Return-Path: X-Original-To: apmail-commons-commits-archive@minotaur.apache.org Delivered-To: apmail-commons-commits-archive@minotaur.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id 04855DA6B for ; Mon, 15 Oct 2012 12:17:46 +0000 (UTC) Received: (qmail 44285 invoked by uid 500); 15 Oct 2012 12:17:45 -0000 Delivered-To: apmail-commons-commits-archive@commons.apache.org Received: (qmail 43845 invoked by uid 500); 15 Oct 2012 12:17:40 -0000 Mailing-List: contact commits-help@commons.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: dev@commons.apache.org Delivered-To: mailing list commits@commons.apache.org Received: (qmail 43813 invoked by uid 99); 15 Oct 2012 12:17:39 -0000 Received: from athena.apache.org (HELO athena.apache.org) (140.211.11.136) by apache.org (qpsmtpd/0.29) with ESMTP; Mon, 15 Oct 2012 12:17:39 +0000 X-ASF-Spam-Status: No, hits=-2000.0 required=5.0 tests=ALL_TRUSTED X-Spam-Check-By: apache.org Received: from [140.211.11.4] (HELO eris.apache.org) (140.211.11.4) by apache.org (qpsmtpd/0.29) with ESMTP; Mon, 15 Oct 2012 12:17:37 +0000 Received: from eris.apache.org (localhost [127.0.0.1]) by eris.apache.org (Postfix) with ESMTP id DCF9723888E4 for ; Mon, 15 Oct 2012 12:16:53 +0000 (UTC) Content-Type: text/plain; charset="utf-8" MIME-Version: 1.0 Content-Transfer-Encoding: 7bit Subject: svn commit: r1398263 - in /commons/proper/math/trunk/src: main/java/org/apache/commons/math3/optimization/ main/java/org/apache/commons/math3/optimization/direct/ test/java/org/apache/commons/math3/optimization/direct/ Date: Mon, 15 Oct 2012 12:16:53 -0000 To: commits@commons.apache.org From: erans@apache.org X-Mailer: svnmailer-1.0.8-patched Message-Id: <20121015121653.DCF9723888E4@eris.apache.org> X-Virus-Checked: Checked by ClamAV on apache.org Author: erans Date: Mon Oct 15 12:16:53 2012 New Revision: 1398263 URL: http://svn.apache.org/viewvc?rev=1398263&view=rev Log: MATH-874 Simple bounds expressed as a kind of "0ptimizationData". The specification of simple bounds is handled in "BaseAbstractMultivariateOptimizer"; hence "BaseAbstractMultivariateSimpleBoundsOptimizer" is deprecated. Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/SimpleBounds.java (with props) Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.java commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateSimpleBoundsOptimizer.java commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/BOBYQAOptimizerTest.java commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/SimpleBounds.java URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/SimpleBounds.java?rev=1398263&view=auto ============================================================================== --- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/SimpleBounds.java (added) +++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/SimpleBounds.java Mon Oct 15 12:16:53 2012 @@ -0,0 +1,62 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math3.optimization; + +/** + * Simple optimization constraints: lower and upper bounds. + * The valid range of the parameters is an interval that can be infinite + * (in one or both directions). + *
+ * Immutable class. + * + * @version $Id$ + * @since 3.1 + */ +public class SimpleBounds implements OptimizationData { + /** Lower bounds. */ + private final double[] lower; + /** Upper bounds. */ + private final double[] upper; + + /** + * @param lB Lower bounds. + * @param uB Upper bounds. + */ + public SimpleBounds(double[] lB, + double[] uB) { + lower = lB.clone(); + upper = uB.clone(); + } + + /** + * Gets the lower bounds. + * + * @return the initial guess. + */ + public double[] getLower() { + return lower.clone(); + } + /** + * Gets the lower bounds. + * + * @return the initial guess. + */ + public double[] getUpper() { + return upper.clone(); + } +} Propchange: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/SimpleBounds.java ------------------------------------------------------------------------------ svn:eol-style = native Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.java URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.java?rev=1398263&r1=1398262&r2=1398263&view=diff ============================================================================== --- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.java (original) +++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.java Mon Oct 15 12:16:53 2012 @@ -25,14 +25,18 @@ import org.apache.commons.math3.optimiza import org.apache.commons.math3.optimization.OptimizationData; import org.apache.commons.math3.optimization.GoalType; import org.apache.commons.math3.optimization.InitialGuess; +import org.apache.commons.math3.optimization.SimpleBounds; import org.apache.commons.math3.optimization.ConvergenceChecker; import org.apache.commons.math3.optimization.PointValuePair; import org.apache.commons.math3.optimization.SimpleValueChecker; +import org.apache.commons.math3.exception.DimensionMismatchException; +import org.apache.commons.math3.exception.NumberIsTooSmallException; +import org.apache.commons.math3.exception.NumberIsTooLargeException; /** * Base class for implementing optimizers for multivariate scalar functions. - * This base class handles the boiler-plate methods associated to thresholds - * settings, iterations and evaluations counting. + * This base class handles the boiler-plate methods associated to thresholds, + * evaluations counting, initial guess and simple bounds settings. * * @param Type of the objective function to be optimized. * @@ -49,6 +53,10 @@ public abstract class BaseAbstractMultiv private GoalType goal; /** Initial guess. */ private double[] start; + /** Lower bounds. */ + private double[] lowerBound; + /** Upper bounds. */ + private double[] upperBound; /** Objective function. */ private MultivariateFunction function; @@ -121,6 +129,7 @@ public abstract class BaseAbstractMultiv * @param optData Optimization data. The following data will be looked for: *
    *
  • {@link InitialGuess}
    • + *
  • {@link SimpleBounds}
    • *
* @return the point/value pair giving the optimal value of the objective * function. @@ -167,6 +176,7 @@ public abstract class BaseAbstractMultiv * @param optData Optimization data. The following data will be looked for: *
    *
  • {@link InitialGuess}
    • + *
  • {@link SimpleBounds}
    • *
* @return the point/value pair giving the optimal value of the objective * function. @@ -178,12 +188,15 @@ public abstract class BaseAbstractMultiv GoalType goalType, OptimizationData... optData) throws TooManyEvaluationsException { + // Set internal state. evaluations.setMaximalCount(maxEval); evaluations.resetCount(); function = f; goal = goalType; + // Retrieve other settings. parseOptimizationData(optData); - + // Check input consistency. + checkParameters(); // Perform computation. return doOptimize(); } @@ -195,6 +208,7 @@ public abstract class BaseAbstractMultiv * @param optData Optimization data. The following data will be looked for: *
    *
  • {@link InitialGuess}
    • + *
  • {@link SimpleBounds}
    • *
*/ private void parseOptimizationData(OptimizationData... optData) { @@ -205,6 +219,12 @@ public abstract class BaseAbstractMultiv start = ((InitialGuess) data).getInitialGuess(); continue; } + if (data instanceof SimpleBounds) { + final SimpleBounds bounds = (SimpleBounds) data; + lowerBound = bounds.getLower(); + upperBound = bounds.getUpper(); + continue; + } } } @@ -219,7 +239,19 @@ public abstract class BaseAbstractMultiv * @return the initial guess. */ public double[] getStartPoint() { - return start.clone(); + return start == null ? null : start.clone(); + } + /** + * @return the lower bounds. + */ + public double[] getLowerBound() { + return lowerBound == null ? null : lowerBound.clone(); + } + /** + * @return the upper bounds. + */ + public double[] getUpperBound() { + return upperBound == null ? null : upperBound.clone(); } /** @@ -229,4 +261,52 @@ public abstract class BaseAbstractMultiv * objective function. */ protected abstract PointValuePair doOptimize(); + + /** + * Check parameters consistency. + */ + private void checkParameters() { + if (start != null) { + final int dim = start.length; + if (lowerBound != null) { + if (lowerBound.length != dim) { + throw new DimensionMismatchException(lowerBound.length, dim); + } + for (int i = 0; i < dim; i++) { + final double v = start[i]; + final double lo = lowerBound[i]; + if (v < lo) { + throw new NumberIsTooSmallException(v, lo, true); + } + } + } + if (upperBound != null) { + if (upperBound.length != dim) { + throw new DimensionMismatchException(upperBound.length, dim); + } + for (int i = 0; i < dim; i++) { + final double v = start[i]; + final double hi = upperBound[i]; + if (v > hi) { + throw new NumberIsTooLargeException(v, hi, true); + } + } + } + + // If the bounds were not specified, the allowed interval is + // assumed to be [-inf, +inf]. + if (lowerBound == null) { + lowerBound = new double[dim]; + for (int i = 0; i < dim; i++) { + lowerBound[i] = Double.NEGATIVE_INFINITY; + } + } + if (upperBound == null) { + upperBound = new double[dim]; + for (int i = 0; i < dim; i++) { + upperBound[i] = Double.POSITIVE_INFINITY; + } + } + } + } } Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateSimpleBoundsOptimizer.java URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateSimpleBoundsOptimizer.java?rev=1398263&r1=1398262&r2=1398263&view=diff ============================================================================== --- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateSimpleBoundsOptimizer.java (original) +++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateSimpleBoundsOptimizer.java Mon Oct 15 12:16:53 2012 @@ -21,11 +21,10 @@ import org.apache.commons.math3.analysis import org.apache.commons.math3.optimization.BaseMultivariateOptimizer; import org.apache.commons.math3.optimization.BaseMultivariateSimpleBoundsOptimizer; import org.apache.commons.math3.optimization.GoalType; +import org.apache.commons.math3.optimization.InitialGuess; +import org.apache.commons.math3.optimization.SimpleBounds; import org.apache.commons.math3.optimization.PointValuePair; import org.apache.commons.math3.optimization.ConvergenceChecker; -import org.apache.commons.math3.exception.DimensionMismatchException; -import org.apache.commons.math3.exception.NumberIsTooSmallException; -import org.apache.commons.math3.exception.NumberIsTooLargeException; /** * Base class for implementing optimizers for multivariate scalar functions, @@ -38,16 +37,14 @@ import org.apache.commons.math3.exceptio * * @version $Id$ * @since 3.0 + * @deprecated As of 3.1 since the {@link BaseAbstractMultivariateSimpleBoundsOptimizer + * base class} contains similar functionality. */ +@Deprecated public abstract class BaseAbstractMultivariateSimpleBoundsOptimizer extends BaseAbstractMultivariateOptimizer implements BaseMultivariateOptimizer, BaseMultivariateSimpleBoundsOptimizer { - /** Lower bounds. */ - private double[] lowerBound; - /** Upper bounds. */ - private double[] upperBound; - /** * Simple constructor with default settings. * The convergence checker is set to a @@ -70,73 +67,30 @@ public abstract class BaseAbstractMultiv * @return the lower bounds. */ public double[] getLowerBound() { - return lowerBound.clone(); + return super.getLowerBound(); } /** * @return the upper bounds. */ public double[] getUpperBound() { - return upperBound.clone(); + return super.getUpperBound(); } /** {@inheritDoc} */ @Override public PointValuePair optimize(int maxEval, FUNC f, GoalType goalType, - double[] startPoint) { - return optimize(maxEval, f, goalType, startPoint, null, null); + double[] startPoint) { + return super.optimizeInternal(maxEval, f, goalType, + new InitialGuess(startPoint)); } /** {@inheritDoc} */ public PointValuePair optimize(int maxEval, FUNC f, GoalType goalType, - double[] startPoint, - double[] lower, double[] upper) { - // Checks. - final int dim = startPoint.length; - if (lower != null) { - if (lower.length != dim) { - throw new DimensionMismatchException(lower.length, dim); - } - for (int i = 0; i < dim; i++) { - final double v = startPoint[i]; - final double lo = lower[i]; - if (v < lo) { - throw new NumberIsTooSmallException(v, lo, true); - } - } - } - if (upper != null) { - if (upper.length != dim) { - throw new