commons-commits mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From l..@apache.org
Subject svn commit: r758056 - in /commons/proper/math/trunk/src: java/org/apache/commons/math/optimization/univariate/ test/org/apache/commons/math/optimization/univariate/
Date Tue, 24 Mar 2009 22:14:05 GMT
Author: luc
Date: Tue Mar 24 22:14:03 2009
New Revision: 758056

URL: http://svn.apache.org/viewvc?rev=758056&view=rev
Log:
updated univariate algorithms with latest interfaces definitions

Added:
    commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
      - copied, changed from r757188, commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/UnivariateRealMinimizerImpl.java
    commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
      - copied, changed from r757188, commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentMinimizer.java
Removed:
    commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentMinimizer.java
Modified:
    commons/proper/math/trunk/src/test/org/apache/commons/math/optimization/univariate/BrentMinimizerTest.java

Copied: commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
(from r757188, commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/UnivariateRealMinimizerImpl.java)
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java?p2=commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java&p1=commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/UnivariateRealMinimizerImpl.java&r1=757188&r2=758056&rev=758056&view=diff
==============================================================================
--- commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/UnivariateRealMinimizerImpl.java
(original)
+++ commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
Tue Mar 24 22:14:03 2009
@@ -19,22 +19,23 @@
 
 import org.apache.commons.math.ConvergingAlgorithmImpl;
 import org.apache.commons.math.MathRuntimeException;
+import org.apache.commons.math.optimization.UnivariateRealOptimizer;
 
 /**
  * Provide a default implementation for several functions useful to generic
- * minimizers.
+ * optimizers.
  *  
  * @version $Revision$ $Date$
  * @since 2.0
  */
-public abstract class UnivariateRealMinimizerImpl
-  extends ConvergingAlgorithmImpl implements UnivariateRealMinimizer {
+public abstract class AbstractUnivariateRealOptimizer
+    extends ConvergingAlgorithmImpl implements UnivariateRealOptimizer {
 
     /** Serializable version identifier. */
     private static final long serialVersionUID = 4543031162377070699L;
 
     /** Indicates where a root has been computed. */
-    protected boolean resultComputed = false;
+    protected boolean resultComputed;
 
     /** The last computed root. */
     protected double result;
@@ -50,9 +51,10 @@
      * @throws IllegalArgumentException if f is null or the 
      * defaultAbsoluteAccuracy is not valid
      */
-    protected UnivariateRealMinimizerImpl(int defaultMaximalIterationCount,
-                                          double defaultAbsoluteAccuracy) {
+    protected AbstractUnivariateRealOptimizer(final int defaultMaximalIterationCount,
+                                              final double defaultAbsoluteAccuracy) {
         super(defaultMaximalIterationCount, defaultAbsoluteAccuracy);
+        resultComputed = false;
     }
 
     /** Check if a result has been computed.
@@ -82,8 +84,8 @@
      * @param result the result to set
      * @param iterationCount the iteration count to set
      */
-    protected final void setResult(double result, int iterationCount) {
-        this.result = result;
+    protected final void setResult(final double result, final int iterationCount) {
+        this.result         = result;
         this.iterationCount = iterationCount;
         this.resultComputed = true;
     }
@@ -95,9 +97,10 @@
      * @param fx the result to set
      * @param iterationCount the iteration count to set
      */
-    protected final void setResult(double x, double fx, int iterationCount) {
-        this.result = x;
-        this.functionValue = fx;
+    protected final void setResult(final double x, final double fx,
+                                   final int iterationCount) {
+        this.result         = x;
+        this.functionValue  = fx;
         this.iterationCount = iterationCount;
         this.resultComputed = true;
     }

Copied: commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
(from r757188, commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentMinimizer.java)
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java?p2=commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java&p1=commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentMinimizer.java&r1=757188&r2=758056&rev=758056&view=diff
==============================================================================
--- commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentMinimizer.java
(original)
+++ commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
Tue Mar 24 22:14:03 2009
@@ -19,6 +19,7 @@
 import org.apache.commons.math.FunctionEvaluationException;
 import org.apache.commons.math.MaxIterationsExceededException;
 import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.optimization.GoalType;
 
