Author: luc
Date: Fri Jun 19 12:03:14 2009
New Revision: 786466
URL: http://svn.apache.org/viewvc?rev=786466&view=rev
Log:
added protection against infinite loops by setting a maximal number of
evaluations
(some classes were forgotten in the first pass to fix this problem)
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateRealOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateVectorialOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartMultivariateRealOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartUnivariateRealOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/UnivariateRealOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/direct/DirectSearchOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/general/AbstractLeastSquaresOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/general/AbstractScalarDifferentiableOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/linear/AbstractLinearOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
commons/proper/math/trunk/src/test/org/apache/commons/math/optimization/direct/NelderMeadTest.java
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/DifferentiableMultivariateRealOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -52,6 +52,16 @@
*/
int getIterations();
+ /** Set the maximal number of functions evaluations.
+ * @param maxEvaluations maximal number of function evaluations
+ */
+ void setMaxEvaluations(int maxEvaluations);
+
+ /** Get the maximal number of functions evaluations.
+ * @return maximal number of functions evaluations
+ */
+ int getMaxEvaluations();
+
/** Get the number of evaluations of the objective function.
* <p>
* The number of evaluations corresponds to the last call to the
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/DifferentiableMultivariateVectorialOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -48,6 +48,16 @@
*/
int getIterations();
+ /** Set the maximal number of functions evaluations.
+ * @param maxEvaluations maximal number of function evaluations
+ */
+ void setMaxEvaluations(int maxEvaluations);
+
+ /** Get the maximal number of functions evaluations.
+ * @return maximal number of functions evaluations
+ */
+ int getMaxEvaluations();
+
/** Get the number of evaluations of the objective function.
* <p>
* The number of evaluation correspond to the last call to the
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateRealOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateRealOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateRealOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateRealOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -53,6 +53,9 @@
/** Number of iterations already performed for all starts. */
private int totalIterations;
+ /** Maximal number of evaluations allowed. */
+ private int maxEvaluations;
+
/** Number of evaluations already performed for all starts. */
private int totalEvaluations;
@@ -80,13 +83,14 @@
final int starts,
final
RandomVectorGenerator generator) {
this.optimizer = optimizer;
- this.maxIterations = Integer.MAX_VALUE;
this.totalIterations = 0;
this.totalEvaluations = 0;
this.totalGradientEvaluations = 0;
this.starts = starts;
this.generator = generator;
this.optima = null;
+ setMaxIterations(Integer.MAX_VALUE);
+ setMaxEvaluations(Integer.MAX_VALUE);
}
/** Get all the optima found during the last call to {...@link
@@ -139,6 +143,16 @@
}
/** {...@inheritdoc} */
+ public void setMaxEvaluations(int maxEvaluations) {
+ this.maxEvaluations = maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
+ public int getMaxEvaluations() {
+ return maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
public int getEvaluations() {
return totalEvaluations;
}
@@ -174,6 +188,7 @@
try {
optimizer.setMaxIterations(maxIterations - totalIterations);
+ optimizer.setMaxEvaluations(maxEvaluations - totalEvaluations);
optima[i] = optimizer.optimize(f, goalType,
(i == 0) ? startPoint :
generator.nextVector());
} catch (FunctionEvaluationException fee) {
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateVectorialOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateVectorialOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateVectorialOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartDifferentiableMultivariateVectorialOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -52,6 +52,9 @@
/** Number of iterations already performed for all starts. */
private int totalIterations;
+ /** Maximal number of evaluations allowed. */
+ private int maxEvaluations;
+
/** Number of evaluations already performed for all starts. */
private int totalEvaluations;
@@ -80,13 +83,14 @@
final int starts,
final RandomVectorGenerator generator) {
this.optimizer = optimizer;
- this.maxIterations = Integer.MAX_VALUE;
this.totalIterations = 0;
