Author: erans
Date: Sat Oct 29 19:35:36 2011
New Revision: 1194989
URL: http://svn.apache.org/viewvc?rev=1194989&view=rev
Log:
MATH-698
Bounds passed as arguments in "optimize" method.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java?rev=1194989&r1=1194988&r2=1194989&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
Sat Oct 29 19:35:36 2011
@@ -54,6 +54,13 @@ import org.apache.commons.math.util.Math
public class BOBYQAOptimizer
extends BaseAbstractScalarOptimizer<MultivariateRealFunction>
implements MultivariateRealOptimizer {
+ /** Minimum dimension of the problem: {@value} */
+ public static final int MINIMUM_PROBLEM_DIMENSION = 2;
+ /** Default value for {@link #initialTrustRegionRadius}: {@value} . */
+ public static final double DEFAULT_INITIAL_RADIUS = 10.0;
+ /** Default value for {@link #stoppingTrustRegionRadius}: {@value} . */
+ public static final double DEFAULT_STOPPING_RADIUS = 1E-8;
+
private static final double ZERO = 0d;
private static final double ONE = 1d;
private static final double TWO = 2d;
@@ -67,13 +74,6 @@ public class BOBYQAOptimizer
private static final double ONE_OVER_TEN = ONE / 10;
private static final double ONE_OVER_A_THOUSAND = ONE / 1000;
- /** Minimum dimension of the problem: {@value} */
- public static final int MINIMUM_PROBLEM_DIMENSION = 2;
- /** Default value for {@link #initialTrustRegionRadius}: {@value} . */
- public static final double DEFAULT_INITIAL_RADIUS = 10.0;
- /** Default value for {@link #stoppingTrustRegionRadius}: {@value} . */
- public static final double DEFAULT_STOPPING_RADIUS = 1E-8;
-
/**
* numberOfInterpolationPoints XXX
*/
@@ -86,19 +86,6 @@ public class BOBYQAOptimizer
* stoppingTrustRegionRadius XXX
*/
private final double stoppingTrustRegionRadius;
- /**
- * Lower bounds of the objective variables.
- * {@code null} means no bounds.
- * XXX Should probably be passed to the "optimize" method (overload not
existing yet).
- */
- private double[] lowerBound;
- /**
- * Upper bounds of the objective variables.
- * {@code null} means no bounds.
- * XXX Should probably be passed to the "optimize" method (overload not
existing yet).
- */
- private double[] upperBound;
-
/** Goal type (minimize or maximize). */
private boolean isMinimize;
/**
@@ -154,10 +141,10 @@ public class BOBYQAOptimizer
*/
private ArrayRealVector gradientAtTrustRegionCenter;
/**
- * Differences {@link #lowerBound} - {@link #originShift}.
+ * Differences {@link #getLowerBound()} - {@link #originShift}.
* All the components of every {@link #trustRegionCenterOffset} are going
* to satisfy the bounds<br/>
- * {@link #lowerBound}<sub>i</sub> ≤
+ * {@link #getLowerBound() lowerBound}<sub>i</sub> ≤
* {@link #trustRegionCenterOffset}<sub>i</sub>,<br/>
* with appropriate equalities when {@link #trustRegionCenterOffset} is
* on a constraint boundary.
@@ -165,11 +152,11 @@ public class BOBYQAOptimizer
*/
private ArrayRealVector lowerDifference;
/**
- * Differences {@link #upperBound} - {@link #originShift}
+ * Differences {@link #getUpperBound()} - {@link #originShift}
* All the components of every {@link #trustRegionCenterOffset} are going
* to satisfy the bounds<br/>
* {@link #trustRegionCenterOffset}<sub>i</sub> ≤
- * {@link #upperBound}<sub>i</sub>,<br/>
+ * {@link #getUpperBound() upperBound}<sub>i</sub>,<br/>
* with appropriate equalities when {@link #trustRegionCenterOffset} is
* on a constraint boundary.
* XXX "su" in the original code.
@@ -223,23 +210,7 @@ public class BOBYQAOptimizer
* Choices that exceed {@code 2n+1} are not recommended.
*/
public BOBYQAOptimizer(int numberOfInterpolationPoints) {
- this(numberOfInterpolationPoints, null, null);
- }
-
- /**
- * @param numberOfInterpolationPoints Number of interpolation conditions.
