Class MultivariateFunctionMappingAdapter
- All Implemented Interfaces:
MultivariateFunction
Adapter for mapping bounded MultivariateFunction
to unbounded ones.
This adapter can be used to wrap functions subject to simple bounds on parameters so they can be used by optimizers that do not directly support simple bounds.
The principle is that the user function that will be wrapped will see its
parameters bounded as required, i.e when its value
method is called
with argument array point
, the elements array will fulfill requirement
lower[i] <= point[i] <= upper[i]
for all i. Some of the components
may be unbounded or bounded only on one side if the corresponding bound is
set to an infinite value. The optimizer will not manage the user function by
itself, but it will handle this adapter and it is this adapter that will take
care the bounds are fulfilled. The adapter value(double[])
method will
be called by the optimizer with unbound parameters, and the adapter will map
the unbounded value to the bounded range using appropriate functions like
Sigmoid
for double bounded elements for example.
As the optimizer sees only unbounded parameters, it should be noted that the
start point or simplex expected by the optimizer should be unbounded, so the
user is responsible for converting his bounded point to unbounded by calling
boundedToUnbounded(double[])
before providing them to the optimizer.
For the same reason, the point returned by the BaseMultivariateOptimizer.optimize(org.hipparchus.optim.OptimizationData[])
method is unbounded. So to convert this point to bounded, users must call
unboundedToBounded(double[])
by themselves!
This adapter is only a poor man solution to simple bounds optimization constraints
that can be used with simple optimizers like
SimplexOptimizer
.
A better solution is to use an optimizer that directly supports simple bounds like
CMAESOptimizer
or
BOBYQAOptimizer
.
One caveat of this poor-man's solution is that behavior near the bounds may be
numerically unstable as bounds are mapped from infinite values.
Another caveat is that convergence values are evaluated by the optimizer with
respect to unbounded variables, so there will be scales differences when
converted to bounded variables.
- See Also:
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Constructor Summary
ConstructorDescriptionMultivariateFunctionMappingAdapter
(MultivariateFunction bounded, double[] lower, double[] upper) Simple constructor. -
Method Summary
Modifier and TypeMethodDescriptiondouble[]
boundedToUnbounded
(double[] point) Maps an array from bounded to unbounded.double[]
unboundedToBounded
(double[] point) Maps an array from unbounded to bounded.double
value
(double[] point) Compute the underlying function value from an unbounded point.
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Constructor Details
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MultivariateFunctionMappingAdapter
public MultivariateFunctionMappingAdapter(MultivariateFunction bounded, double[] lower, double[] upper) Simple constructor.- Parameters:
bounded
- bounded functionlower
- lower bounds for each element of the input parameters array (some elements may be set toDouble.NEGATIVE_INFINITY
for unbounded values)upper
- upper bounds for each element of the input parameters array (some elements may be set toDouble.POSITIVE_INFINITY
for unbounded values)- Throws:
MathIllegalArgumentException
- if lower and upper bounds are not consistent, either according to dimension or to values
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Method Details
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unboundedToBounded
public double[] unboundedToBounded(double[] point) Maps an array from unbounded to bounded.- Parameters:
point
- Unbounded values.- Returns:
- the bounded values.
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boundedToUnbounded
public double[] boundedToUnbounded(double[] point) Maps an array from bounded to unbounded.- Parameters:
point
- Bounded values.- Returns:
- the unbounded values.
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value
public double value(double[] point) Compute the underlying function value from an unbounded point.This method simply bounds the unbounded point using the mappings set up at construction and calls the underlying function using the bounded point.
- Specified by:
value
in interfaceMultivariateFunction
- Parameters:
point
- unbounded value- Returns:
- underlying function value
- See Also:
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