this.totalEvaluations = 0;
this.totalJacobianEvaluations = 0;
this.starts = starts;
this.generator = generator;
this.optima = null;
+ setMaxIterations(Integer.MAX_VALUE);
+ setMaxEvaluations(Integer.MAX_VALUE);
}
/** Get all the optima found during the last call to {...@link
@@ -139,6 +143,16 @@
}
/** {...@inheritdoc} */
+ public void setMaxEvaluations(int maxEvaluations) {
+ this.maxEvaluations = maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
+ public int getMaxEvaluations() {
+ return maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
public int getEvaluations() {
return totalEvaluations;
}
@@ -174,6 +188,7 @@
try {
optimizer.setMaxIterations(maxIterations - totalIterations);
+ optimizer.setMaxEvaluations(maxEvaluations - totalEvaluations);
optima[i] = optimizer.optimize(f, target, weights,
(i == 0) ? startPoint :
generator.nextVector());
} catch (FunctionEvaluationException fee) {
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartMultivariateRealOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartMultivariateRealOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartMultivariateRealOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartMultivariateRealOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -81,12 +81,13 @@
final int starts,
final RandomVectorGenerator
generator) {
this.optimizer = optimizer;
- this.maxIterations = Integer.MAX_VALUE;
this.totalIterations = 0;
this.totalEvaluations = 0;
this.starts = starts;
this.generator = generator;
this.optima = null;
+ setMaxIterations(Integer.MAX_VALUE);
+ setMaxEvaluations(Integer.MAX_VALUE);
}
/** Get all the optima found during the last call to {...@link
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartUnivariateRealOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartUnivariateRealOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartUnivariateRealOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/MultiStartUnivariateRealOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -47,9 +47,15 @@
/** Maximal number of iterations allowed. */
private int maxIterations;
+ /** Maximal number of evaluations allowed. */
+ private int maxEvaluations;
+
/** Number of iterations already performed for all starts. */
private int totalIterations;
+ /** Number of evaluations already performed for all starts. */
+ private int totalEvaluations;
+
/** Number of starts to go. */
private int starts;
@@ -71,11 +77,12 @@
final int starts,
final RandomGenerator generator) {
this.optimizer = optimizer;
- this.maxIterations = Integer.MAX_VALUE;
this.totalIterations = 0;
this.starts = starts;
this.generator = generator;
this.optima = null;
+ setMaximalIterationCount(Integer.MAX_VALUE);
+ setMaxEvaluations(Integer.MAX_VALUE);
}
/** {...@inheritdoc} */
@@ -104,6 +111,16 @@
}
/** {...@inheritdoc} */
+ public int getMaxEvaluations() {
+ return maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
+ public int getEvaluations() {
+ return totalEvaluations;
+ }
+
+ /** {...@inheritdoc} */
public double getRelativeAccuracy() {
return optimizer.getRelativeAccuracy();
}
@@ -134,6 +151,11 @@
}
/** {...@inheritdoc} */
+ public void setMaxEvaluations(int maxEvaluations) {
+ this.maxEvaluations = maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
public void setRelativeAccuracy(double accuracy) {
optimizer.setRelativeAccuracy(accuracy);
}
@@ -184,14 +206,16 @@
final double min, final double max, final double
startValue)
throws ConvergenceException, FunctionEvaluationException {
- optima = new double[starts];
- totalIterations = 0;
+ optima = new double[starts];
+ totalIterations = 0;
+ totalEvaluations = 0;
// multi-start loop
for (int i = 0; i < starts; ++i) {
try {
optimizer.setMaximalIterationCount(maxIterations -
totalIterations);
+ optimizer.setMaxEvaluations(maxEvaluations - totalEvaluations);
optima[i] = optimizer.optimize(f, goalType, min, max,
(i == 0) ? startValue :
generator.nextDouble() * (max - min));
} catch (FunctionEvaluationException fee) {
@@ -201,6 +225,7 @@
}
totalIterations += optimizer.getIterationCount();
+ totalEvaluations += optimizer.getEvaluations();
}
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/UnivariateRealOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/UnivariateRealOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/UnivariateRealOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/UnivariateRealOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -30,6 +30,26 @@
*/
public interface UnivariateRealOptimizer extends ConvergingAlgorithm {
+ /** Set the maximal number of functions evaluations.
+ * @param maxEvaluations maximal number of function evaluations
+ */
+ void setMaxEvaluations(int maxEvaluations);
+
+ /** Get the maximal number of functions evaluations.