 /**
  * Implements Richard Brent's algorithm (from his book "Algorithms for
@@ -28,7 +29,7 @@
  * @version $Revision$ $Date$
  * @since 2.0
  */
-public class BrentMinimizer extends UnivariateRealMinimizerImpl {
+public class BrentOptimizer extends AbstractUnivariateRealOptimizer {
     
     /** Serializable version identifier */
     private static final long serialVersionUID = 7185472920191999565L;
@@ -41,40 +42,23 @@
     /**
      * Construct a solver.
      */
-    public BrentMinimizer() {
+    public BrentOptimizer() {
         super(100, 1E-10);
     }
 
-    /**
-     * Find a minimum in the given interval, start at startValue.
-     * <p>
-     * A minimizer may require that the interval brackets a single minimum.
-     * </p>
-     * @param f the function to minimize.
-     * @param min the lower bound for the interval.
-     * @param max the upper bound for the interval.
-     * @param startValue this parameter is <em>not</em> used at all
-     * @return a value where the function is minimum
-     * @throws MaxIterationsExceededException if the maximum iteration count is exceeded
-     * or the minimizer detects convergence problems otherwise.
-     * @throws FunctionEvaluationException if an error occurs evaluating the
-     * function
-     * @throws IllegalArgumentException if min > max or the arguments do not
-     * satisfy the requirements specified by the minimizer
-     */
-    public double minimize(final UnivariateRealFunction f,
+    /** {@inheritDoc} */
+    public double optimize(final UnivariateRealFunction f, final GoalType goalType,
                            final double min, final double max, final double startValue)
         throws MaxIterationsExceededException, FunctionEvaluationException {
-        return minimize(f, min, max);
+        return optimize(f, goalType, min, max);
     }
     
     /** {@inheritDoc} */
-    public double minimize(final UnivariateRealFunction f,
+    public double optimize(final UnivariateRealFunction f, final GoalType goalType,
                            final double min, final double max)
-        throws MaxIterationsExceededException, 
-        FunctionEvaluationException {
+        throws MaxIterationsExceededException, FunctionEvaluationException {
         clearResult();
-        return localMin(min, max, relativeAccuracy, absoluteAccuracy, f);
+        return localMin(f, goalType, min, max, relativeAccuracy, absoluteAccuracy);
     }
     
     /**
@@ -88,26 +72,30 @@
      * {@code eps} should be no smaller than <em>2 macheps</em> and preferable
not
      * much less than <em>sqrt(macheps)</em>, where <em>macheps</em>
is the relative
      * machine precision. {@code t} should be positive.
-     *
      * @param f the function to solve
-     * @param a Lower bound of the interval.
-     * @param b Higher bound of the interval.
-     * @param eps Relative accuracy.
-     * @param t Absolute accuracy.
+     * @param goalType type of optimization goal: either {@link GoalType#MAXIMIZE}
+     * or {@link GoalType#MINIMIZE}
+     * @param a Lower bound of the interval
+     * @param b Higher bound of the interval
+     * @param eps Relative accuracy
+     * @param t Absolute accuracy
      * @return the point at which the function is minimal.
      * @throws MaxIterationsExceededException if the maximum iteration count
      * is exceeded.
      * @throws FunctionEvaluationException if an error occurs evaluating
      * the function. 
      */
-    private double localMin(double a, double b, final double eps,
-                            final double t, final UnivariateRealFunction f)
+    private double localMin(final UnivariateRealFunction f, final GoalType goalType,
+                            double a, double b, final double eps, final double t)
         throws MaxIterationsExceededException, FunctionEvaluationException {
         double x = a + c * (b - a);
         double v = x;
         double w = x;
         double e = 0;
         double fx = f.value(x);
+        if (goalType == GoalType.MAXIMIZE) {
+            fx = -fx;
+        }
         double fv = fx;
         double fw = fx;
 
@@ -158,6 +146,9 @@
                 // f must not be evaluated too close to a or b.
                 u = x + ((Math.abs(d) > tol) ? d : ((d > 0) ? tol : -tol));
                 double fu = f.value(u);
+                if (goalType == GoalType.MAXIMIZE) {
+                    fu = -fu;
+                }
 
                 // Update a, b, v, w and x.
                 if (fu <= fx) {
@@ -188,8 +179,8 @@
                         fv = fu;
                     }
                 }
-            } else { // Termination.
-                setResult(x, fx, count);
+            } else { // termination
+                setResult(x, (goalType == GoalType.MAXIMIZE) ? -fx : fx, count);
                 return x;
             }
 

