Package org.hipparchus.optim

Class BaseMultiStartMultivariateOptimizer<PAIR>

java.lang.Object

org.hipparchus.optim.BaseOptimizer<PAIR>

org.hipparchus.optim.BaseMultivariateOptimizer<PAIR>

org.hipparchus.optim.BaseMultiStartMultivariateOptimizer<PAIR>

Type Parameters:

PAIR - Type of the point/value pair returned by the optimization algorithm.

Direct Known Subclasses:

MultiStartMultivariateOptimizer

public abstract class BaseMultiStartMultivariateOptimizer<PAIR>
extends BaseMultivariateOptimizer<PAIR>

Base class multi-start optimizer for a multivariate function.
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). It is not a "user" class.

Field Summary

Fields inherited from class org.hipparchus.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

Constructors

Constructor	Description
BaseMultiStartMultivariateOptimizer(BaseMultivariateOptimizer<PAIR> optimizer, int starts, RandomVectorGenerator generator)	Create a multi-start optimizer from a single-start optimizer.

Method Summary

Modifier and Type	Method	Description
protected abstract void	clear()	Method that will called in order to clear all stored optima.
protected PAIR	doOptimize()	Performs the bulk of the optimization algorithm.
int	getEvaluations()	Gets the number of evaluations of the objective function.
abstract PAIR[]	getOptima()	Gets all the optima found during the last call to optimize.
PAIR	optimize(OptimizationData... optData)	Stores data and performs the optimization.
protected abstract void	store(PAIR optimum)	Method that will be called in order to store each found optimum.

Methods inherited from class org.hipparchus.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound, parseOptimizationData

Methods inherited from class org.hipparchus.optim.BaseOptimizer

getConvergenceChecker, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize

Methods inherited from class java.lang.Object

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

Constructor Detail

BaseMultiStartMultivariateOptimizer

public BaseMultiStartMultivariateOptimizer(BaseMultivariateOptimizer<PAIR> optimizer,
                                           int starts,
                                           RandomVectorGenerator generator)

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

Note that if there are bounds constraints (see BaseMultivariateOptimizer.getLowerBound() and BaseMultivariateOptimizer.getUpperBound()), then a simple rejection algorithm is used at each restart. This implies that the random vector generator should have a good probability to generate vectors in the bounded domain, otherwise the rejection algorithm will hit the BaseOptimizer.getMaxEvaluations() count without generating a proper restart point. Users must be take great care of the curse of dimensionality.

Parameters:

optimizer - Single-start optimizer to wrap.

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

generator - Random vector generator to use for restarts.

Throws:

MathIllegalArgumentException - 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<PAIR>

Returns:

the number of evaluations of the objective function.

getOptima

public abstract PAIR[] 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.

Returns:

an array containing the optima sorted from best to worst.

optimize

public PAIR 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).

Important note: Subclasses must override BaseOptimizer.parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

Overrides:

optimize in class BaseMultivariateOptimizer<PAIR>

Parameters:

optData - Optimization data. In addition to those documented in BaseOptimizer, this method will register the following data:

• InitialGuess
• SimpleBounds

Returns:

a point/value pair that satisfies the convergence criteria.

Throws:

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

doOptimize

protected PAIR doOptimize()

Performs the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseOptimizer<PAIR>

Returns:

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

store

protected abstract void store(PAIR optimum)

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

Parameters:

optimum - Result of an optimization run.

clear

protected abstract void clear()

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