+ * @return maximal number of functions evaluations
+ */
+ int getMaxEvaluations();
+
+ /** Get the number of evaluations of the objective function.
+ * <p>
+ * The number of evaluations corresponds to the last call to the
+ * {...@link #optimize(UnivariateRealFunction, GoalType, double, double)
optimize}
+ * method. It is 0 if the method has not been called yet.
+ * </p>
+ * @return number of evaluations of the objective function
+ */
+ int getEvaluations();
+
/**
* Find an optimum in the given interval.
* <p>
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/direct/DirectSearchOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/direct/DirectSearchOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/direct/DirectSearchOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/direct/DirectSearchOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -99,12 +99,12 @@
/** Maximal number of iterations allowed. */
private int maxIterations;
- /** Maximal number of evaluations allowed. */
- private int maxEvaluations;
-
/** Number of iterations already performed. */
private int iterations;
+ /** Maximal number of evaluations allowed. */
+ private int maxEvaluations;
+
/** Number of evaluations already performed. */
private int evaluations;
@@ -336,14 +336,15 @@
* function evaluations</p>
* @param x point on which the objective function should be evaluated
* @return objective function value at the given point
- * @exception FunctionEvaluationException if no value can be computed for
the parameters
+ * @exception FunctionEvaluationException if no value can be computed for
the
+ * parameters or if the maximal number of evaluations is exceeded
* @exception IllegalArgumentException if the start point dimension is
wrong
- * @exception OptimizationException if the maximal number of evaluations
is exceeded
*/
protected double evaluate(final double[] x)
- throws FunctionEvaluationException, OptimizationException,
IllegalArgumentException {
+ throws FunctionEvaluationException, IllegalArgumentException {
if (++evaluations > maxEvaluations) {
- throw new OptimizationException(new
MaxEvaluationsExceededException(maxEvaluations));
+ throw new FunctionEvaluationException(new
MaxEvaluationsExceededException(maxEvaluations),
+ x);
}
return f.value(x);
}
@@ -360,7 +361,7 @@
if (n != startConfiguration.length) {
throw MathRuntimeException.createIllegalArgumentException(
"dimension mismatch {0} != {1}",
- n, simplex.length);
+ n, startConfiguration.length);
}
// set first vertex
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/general/AbstractLeastSquaresOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/general/AbstractLeastSquaresOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/general/AbstractLeastSquaresOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/general/AbstractLeastSquaresOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -18,6 +18,7 @@
package org.apache.commons.math.optimization.general;
import org.apache.commons.math.FunctionEvaluationException;
+import org.apache.commons.math.MaxEvaluationsExceededException;
import org.apache.commons.math.MaxIterationsExceededException;
import
org.apache.commons.math.analysis.DifferentiableMultivariateVectorialFunction;
import org.apache.commons.math.analysis.MultivariateMatrixFunction;
@@ -50,6 +51,9 @@
/** Number of iterations already performed. */
private int iterations;
+ /** Maximal number of evaluations allowed. */
+ private int maxEvaluations;
+
/** Number of evaluations already performed. */
private int objectiveEvaluations;
@@ -105,6 +109,7 @@
protected AbstractLeastSquaresOptimizer() {
setConvergenceChecker(new SimpleVectorialValueChecker());
setMaxIterations(DEFAULT_MAX_ITERATIONS);
+ setMaxEvaluations(Integer.MAX_VALUE);
}
/** {...@inheritdoc} */
@@ -123,6 +128,16 @@
}
/** {...@inheritdoc} */
+ public void setMaxEvaluations(int maxEvaluations) {
+ this.maxEvaluations = maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
+ public int getMaxEvaluations() {
+ return maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
public int getEvaluations() {
return objectiveEvaluations;
}
@@ -149,9 +164,7 @@
protected void incrementIterationsCounter()
throws OptimizationException {
if (++iterations > maxIterations) {
- if (++iterations > maxIterations) {
- throw new OptimizationException(new
MaxIterationsExceededException(maxIterations));
- }
+ throw new OptimizationException(new
MaxIterationsExceededException(maxIterations));
}
}
@@ -179,12 +192,16 @@
/**
* Update the residuals array and cost function value.