DimensionMismatchException(upper.length, dim); - } - for (int i = 0; i < dim; i++) { - final double v = startPoint[i]; - final double hi = upper[i]; - if (v > hi) { - throw new NumberIsTooLargeException(v, hi, true); - } - } - } - - // Initialization. - if (lower == null) { - lowerBound = new double[dim]; - for (int i = 0; i < dim; i++) { - lowerBound[i] = Double.NEGATIVE_INFINITY; - } - } else { - lowerBound = lower.clone(); - } - if (upper == null) { - upperBound = new double[dim]; - for (int i = 0; i < dim; i++) { - upperBound[i] = Double.POSITIVE_INFINITY; - } - } else { - upperBound = upper.clone(); - } - - // Base class method performs the non bound-specific initializations. - return super.optimize(maxEval, f, goalType, startPoint); + double[] startPoint, + double[] lower, double[] upper) { + return super.optimizeInternal(maxEval, f, goalType, + new InitialGuess(startPoint), + new SimpleBounds(lower, upper)); } } Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/BOBYQAOptimizerTest.java URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/BOBYQAOptimizerTest.java?rev=1398263&r1=1398262&r2=1398263&view=diff ============================================================================== --- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/BOBYQAOptimizerTest.java (original) +++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/BOBYQAOptimizerTest.java Mon Oct 15 12:16:53 2012 @@ -26,6 +26,8 @@ import org.apache.commons.math3.exceptio import org.apache.commons.math3.exception.NumberIsTooSmallException; import org.apache.commons.math3.optimization.GoalType; import org.apache.commons.math3.optimization.PointValuePair; +import org.apache.commons.math3.optimization.InitialGuess; +import org.apache.commons.math3.optimization.SimpleBounds; import org.junit.Assert; import org.junit.Test; @@ -318,7 +320,12 @@ public class BOBYQAOptimizerTest { final double[] uB = boundaries == null ? null : boundaries[1]; final int numIterpolationPoints = 2 * dim + 1 + additionalInterpolationPoints; BOBYQAOptimizer optim = new BOBYQAOptimizer(numIterpolationPoints); - PointValuePair result = optim.optimize(maxEvaluations, func, goal, startPoint, lB, uB); + PointValuePair result = boundaries == null ? + optim.optimize(maxEvaluations, func, goal, + new InitialGuess(startPoint)) : + optim.optimize(maxEvaluations, func, goal, + new InitialGuess(startPoint), + new SimpleBounds(lB, uB)); // System.out.println(func.getClass().getName() + " = " // + optim.getEvaluations() + " f("); // for (double x: result.getPoint()) System.out.print(x + " "); Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java?rev=1398263&r1=1398262&r2=1398263&view=diff ============================================================================== --- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java (original) +++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/direct/CMAESOptimizerTest.java Mon Oct 15 12:16:53 2012 @@ -31,6 +31,8 @@ import org.apache.commons.math3.exceptio import org.apache.commons.math3.exception.OutOfRangeException; import org.apache.commons.math3.optimization.GoalType; import org.apache.commons.math3.optimization.PointValuePair; +import org.apache.commons.math3.optimization.InitialGuess; +import org.apache.commons.math3.optimization.SimpleBounds; import org.apache.commons.math3.random.MersenneTwister; import org.apache.commons.math3.util.FastMath; import org.junit.Assert; @@ -462,7 +464,12 @@ public class CMAESOptimizerTest { 0, new MersenneTwister(), false); final double[] lB = boundaries == null ? null : boundaries[0]; final double[] uB = boundaries == null ? null : boundaries[1]; - PointValuePair result = optim.optimize(maxEvaluations, func, goal, startPoint, lB, uB); + PointValuePair result = boundaries == null ? + optim.optimize(maxEvaluations, func, goal, + new InitialGuess(startPoint)) : + optim.optimize(maxEvaluations, func, goal, + new InitialGuess(startPoint), + new SimpleBounds(lB, uB)); // System.out.println("sol=" + Arrays.toString(result.getPoint())); Assert.assertEquals(expected.getValue(), result.getValue(), fTol); for (int i = 0; i < dim; i++) {