public class MultiStartUnivariateOptimizer extends UnivariateOptimizer
UnivariateOptimizer
interface
adding multi-start features to an existing optimizer.
Modifier and Type | Field and Description |
---|---|
private RandomGenerator |
generator
Random generator for multi-start.
|
private int |
maxEvalIndex
Location in
optimData where the updated maximum
number of evaluations will be stored. |
private UnivariatePointValuePair[] |
optima
Found optima.
|
private OptimizationData[] |
optimData
Optimization data.
|
private UnivariateOptimizer |
optimizer
Underlying classical optimizer.
|
private int |
searchIntervalIndex
Location in
optimData where the updated start value
will be stored. |
private int |
starts
Number of starts to go.
|
private int |
totalEvaluations
Number of evaluations already performed for all starts.
|
evaluations, iterations
Constructor and Description |
---|
MultiStartUnivariateOptimizer(UnivariateOptimizer optimizer,
int starts,
RandomGenerator generator)
Create a multi-start optimizer from a single-start optimizer.
|
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.
|
private void |
sortPairs(GoalType goal)
Sort the optima from best to worst, followed by
null elements. |
computeObjectiveValue, getGoalType, getMax, getMin, getStartValue, parseOptimizationData
getConvergenceChecker, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount
private final UnivariateOptimizer optimizer
private int totalEvaluations
private int starts
private RandomGenerator generator
private UnivariatePointValuePair[] optima
private OptimizationData[] optimData
private int maxEvalIndex
optimData
where the updated maximum
number of evaluations will be stored.private int searchIntervalIndex
optimData
where the updated start value
will be stored.public MultiStartUnivariateOptimizer(UnivariateOptimizer optimizer, int starts, RandomGenerator generator)
optimizer
- Single-start optimizer to wrap.starts
- Number of starts to perform. If starts == 1
,
the optimize
methods will return the same solution as
optimizer
would.generator
- Random generator to use for restarts.NotStrictlyPositiveException
- if starts < 1
.public int getEvaluations()
optimize
method. It is 0 if the method has not been
called yet.getEvaluations
in class BaseOptimizer<UnivariatePointValuePair>
public UnivariatePointValuePair[] getOptima()
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.
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.MathIllegalStateException
- if optimize
has not been called.public UnivariatePointValuePair optimize(OptimizationData... optData)
BaseOptimizer.parseOptimizationData(OptimizationData[])
if they need to register
their own options; but then, they must also call
super.parseOptimizationData(optData)
within that method.optimize
in class UnivariateOptimizer
optData
- Optimization data. In addition to those documented in
BaseOptimizer
, this method will register the following data:
MathIllegalStateException
- if optData
does not contain an
instance of MaxEval
or SearchInterval
.protected UnivariatePointValuePair doOptimize()
doOptimize
in class BaseOptimizer<UnivariatePointValuePair>
private void sortPairs(GoalType goal)
null
elements.goal
- Goal type.Copyright (c) 2003-2013 Apache Software Foundation