Author: erans
Date: Mon Feb 4 21:31:42 2013
New Revision: 1442377
URL: http://svn.apache.org/viewvc?rev=1442377&view=rev
Log:
MATH-933
Throw exception when bounds are passed to an algorithm that does not
support them.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/exception/util/LocalizedFormats.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
commons/proper/math/trunk/src/main/resources/assets/org/apache/commons/math3/exception/util/LocalizedFormats_fr.properties
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/exception/util/LocalizedFormatsTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizerTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/exception/util/LocalizedFormats.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/exception/util/LocalizedFormats.java?rev=1442377&r1=1442376&r2=1442377&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/exception/util/LocalizedFormats.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/exception/util/LocalizedFormats.java
Mon Feb 4 21:31:42 2013
@@ -72,6 +72,7 @@ public enum LocalizedFormats implements
CLOSEST_ORTHOGONAL_MATRIX_HAS_NEGATIVE_DETERMINANT("the closest orthogonal
matrix has a negative determinant {0}"),
COLUMN_INDEX_OUT_OF_RANGE("column index {0} out of allowed range [{1},
{2}]"),
COLUMN_INDEX("column index ({0})"), /* keep */
+ CONSTRAINT("constraint"), /* keep */
CONTINUED_FRACTION_INFINITY_DIVERGENCE("Continued fraction convergents
diverged to +/- infinity for value {0}"),
CONTINUED_FRACTION_NAN_DIVERGENCE("Continued fraction diverged to NaN for
value {0}"),
CONTRACTION_CRITERIA_SMALLER_THAN_EXPANSION_FACTOR("contraction criteria
({0}) smaller than the expansion factor ({1}). This would lead to a never
ending loop of expansion and contraction as a newly expanded internal storage
array would immediately satisfy the criteria for contraction."),
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java?rev=1442377&r1=1442376&r2=1442377&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java
Mon Feb 4 21:31:42 2013
@@ -19,6 +19,7 @@ package org.apache.commons.math3.optim.n
import org.apache.commons.math3.exception.ConvergenceException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.exception.MathInternalError;
+import org.apache.commons.math3.exception.MathUnsupportedOperationException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.linear.ArrayRealVector;
import org.apache.commons.math3.linear.BlockRealMatrix;
@@ -32,6 +33,11 @@ import org.apache.commons.math3.optim.Po
/**
* Gauss-Newton least-squares solver.
+ * <br/>
+ * Constraints are not supported: the call to
+ * {@link #optimize(OptimizationData[]) optimize} will throw
+ * {@link MathUnsupportedOperationException} if bounds are passed to it.
+ *
* <p>
* This class solve a least-square problem by solving the normal equations
* of the linearized problem at each iteration. Either LU decomposition or
@@ -72,6 +78,8 @@ public class GaussNewtonOptimizer extend
/** {@inheritDoc} */
@Override
public PointVectorValuePair doOptimize() {
+ checkParameters();
+
final ConvergenceChecker<PointVectorValuePair> checker
= getConvergenceChecker();
@@ -159,4 +167,15 @@ public class GaussNewtonOptimizer extend
// Must never happen.
throw new MathInternalError();
}
+
+ /**
+ * @throws MathUnsupportedOperationException if bounds were passed to the
+ * {@link #optimize(OptimizationData[]) optimize} method.
+ */
+ private void checkParameters() {
+ if (getLowerBound() != null ||
+ getUpperBound() != null) {
+ throw new
MathUnsupportedOperationException(LocalizedFormats.CONSTRAINT);
+ }
+ }
}
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java?rev=1442377&r1=1442376&r2=1442377&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
Mon Feb 4 21:31:42 2013
@@ -18,6 +18,7 @@ package org.apache.commons.math3.optim.n
import java.util.Arrays;
import org.apache.commons.math3.exception.ConvergenceException;
+import org.apache.commons.math3.exception.MathUnsupportedOperationException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.optim.PointVectorValuePair;
import org.apache.commons.math3.optim.ConvergenceChecker;
@@ -27,7 +28,12 @@ import org.apache.commons.math3.util.Fas
/**
- * This class solves a least-squares problem using the Levenberg-Marquardt
algorithm.
+ * This class solves a least-squares problem using the Levenberg-Marquardt
+ * algorithm.
+ * <br/>
+ * Constraints are not supported: the call to
+ * {@link #optimize(OptimizationData[]) optimize} will throw
+ * {@link MathUnsupportedOperationException} if bounds are passed to it.
*
* <p>This implementation <em>should</em> work even for over-determined systems
* (i.e. systems having more point than equations). Over-determined systems
@@ -276,6 +282,8 @@ public class LevenbergMarquardtOptimizer
/** {@inheritDoc} */
@Override
protected PointVectorValuePair doOptimize() {
+ checkParameters();
+
final int nR = getTarget().length; // Number of observed data.
final double[] currentPoint = getStartPoint();
final int nC = currentPoint.length; // Number of parameters.
@@ -936,4 +944,15 @@ public class LevenbergMarquardtOptimizer
}
}
}
+
+ /**
+ * @throws MathUnsupportedOperationException if bounds were passed to the
+ * {@link #optimize(OptimizationData[]) optimize} method.
