Apache Commons Math 3.6.1 · org.apache.commons.math3.optim.BaseMultiStartMultivariateOptimizer

Modifier and Type	Field and Description
private RandomVectorGenerator	generator Random generator for multi-start.
private int	initialGuessIndex Location in `optimData` where the updated start value will be stored.
private int	maxEvalIndex Location in `optimData` where the updated maximum number of evaluations will be stored.
private OptimizationData[]	optimData Optimization data.
private final BaseMultivariateOptimizer<PAIR>	optimizer Underlying classical optimizer.
private int	starts Number of starts to go.
private int	totalEvaluations Number of evaluations already performed for all starts.

Access	Constructor and Description
public	BaseMultiStartMultivariateOptimizer(final BaseMultivariateOptimizer<PAIR> Single-start optimizer to wrap. optimizer, final int Number of starts to perform. If `starts == 1`, the `optimize` will return the same solution as the given `optimizer` would return. starts, final RandomVectorGenerator Random vector generator to use for restarts. generator) Create a multi-start optimizer from a single-start optimizer.

Method Summary

Modifier and Type	Method and Description
protected abstract void	clear() Method that will called in order to clear all stored optima.
protected PAIR	doOptimize() Implements abstract org.apache.commons.math3.optim.BaseOptimizer.doOptimize. Performs the bulk of the optimization algorithm.
public int	getEvaluations() Overrides org.apache.commons.math3.optim.BaseOptimizer.getEvaluations. Gets the number of evaluations of the objective function.
public abstract PAIR[]	Returns: an array containing the optima sorted from best to worst. getOptima() Gets all the optima found during the last call to `optimize`.
public PAIR	optimize(OptimizationData... Optimization data. In addition to those documented in `BaseOptimizer`, this method will register the following data: `InitialGuess` `SimpleBounds` optData) Overrides org.apache.commons.math3.optim.BaseMultivariateOptimizer.optimize. Stores data and performs the optimization.
protected abstract void	store(PAIR Result of an optimization run. optimum) Method that will be called in order to store each found optimum.

Inherited from org.apache.commons.math3.optim.BaseMultivariateOptimizer:: getLowerBound getStartPoint getUpperBound parseOptimizationData

Field Detail

generator	back to summary
private RandomVectorGenerator generator Random generator for multi-start.

initialGuessIndex	back to summary
private int initialGuessIndex Location in `optimData` where the updated start value will be stored.

maxEvalIndex	back to summary
private int maxEvalIndex Location in `optimData` where the updated maximum number of evaluations will be stored.

optimData	back to summary
private OptimizationData[] optimData Optimization data.

optimizer	back to summary
private final BaseMultivariateOptimizer<PAIR> optimizer Underlying classical optimizer.

starts	back to summary
private int starts Number of starts to go.

totalEvaluations	back to summary
private int totalEvaluations Number of evaluations already performed for all starts.

Constructor Detail

BaseMultiStartMultivariateOptimizer back to summary

BaseMultiStartMultivariateOptimizer	back to summary
public BaseMultiStartMultivariateOptimizer(final BaseMultivariateOptimizer<PAIR> optimizer, final int starts, final RandomVectorGenerator generator) Create a multi-start optimizer from a single-start optimizer. Note that if there are bounds constraints (see `getLowerBound()` and `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 `getMaxEvaluations()` count without generating a proper restart point. Users must be take great care of the curse of dimensionality. Parameters optimizer:BaseMultivariateOptimizer<PAIR> Single-start optimizer to wrap. starts:int Number of starts to perform. If `starts == 1`, the `optimize` will return the same solution as the given `optimizer` would return. generator:RandomVectorGenerator Random vector generator to use for restarts. Exceptions NotStrictlyPositiveException: if `starts < 1`.

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

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

Note that if there are bounds constraints (see getLowerBound() and 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 getMaxEvaluations() count without generating a proper restart point. Users must be take great care of the curse of dimensionality.

Parameters

optimizer:BaseMultivariateOptimizer<PAIR>: Single-start optimizer to wrap.
starts:int: Number of starts to perform. If starts == 1, the optimize will return the same solution as the given optimizer would return.
generator:RandomVectorGenerator: Random vector generator to use for restarts.

Exceptions

NotStrictlyPositiveException:: if starts < 1.

Method Detail

clear	back to summary
protected abstract void clear() Method that will called in order to clear all stored optima.

doOptimize	back to summary
protected PAIR doOptimize() Implements abstract org.apache.commons.math3.optim.BaseOptimizer.doOptimize. Doc from org.apache.commons.math3.optim.BaseOptimizer.doOptimize. Performs the bulk of the optimization algorithm. Returns:PAIR the point/value pair giving the optimal value of the objective function. Annotations @Override

doOptimize

back to summary

protected PAIR doOptimize()

Implements abstract org.apache.commons.math3.optim.BaseOptimizer.doOptimize.

Doc from org.apache.commons.math3.optim.BaseOptimizer.doOptimize.

Performs the bulk of the optimization algorithm.

Returns:PAIR

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

Annotations

@Override

getEvaluations back to summary

getEvaluations	back to summary
public int getEvaluations() Overrides org.apache.commons.math3.optim.BaseOptimizer.getEvaluations. Doc from org.apache.commons.math3.optim.BaseOptimizer.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. Returns:int the number of evaluations of the objective function. Annotations @Override

public int getEvaluations()

Overrides org.apache.commons.math3.optim.BaseOptimizer.getEvaluations.

Doc from org.apache.commons.math3.optim.BaseOptimizer.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.

Returns:int

the number of evaluations of the objective function.

Annotations

@Override

getOptima back to summary

getOptima	back to summary
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:PAIR[] an array containing the optima sorted from best to worst.

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:PAIR[]: an array containing the optima sorted from best to worst.

optimize back to summary

optimize	back to summary
public PAIR optimize(OptimizationData... optData) Overrides org.apache.commons.math3.optim.BaseMultivariateOptimizer.optimize. Doc from org.apache.commons.math3.optim.BaseMultivariateOptimizer.optimize. 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 `parseOptimizationData(OptimizationData[])` if they need to register their own options; but then, they must also call `super.parseOptimizationData(optData)` within that method. Parameters optData:OptimizationData[] Optimization data. In addition to those documented in `BaseOptimizer`, this method will register the following data: `InitialGuess` `SimpleBounds` Returns:PAIR a point/value pair that satisfies the convergence criteria. Annotations @Override Exceptions MathIllegalStateException: if `optData` does not contain an instance of `MaxEval` or `InitialGuess`.

public PAIR optimize(OptimizationData... optData)

Overrides org.apache.commons.math3.optim.BaseMultivariateOptimizer.optimize.

Doc from org.apache.commons.math3.optim.BaseMultivariateOptimizer.optimize.

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

Parameters

optData:OptimizationData[]

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

Returns:PAIR

a point/value pair that satisfies the convergence criteria.

Annotations

@Override

Exceptions

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

store	back to summary
protected abstract void store(PAIR optimum) Method that will be called in order to store each found optimum. Parameters optimum:PAIR Result of an optimization run.

store

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protected abstract void store(PAIR optimum)

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

Parameters

optimum:PAIR: Result of an optimization run.

public abstract Class BaseMultiStartMultivariateOptimizer<PAIR>

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