* @exception FunctionEvaluationException if the function cannot be
evaluated
- * or its dimension doesn't match problem dimension
+ * or its dimension doesn't match problem dimension or maximal number of
+ * of evaluations is exceeded
*/
protected void updateResidualsAndCost()
throws FunctionEvaluationException {
- ++objectiveEvaluations;
+ if (++objectiveEvaluations > maxEvaluations) {
+ throw new FunctionEvaluationException(new
MaxEvaluationsExceededException(maxEvaluations),
+ point);
+ }
objective = f.value(point);
if (objective.length != rows) {
throw new FunctionEvaluationException(point, "dimension mismatch
{0} != {1}",
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/general/AbstractScalarDifferentiableOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/general/AbstractScalarDifferentiableOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/general/AbstractScalarDifferentiableOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/general/AbstractScalarDifferentiableOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -18,6 +18,7 @@
package org.apache.commons.math.optimization.general;
import org.apache.commons.math.FunctionEvaluationException;
+import org.apache.commons.math.MaxEvaluationsExceededException;
import org.apache.commons.math.MaxIterationsExceededException;
import org.apache.commons.math.analysis.DifferentiableMultivariateRealFunction;
import org.apache.commons.math.analysis.MultivariateVectorialFunction;
@@ -36,7 +37,7 @@
* @since 2.0
*/
public abstract class AbstractScalarDifferentiableOptimizer
- implements DifferentiableMultivariateRealOptimizer{
+ implements DifferentiableMultivariateRealOptimizer {
/** Default maximal number of iterations allowed. */
public static final int DEFAULT_MAX_ITERATIONS = 100;
@@ -47,6 +48,9 @@
/** Number of iterations already performed. */
private int iterations;
+ /** Maximal number of evaluations allowed. */
+ private int maxEvaluations;
+
/** Number of evaluations already performed. */
private int evaluations;
@@ -75,6 +79,7 @@
protected AbstractScalarDifferentiableOptimizer() {
setConvergenceChecker(new SimpleScalarValueChecker());
setMaxIterations(DEFAULT_MAX_ITERATIONS);
+ setMaxEvaluations(Integer.MAX_VALUE);
}
/** {...@inheritdoc} */
@@ -93,6 +98,16 @@
}
/** {...@inheritdoc} */
+ public void setMaxEvaluations(int maxEvaluations) {
+ this.maxEvaluations = maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
+ public int getMaxEvaluations() {
+ return maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
public int getEvaluations() {
return evaluations;
}
@@ -119,9 +134,7 @@
protected void incrementIterationsCounter()
throws OptimizationException {
if (++iterations > maxIterations) {
- if (++iterations > maxIterations) {
- throw new OptimizationException(new
MaxIterationsExceededException(maxIterations));
- }
+ throw new OptimizationException(new
MaxIterationsExceededException(maxIterations));
}
}
@@ -142,11 +155,15 @@
* @param point point at which the objective function must be evaluated
* @return objective function value at specified point
* @exception FunctionEvaluationException if the function cannot be
evaluated
- * or its dimension doesn't match problem dimension
+ * or its dimension doesn't match problem dimension or the maximal number
+ * of iterations is exceeded
*/
protected double computeObjectiveValue(final double[] point)
throws FunctionEvaluationException {
- ++evaluations;
+ if (++evaluations > maxEvaluations) {
+ throw new FunctionEvaluationException(new
MaxEvaluationsExceededException(maxEvaluations),
+ point);
+ }
return f.value(point);
}
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/linear/AbstractLinearOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/linear/AbstractLinearOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/linear/AbstractLinearOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/linear/AbstractLinearOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -84,9 +84,7 @@
protected void incrementIterationsCounter()
throws OptimizationException {
if (++iterations > maxIterations) {
- if (++iterations > maxIterations) {
- throw new OptimizationException(new
MaxIterationsExceededException(maxIterations));
- }
+ throw new OptimizationException(new
MaxIterationsExceededException(maxIterations));
}
}
@@ -102,7 +100,7 @@
this.goalType = goalType;
this.restrictToNonNegative = restrictToNonNegative;
- iterations = 0;
+ iterations = 0;
// solve the problem
return doOptimize();
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -18,7 +18,10 @@
package org.apache.commons.math.optimization.univariate;
import org.apache.commons.math.ConvergingAlgorithmImpl;
+import org.apache.commons.math.FunctionEvaluationException;
import org.apache.commons.math.MathRuntimeException;
+import org.apache.commons.math.MaxEvaluationsExceededException;
+import org.apache.commons.math.analysis.UnivariateRealFunction;
import org.apache.commons.math.optimization.UnivariateRealOptimizer;
/**
@@ -43,9 +46,15 @@
/** Value of the function at the last computed result. */
protected double functionValue;
+ /** Maximal number of evaluations allowed. */
+ private int maxEvaluations;
+
+ /** Number of evaluations already performed. */
+ private int evaluations;
+
/**
* Construct a solver with given iteration count and accuracy.
