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Diffstat (limited to 'src/main/java/org/apache/commons/math3/optim/BaseMultivariateOptimizer.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/optim/BaseMultivariateOptimizer.java | 152 |
1 files changed, 152 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/optim/BaseMultivariateOptimizer.java b/src/main/java/org/apache/commons/math3/optim/BaseMultivariateOptimizer.java new file mode 100644 index 0000000..e70ab8e --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optim/BaseMultivariateOptimizer.java @@ -0,0 +1,152 @@ +/* + * 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.optim; + +import org.apache.commons.math3.exception.DimensionMismatchException; +import org.apache.commons.math3.exception.NumberIsTooLargeException; +import org.apache.commons.math3.exception.NumberIsTooSmallException; + +/** + * Base class for implementing optimizers for multivariate functions. It contains the boiler-plate + * code for initial guess and bounds specifications. <em>It is not a "user" class.</em> + * + * @param <PAIR> Type of the point/value pair returned by the optimization algorithm. + * @since 3.1 + */ +public abstract class BaseMultivariateOptimizer<PAIR> extends BaseOptimizer<PAIR> { + /** Initial guess. */ + private double[] start; + + /** Lower bounds. */ + private double[] lowerBound; + + /** Upper bounds. */ + private double[] upperBound; + + /** + * @param checker Convergence checker. + */ + protected BaseMultivariateOptimizer(ConvergenceChecker<PAIR> checker) { + super(checker); + } + + /** + * {@inheritDoc} + * + * @param optData Optimization data. In addition to those documented in {@link + * BaseOptimizer#parseOptimizationData(OptimizationData[]) BaseOptimizer}, this method will + * register the following data: + * <ul> + * <li>{@link InitialGuess} + * <li>{@link SimpleBounds} + * </ul> + * + * @return {@inheritDoc} + */ + @Override + public PAIR optimize(OptimizationData... optData) { + // Perform optimization. + return super.optimize(optData); + } + + /** + * Scans the list of (required and optional) optimization data that characterize the problem. + * + * @param optData Optimization data. The following data will be looked for: + * <ul> + * <li>{@link InitialGuess} + * <li>{@link SimpleBounds} + * </ul> + */ + @Override + protected void parseOptimizationData(OptimizationData... optData) { + // Allow base class to register its own data. + super.parseOptimizationData(optData); + + // The existing values (as set by the previous call) are reused if + // not provided in the argument list. + for (OptimizationData data : optData) { + if (data instanceof InitialGuess) { + start = ((InitialGuess) data).getInitialGuess(); + continue; + } + if (data instanceof SimpleBounds) { + final SimpleBounds bounds = (SimpleBounds) data; + lowerBound = bounds.getLower(); + upperBound = bounds.getUpper(); + continue; + } + } + + // Check input consistency. + checkParameters(); + } + + /** + * Gets the initial guess. + * + * @return the initial guess, or {@code null} if not set. + */ + public double[] getStartPoint() { + return start == null ? null : start.clone(); + } + + /** + * @return the lower bounds, or {@code null} if not set. + */ + public double[] getLowerBound() { + return lowerBound == null ? null : lowerBound.clone(); + } + + /** + * @return the upper bounds, or {@code null} if not set. + */ + public double[] getUpperBound() { + return upperBound == null ? null : upperBound.clone(); + } + + /** 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); + } + } + } + } + } +} |