Apache Commons Math 3.6.1 · org.apache.commons.math3.optim.univariate.MultiStartUnivariateOptimizer

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 final 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.

Access	Constructor and Description
public	MultiStartUnivariateOptimizer(final UnivariateOptimizer Single-start optimizer to wrap. optimizer, final int Number of starts to perform. If `starts == 1`, the `optimize` methods will return the same solution as `optimizer` would. starts, final RandomGenerator Random 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 UnivariatePointValuePair	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 UnivariatePointValuePair[]	Returns: an array containing the optima. getOptima() Gets all the optima found during the last call to `optimize`.
public UnivariatePointValuePair	optimize(OptimizationData... Optimization data. In addition to those documented in `BaseOptimizer`, this method will register the following data: `GoalType` `SearchInterval` `UnivariateObjectiveFunction` optData) Overrides org.apache.commons.math3.optim.univariate.UnivariateOptimizer.optimize. Stores data and performs the optimization.
private void	sortPairs(final GoalType Goal type. goal) Sort the optima from best to worst, followed by `null` elements.

Inherited from org.apache.commons.math3.optim.univariate.UnivariateOptimizer:: computeObjectiveValue getGoalType getMax getMin getStartValue parseOptimizationData

Field Detail

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

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

optima	back to summary
private UnivariatePointValuePair[] optima Found optima.

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

optimizer	back to summary
private final UnivariateOptimizer optimizer Underlying classical optimizer.

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

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

MultiStartUnivariateOptimizer back to summary

MultiStartUnivariateOptimizer	back to summary
public MultiStartUnivariateOptimizer(final UnivariateOptimizer optimizer, final int starts, final RandomGenerator generator) Create a multi-start optimizer from a single-start optimizer. Parameters optimizer:UnivariateOptimizer Single-start optimizer to wrap. starts:int Number of starts to perform. If `starts == 1`, the `optimize` methods will return the same solution as `optimizer` would. generator:RandomGenerator Random generator to use for restarts. Exceptions NotStrictlyPositiveException: if `starts < 1`.

public MultiStartUnivariateOptimizer(final UnivariateOptimizer optimizer, final int starts, final RandomGenerator generator)

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

Parameters

optimizer:UnivariateOptimizer: Single-start optimizer to wrap.
starts:int: Number of starts to perform. If starts == 1, the optimize methods will return the same solution as optimizer would.
generator:RandomGenerator: Random generator to use for restarts.

Exceptions

NotStrictlyPositiveException:: if starts < 1.

Method Detail

doOptimize	back to summary
protected UnivariatePointValuePair 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:UnivariatePointValuePair the point/value pair giving the optimal value of the objective function. Annotations @Override

doOptimize

back to summary

protected UnivariatePointValuePair 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:UnivariatePointValuePair

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 UnivariatePointValuePair[] 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. Returns:UnivariatePointValuePair[] an array containing the optima. Exceptions MathIllegalStateException: if `optimize` has not been called.

public UnivariatePointValuePair[] 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.

Returns:UnivariatePointValuePair[]

an array containing the optima.

Exceptions

MathIllegalStateException:: if optimize has not been called.

optimize back to summary

optimize	back to summary
public UnivariatePointValuePair optimize(OptimizationData... optData) Overrides org.apache.commons.math3.optim.univariate.UnivariateOptimizer.optimize. Doc from org.apache.commons.math3.optim.univariate.UnivariateOptimizer.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: `GoalType` `SearchInterval` `UnivariateObjectiveFunction` Returns:UnivariatePointValuePair a point/value pair that satisfies the convergence criteria. Annotations @Override Exceptions MathIllegalStateException: if `optData` does not contain an instance of `MaxEval` or `SearchInterval`.

public UnivariatePointValuePair optimize(OptimizationData... optData)

Overrides org.apache.commons.math3.optim.univariate.UnivariateOptimizer.optimize.

Doc from org.apache.commons.math3.optim.univariate.UnivariateOptimizer.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:UnivariatePointValuePair

a point/value pair that satisfies the convergence criteria.

Annotations

@Override

Exceptions

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

sortPairs back to summary

sortPairs	back to summary
private void sortPairs(final GoalType goal) Sort the optima from best to worst, followed by `null` elements. Parameters goal:GoalType Goal type.

private void sortPairs(final GoalType goal)

Sort the optima from best to worst, followed by null elements.

Parameters

goal:GoalType: Goal type.

public Class MultiStartUnivariateOptimizer

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