Modified: commons/proper/math/trunk/src/test/org/apache/commons/math/optimization/univariate/BrentMinimizerTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/org/apache/commons/math/optimization/univariate/BrentMinimizerTest.java?rev=758056&r1=758055&r2=758056&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/org/apache/commons/math/optimization/univariate/BrentMinimizerTest.java
(original)
+++ commons/proper/math/trunk/src/test/org/apache/commons/math/optimization/univariate/BrentMinimizerTest.java
Tue Mar 24 22:14:03 2009
@@ -24,6 +24,8 @@
 import org.apache.commons.math.analysis.QuinticFunction;
 import org.apache.commons.math.analysis.SinFunction;
 import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.optimization.GoalType;
+import org.apache.commons.math.optimization.UnivariateRealOptimizer;
 
 /**
  * @version $Revision$ $Date$ 
@@ -36,16 +38,16 @@
 
     public static Test suite() {
         TestSuite suite = new TestSuite(BrentMinimizerTest.class);
-        suite.setName("BrentMinimizer Tests");
+        suite.setName("BrentOptimizer Tests");
         return suite;
     }
 
     public void testSinMin() throws MathException {
         UnivariateRealFunction f = new SinFunction();
-        UnivariateRealMinimizer minimizer = new BrentMinimizer();
-        assertEquals(3 * Math.PI / 2, minimizer.minimize(f, 4, 5), 70 * minimizer.getAbsoluteAccuracy());
+        UnivariateRealOptimizer minimizer = new BrentOptimizer();
+        assertEquals(3 * Math.PI / 2, minimizer.optimize(f, GoalType.MINIMIZE, 4, 5), 70
* minimizer.getAbsoluteAccuracy());
         assertTrue(minimizer.getIterationCount() <= 50);
-        assertEquals(3 * Math.PI / 2, minimizer.minimize(f, 1, 5), 70 * minimizer.getAbsoluteAccuracy());
+        assertEquals(3 * Math.PI / 2, minimizer.optimize(f, GoalType.MINIMIZE, 1, 5), 70
* minimizer.getAbsoluteAccuracy());
         assertTrue(minimizer.getIterationCount() <= 50);
     }
 
@@ -53,26 +55,26 @@
         // The quintic function has zeros at 0, +-0.5 and +-1.
         // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
         UnivariateRealFunction f = new QuinticFunction();
-        UnivariateRealMinimizer minimizer = new BrentMinimizer();
-        assertEquals(-0.27195613, minimizer.minimize(f, -0.3, -0.2), 1.0e-8);
-        assertEquals( 0.82221643, minimizer.minimize(f,  0.3,  0.9), 1.0e-8);
+        UnivariateRealOptimizer minimizer = new BrentOptimizer();
+        assertEquals(-0.27195613, minimizer.optimize(f, GoalType.MINIMIZE, -0.3, -0.2), 1.0e-8);
+        assertEquals( 0.82221643, minimizer.optimize(f, GoalType.MINIMIZE,  0.3,  0.9), 1.0e-8);
         assertTrue(minimizer.getIterationCount() <= 50);
 
         // search in a large interval
-        assertEquals(-0.27195613, minimizer.minimize(f, -1.0, 0.2), 1.0e-8);
+        assertEquals(-0.27195613, minimizer.optimize(f, GoalType.MINIMIZE, -1.0, 0.2), 1.0e-8);
         assertTrue(minimizer.getIterationCount() <= 50);
 
    }
     
     public void testMinEndpoints() throws Exception {
         UnivariateRealFunction f = new SinFunction();
-        UnivariateRealMinimizer solver = new BrentMinimizer();
+        UnivariateRealOptimizer solver = new BrentOptimizer();
         
         // endpoint is minimum
-        double result = solver.minimize(f, 3 * Math.PI / 2, 5);
+        double result = solver.optimize(f, GoalType.MINIMIZE, 3 * Math.PI / 2, 5);
         assertEquals(3 * Math.PI / 2, result, 70 * solver.getAbsoluteAccuracy());
 
-        result = solver.minimize(f, 4, 3 * Math.PI / 2);
+        result = solver.optimize(f, GoalType.MINIMIZE, 4, 3 * Math.PI / 2);
         assertEquals(3 * Math.PI / 2, result, 70 * solver.getAbsoluteAccuracy());
 
     }



Mime
View raw message