+ */
+ private void checkParameters() {
+ if (getLowerBound() != null ||
+ getUpperBound() != null) {
+ throw new
MathUnsupportedOperationException(LocalizedFormats.CONSTRAINT);
+ }
+ }
}
Modified:
commons/proper/math/trunk/src/main/resources/assets/org/apache/commons/math3/exception/util/LocalizedFormats_fr.properties
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/resources/assets/org/apache/commons/math3/exception/util/LocalizedFormats_fr.properties?rev=1442377&r1=1442376&r2=1442377&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/resources/assets/org/apache/commons/math3/exception/util/LocalizedFormats_fr.properties
(original)
+++
commons/proper/math/trunk/src/main/resources/assets/org/apache/commons/math3/exception/util/LocalizedFormats_fr.properties
Mon Feb 4 21:31:42 2013
@@ -44,6 +44,7 @@ CLASS_DOESNT_IMPLEMENT_COMPARABLE = la c
CLOSEST_ORTHOGONAL_MATRIX_HAS_NEGATIVE_DETERMINANT = la matrice orthogonale la
plus proche a un d\u00e9terminant n\u00e9gatif {0}
COLUMN_INDEX_OUT_OF_RANGE = l''index de colonne {0} est hors du domaine
autoris\u00e9 [{1}, {2}]
COLUMN_INDEX = index de colonne ({0})
+CONSTRAINT = contrainte
CONTINUED_FRACTION_INFINITY_DIVERGENCE = Divergence de fraction continue
\u00e0 l''infini pour la valeur {0}
CONTINUED_FRACTION_NAN_DIVERGENCE = Divergence de fraction continue \u00e0 NaN
pour la valeur {0}
CONTRACTION_CRITERIA_SMALLER_THAN_EXPANSION_FACTOR = crit\u00e8re de
contraction ({0}) inf\u00e9rieur au facteur d''extension ({1}). Ceci induit une
boucle infinie d''extensions/contractions car tout tableau de stockage
fra\u00eechement \u00e9tendu respecte imm\u00e9diatement le crit\u00e8re de
contraction.
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/exception/util/LocalizedFormatsTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/exception/util/LocalizedFormatsTest.java?rev=1442377&r1=1442376&r2=1442377&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/exception/util/LocalizedFormatsTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/exception/util/LocalizedFormatsTest.java
Mon Feb 4 21:31:42 2013
@@ -30,7 +30,7 @@ public class LocalizedFormatsTest {
@Test
public void testMessageNumber() {
- Assert.assertEquals(312, LocalizedFormats.values().length);
+ Assert.assertEquals(313, LocalizedFormats.values().length);
}
@Test
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizerTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizerTest.java?rev=1442377&r1=1442376&r2=1442377&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizerTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizerTest.java
Mon Feb 4 21:31:42 2013
@@ -20,9 +20,11 @@ package org.apache.commons.math3.optim.n
import java.io.IOException;
import org.apache.commons.math3.exception.ConvergenceException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
+import org.apache.commons.math3.exception.MathUnsupportedOperationException;
import org.apache.commons.math3.optim.SimpleVectorValueChecker;
import org.apache.commons.math3.optim.InitialGuess;
import org.apache.commons.math3.optim.MaxEval;
+import org.apache.commons.math3.optim.SimpleBounds;
import org.apache.commons.math3.optim.nonlinear.vector.Target;
import org.apache.commons.math3.optim.nonlinear.vector.Weight;
import org.apache.commons.math3.optim.nonlinear.vector.ModelFunction;
@@ -99,6 +101,16 @@ public class GaussNewtonOptimizerTest
return new GaussNewtonOptimizer(new SimpleVectorValueChecker(1.0e-6,
1.0e-6));
}
+ @Test(expected=MathUnsupportedOperationException.class)
+ public void testConstraintsUnsupported() {
+ createOptimizer().optimize(new MaxEval(100),
+ new Target(new double[] { 2 }),
+ new Weight(new double[] { 1 }),
+ new InitialGuess(new double[] { 1, 2 }),
+ new SimpleBounds(new double[] { -10, 0 },
+ new double[] { 20, 30 }));
+ }
+
@Override
@Test(expected = ConvergenceException.class)
public void testMoreEstimatedParametersSimple() {
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.java?rev=1442377&r1=1442376&r2=1442377&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.java
Mon Feb 4 21:31:42 2013
@@ -23,6 +23,7 @@ import java.util.List;
import org.apache.commons.math3.optim.PointVectorValuePair;
import org.apache.commons.math3.optim.InitialGuess;
import org.apache.commons.math3.optim.MaxEval;
+import org.apache.commons.math3.optim.SimpleBounds;
import org.apache.commons.math3.optim.nonlinear.vector.Target;
import org.apache.commons.math3.optim.nonlinear.vector.Weight;
import org.apache.commons.math3.optim.nonlinear.vector.ModelFunction;
@@ -32,6 +33,7 @@ import org.apache.commons.math3.analysis
import org.apache.commons.math3.exception.ConvergenceException;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
+import org.apache.commons.math3.exception.MathUnsupportedOperationException;
import org.apache.commons.math3.geometry.euclidean.twod.Vector2D;
import org.apache.commons.math3.linear.SingularMatrixException;
import org.apache.commons.math3.util.FastMath;
@@ -109,6 +111,16 @@ public class LevenbergMarquardtOptimizer
return new LevenbergMarquardtOptimizer();
}
+ @Test(expected=MathUnsupportedOperationException.class)
+ public void testConstraintsUnsupported() {
+ createOptimizer().optimize(new MaxEval(100),
+ new Target(new double[] { 2 }),
+ new Weight(new double[] { 1 }),
+ new InitialGuess(new double[] { 1, 2 }),
+ new SimpleBounds(new double[] { -10, 0 },
+ new double[] { 20, 30 }));
+ }
+
@Override
@Test(expected=SingularMatrixException.class)
public void testNonInvertible() {