- *
+ * FunctionEvaluationExceptionFunctionEvaluationException
* @param defaultAbsoluteAccuracy maximum absolute error
* @param defaultMaximalIterationCount maximum number of iterations
* @throws IllegalArgumentException if f is null or the
@@ -55,6 +64,7 @@
final double
defaultAbsoluteAccuracy) {
super(defaultMaximalIterationCount, defaultAbsoluteAccuracy);
resultComputed = false;
+ setMaxEvaluations(Integer.MAX_VALUE);
}
/** Check if a result has been computed.
@@ -112,4 +122,36 @@
this.resultComputed = false;
}
+ /** {...@inheritdoc} */
+ public void setMaxEvaluations(int maxEvaluations) {
+ this.maxEvaluations = maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
+ public int getMaxEvaluations() {
+ return maxEvaluations;
+ }
+
+ /** {...@inheritdoc} */
+ public int getEvaluations() {
+ return evaluations;
+ }
+
+ /**
+ * Compute the objective function value.
+ * @param point point at which the objective function must be evaluated
+ * @return objective function value at specified point
+ * @exception FunctionEvaluationException if the function cannot be
evaluated
+ * or the maximal number of iterations is exceeded
+ */
+ protected double computeObjectiveValue(final UnivariateRealFunction f,
+ final double point)
+ throws FunctionEvaluationException {
+ if (++evaluations > maxEvaluations) {
+ throw new FunctionEvaluationException(new
MaxEvaluationsExceededException(maxEvaluations),
+ point);
+ }
+ return f.value(point);
+ }
+
}
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
Fri Jun 19 12:03:14 2009
@@ -92,7 +92,7 @@
double v = x;
double w = x;
double e = 0;
- double fx = f.value(x);
+ double fx = computeObjectiveValue(f, x);
if (goalType == GoalType.MAXIMIZE) {
fx = -fx;
}
@@ -145,7 +145,7 @@
// 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);
+ double fu = computeObjectiveValue(f, u);
if (goalType == GoalType.MAXIMIZE) {
fu = -fu;
}
Modified:
commons/proper/math/trunk/src/test/org/apache/commons/math/optimization/direct/NelderMeadTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/org/apache/commons/math/optimization/direct/NelderMeadTest.java?rev=786466&r1=786465&r2=786466&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/org/apache/commons/math/optimization/direct/NelderMeadTest.java
(original)
+++
commons/proper/math/trunk/src/test/org/apache/commons/math/optimization/direct/NelderMeadTest.java
Fri Jun 19 12:03:14 2009
@@ -196,11 +196,11 @@
optimizer.setConvergenceChecker(new SimpleScalarValueChecker(-1.0,
1.0e-3));
optimizer.setMaxEvaluations(20);
optimizer.optimize(powell, GoalType.MINIMIZE, new double[] { 3.0,
-1.0, 0.0, 1.0 });
- } catch (OptimizationException oe) {
- if (oe.getCause() instanceof ConvergenceException) {
- throw (ConvergenceException) oe.getCause();
+ } catch (FunctionEvaluationException fee) {
+ if (fee.getCause() instanceof ConvergenceException) {
+ throw (ConvergenceException) fee.getCause();
}
- throw oe;
+ throw fee;
}
}