- * For a problem of dimension {@code n}, its value must be in the interval
- * {@code [n+2, (n+1)(n+2)/2]}.
- * Choices that exceed {@code 2n+1} are not recommended.
- * @param lowerBound Lower bounds (constraints) of the objective variables.
- * @param upperBound Upperer bounds (constraints) of the objective
variables.
- */
- public BOBYQAOptimizer(int numberOfInterpolationPoints,
- double[] lowerBound,
- double[] upperBound) {
this(numberOfInterpolationPoints,
- lowerBound,
- upperBound,
DEFAULT_INITIAL_RADIUS,
DEFAULT_STOPPING_RADIUS);
}
@@ -249,18 +220,12 @@ public class BOBYQAOptimizer
* For a problem of dimension {@code n}, its value must be in the interval
* {@code [n+2, (n+1)(n+2)/2]}.
* Choices that exceed {@code 2n+1} are not recommended.
- * @param lowerBound Lower bounds (constraints) of the objective variables.
- * @param upperBound Upperer bounds (constraints) of the objective
variables.
* @param initialTrustRegionRadius Initial trust region radius.
* @param stoppingTrustRegionRadius Stopping trust region radius.
*/
public BOBYQAOptimizer(int numberOfInterpolationPoints,
- double[] lowerBound,
- double[] upperBound,
double initialTrustRegionRadius,
double stoppingTrustRegionRadius) {
- this.lowerBound = lowerBound == null ? null :
MathArrays.copyOf(lowerBound);
- this.upperBound = upperBound == null ? null :
MathArrays.copyOf(upperBound);
this.numberOfInterpolationPoints = numberOfInterpolationPoints;
this.initialTrustRegionRadius = initialTrustRegionRadius;
this.stoppingTrustRegionRadius = stoppingTrustRegionRadius;
@@ -269,13 +234,16 @@ public class BOBYQAOptimizer
/** {@inheritDoc} */
@Override
protected RealPointValuePair doOptimize() {
+ final double[] lowerBound = getLowerBound();
+ final double[] upperBound = getUpperBound();
+
// Validity checks.
- setup();
+ setup(lowerBound, upperBound);
isMinimize = (getGoalType() == GoalType.MINIMIZE);
currentBest = new ArrayRealVector(getStartPoint());
- final double value = bobyqa();
+ final double value = bobyqa(lowerBound, upperBound);
return new RealPointValuePair(currentBest.getDataRef(),
isMinimize ? value : -value);
@@ -311,9 +279,13 @@ public class BOBYQAOptimizer
* MAXFUN must be set to an upper bound on the number of calls of
CALFUN.
* The array W will be used for working space. Its length must be at
least
* (NPT+5)*(NPT+N)+3*N*(N+5)/2.
- * @return
+ *
+ * @param lowerBound Lower bounds.
+ * @param upperBound Upper bounds.
+ * @return the value of the objective at the optimum.
*/
- private double bobyqa() {
+ private double bobyqa(double[] lowerBound,
+ double[] upperBound) {
printMethod(); // XXX
final int n = currentBest.getDimension();
@@ -359,7 +331,7 @@ public class BOBYQAOptimizer
// Make the call of BOBYQB.
- return bobyqb();
+ return bobyqb(lowerBound, upperBound);
} // bobyqa
//
----------------------------------------------------------------------------------------
@@ -397,9 +369,12 @@ public class BOBYQAOptimizer
* W is a one-dimensional array that is used for working space. Its
length
* must be at least 3*NDIM = 3*(NPT+N).
*
- * @return
+ * @param lowerBound Lower bounds.
+ * @param upperBound Upper bounds.
+ * @return the value of the objective at the optimum.
*/
- private double bobyqb() {
+ private double bobyqb(double[] lowerBound,
+ double[] upperBound) {
printMethod(); // XXX
final int n = currentBest.getDimension();
@@ -431,7 +406,7 @@ public class BOBYQAOptimizer
trustRegionCenterInterpolationPointIndex = 0;
- prelim();
+ prelim(lowerBound, upperBound);
double xoptsq = ZERO;
for (int i = 0; i < n; i++) {
trustRegionCenterOffset.setEntry(i,
interpolationPoints.getEntry(trustRegionCenterInterpolationPointIndex, i));
@@ -1604,8 +1579,11 @@ public class BOBYQAOptimizer
* KOPT will be such that the least calculated value of F so far is at
* the point XPT(KOPT,.)+XBASE in the space of the variables.
