMaxEvaluations() throws MathException {
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Powell powell = new Powell();
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NelderMead optimizer = new NelderMead();
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optimizer.setConvergenceChecker(new SimpleRealPointChecker(-1.0, 1.0e-3));
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optimizer.setMaxEvaluations(20);
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optimizer.optimize(powell, GoalType.MINIMIZE, new double[] { 3.0, -1.0, 0.0, 1.0 });
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} catch (FunctionEvaluationException fee) {
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if (fee.getCause() instanceof ConvergenceException) {
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throw (ConvergenceException) fee.getCause();
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private static class Rosenbrock implements MultivariateRealFunction {
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public Rosenbrock() {
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public double value(double[] x) throws FunctionEvaluationException {
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double a = x[1] - x[0] * x[0];
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double b = 1.0 - x[0];
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return 100 * a * a + b * b;
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public int getCount() {
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private static class Powell implements MultivariateRealFunction {
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public double value(double[] x) throws FunctionEvaluationException {
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double a = x[0] + 10 * x[1];
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double b = x[2] - x[3];
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double c = x[1] - 2 * x[2];
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double d = x[0] - x[3];
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return a * a + 5 * b * b + c * c * c * c + 10 * d * d * d * d;
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public int getCount() {