*
+ * @param lowerBound Lower bounds.
+ * @param upperBound Upper bounds.
*/
- private void prelim() {
+ private void prelim(double[] lowerBound,
+ double[] upperBound) {
printMethod(); // XXX
final int n = currentBest.getDimension();
@@ -2397,10 +2375,13 @@ public class BOBYQAOptimizer
} // update
/**
- * Performs validity checks and adapt the {@link #lowerBound} and
- * {@link #upperBound} array if no constraints were provided.
+ * Performs validity checks.
+ *
+ * @param lowerBound Lower bounds (constraints) of the objective variables.
+ * @param upperBound Upperer bounds (constraints) of the objective
variables.
*/
- private void setup() {
+ private void setup(double[] lowerBound,
+ double[] upperBound) {
printMethod(); // XXX
double[] init = getStartPoint();
@@ -2420,34 +2401,12 @@ public class BOBYQAOptimizer
nPointsInterval[1]);
}
- // Check (and possibly adapt) bounds.
- if (lowerBound == null) {
- lowerBound = fillNewArray(dimension, Double.NEGATIVE_INFINITY);
- } else if (lowerBound.length != init.length) {
- throw new DimensionMismatchException(lowerBound.length, dimension);
- }
-
- if (upperBound == null) {
- upperBound = fillNewArray(dimension, Double.POSITIVE_INFINITY);
- } else if (upperBound.length != init.length) {
- throw new DimensionMismatchException(upperBound.length, dimension);
- }
-
- for (int i = 0; i < dimension; i++) {
- final double v = init[i];
- final double lo = lowerBound[i];
- final double hi = upperBound[i];
- if (v < lo || v > hi) {
- throw new OutOfRangeException(v, lo, hi);
- }
- }
-
// Initialize bound differences.
boundDifference = new double[dimension];
double requiredMinDiff = 2 * initialTrustRegionRadius;
double minDiff = Double.POSITIVE_INFINITY;
- for (int i = 0; i < dimension; i++) {
+ for (int i = 0; i < dimension; i++) {
boundDifference[i] = upperBound[i] - lowerBound[i];
minDiff = Math.min(minDiff, boundDifference[i]);
}
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java?rev=1194989&r1=1194988&r2=1194989&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
Sat Oct 29 19:35:36 2011
@@ -23,7 +23,7 @@ import org.apache.commons.math.analysis.
import org.apache.commons.math.exception.DimensionMismatchException;
import org.apache.commons.math.exception.TooManyEvaluationsException;
import org.apache.commons.math.exception.NoDataException;
-import org.apache.commons.math.exception.OutOfRangeException;
+import org.apache.commons.math.exception.NumberIsTooLargeException;
import org.apache.commons.math.exception.NumberIsTooSmallException;
import org.apache.commons.math.optimization.GoalType;
import org.apache.commons.math.optimization.MultivariateRealOptimizer;
@@ -39,7 +39,7 @@ public class BOBYQAOptimizerTest {
static final int DIM = 13;
- @Test(expected=OutOfRangeException.class)
+ @Test(expected=NumberIsTooLargeException.class)
public void testInitOutOfBounds() {
double[] startPoint = point(DIM, 3);
double[][] boundaries = boundaries(DIM, -1, 2);
@@ -262,9 +262,8 @@ public class BOBYQAOptimizerTest {
// RealPointValuePair result = optim.optimize(100000, func, goal,
startPoint);
final double[] lB = boundaries == null ? null : boundaries[0];
final double[] uB = boundaries == null ? null : boundaries[1];
- MultivariateRealOptimizer optim =
- new BOBYQAOptimizer(2 * dim + 1, lB, uB);
- RealPointValuePair result = optim.optimize(maxEvaluations, func, goal,
startPoint);
+ MultivariateRealOptimizer optim = new BOBYQAOptimizer(2 * dim + 1);
+ RealPointValuePair result = optim.optimize(maxEvaluations, func, goal,
startPoint, lB, uB);
// System.out.println(func.getClass().getName() + " = "
// + optim.getEvaluations() + " f(");
// for (double x: result.getPoint()) System.out.print(x + " ");
