Author: erans
Date: Wed Jul 28 10:27:02 2010
New Revision: 980013
URL: http://svn.apache.org/viewvc?rev=980013&view=rev
Log:
MATH-397. Modified "AbstractUnivariateRealOptimizer" so that its usage is
more similar to what is done in package "optimization.general".
Deprecated many methods as a consequence of the new layout.
New utility methods in "ConvergingAlgorithmImpl".
Temporary workaround in "BrentOptimizer" (requirement from base class) to
avoid committing two issues at the same time...
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/ConvergingAlgorithmImpl.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
commons/proper/math/trunk/src/site/xdoc/changes.xml
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/univariate/BrentOptimizerTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/ConvergingAlgorithmImpl.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/ConvergingAlgorithmImpl.java?rev=980013&r1=980012&r2=980013&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/ConvergingAlgorithmImpl.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/ConvergingAlgorithmImpl.java
Wed Jul 28 10:27:02 2010
@@ -17,7 +17,6 @@
package org.apache.commons.math;
-
/**
* Provide a default implementation for several functions useful to generic
* converging algorithms.
@@ -25,7 +24,7 @@ package org.apache.commons.math;
* @version $Revision$ $Date$
* @since 2.0
*/
-public abstract class ConvergingAlgorithmImpl implements ConvergingAlgorithm{
+public abstract class ConvergingAlgorithmImpl implements ConvergingAlgorithm {
/** Maximum absolute error. */
protected double absoluteAccuracy;
@@ -45,7 +44,6 @@ public abstract class ConvergingAlgorith
/** Default maximum number of iterations. */
protected int defaultMaximalIterationCount;
- // Mainly for test framework.
/** The last iteration count. */
protected int iterationCount;
@@ -56,6 +54,8 @@ public abstract class ConvergingAlgorith
* @param defaultMaximalIterationCount maximum number of iterations
* @throws IllegalArgumentException if f is null or the
* defaultAbsoluteAccuracy is not valid
+ * @deprecated in 2.2. Derived classes should use the "setter" methods
+ * in order to assign meaningful values to all the instances variables.
*/
protected ConvergingAlgorithmImpl(final int defaultMaximalIterationCount,
final double defaultAbsoluteAccuracy) {
@@ -68,6 +68,15 @@ public abstract class ConvergingAlgorith
this.iterationCount = 0;
}
+ /**
+ * Default constructor.
+ *
+ * @since 2.2
+ * @deprecated in 2.2 (to be removed as soon as the single non-default one
+ * has been removed).
+ */
+ protected ConvergingAlgorithmImpl() {}
+
/** {...@inheritdoc} */
public int getIterationCount() {
return iterationCount;
@@ -118,4 +127,26 @@ public abstract class ConvergingAlgorith
relativeAccuracy = defaultRelativeAccuracy;
}
+ /**
+ * Reset the iterations counter to 0.
+ *
+ * @since 2.2
+ */
+ protected void resetIterationsCounter() {
+ iterationCount = 0;
+ }
+
+ /**
+ * Increment the iterations counter by 1.
+ *
+ * @throws OptimizationException if the maximal number
+ * of iterations is exceeded.
+ * @since 2.2
+ */
+ protected void incrementIterationsCounter()
+ throws ConvergenceException {
+ if (++iterationCount > maximalIterationCount) {
+ throw new ConvergenceException(new
MaxIterationsExceededException(maximalIterationCount));
+ }
+ }
}
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java?rev=980013&r1=980012&r2=980013&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.java
Wed Jul 28 10:27:02 2010
@@ -19,11 +19,13 @@ package org.apache.commons.math.optimiza
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.MaxIterationsExceededException;
+import org.apache.commons.math.exception.NotStrictlyPositiveException;
+import org.apache.commons.math.exception.NoDataException;
import org.apache.commons.math.analysis.UnivariateRealFunction;
import org.apache.commons.math.optimization.UnivariateRealOptimizer;
-import org.apache.commons.math.util.LocalizedFormats;
+import org.apache.commons.math.optimization.GoalType;
/**
* Provide a default implementation for several functions useful to generic
@@ -34,21 +36,26 @@ import org.apache.commons.math.util.Loca
*/
public abstract class AbstractUnivariateRealOptimizer
extends ConvergingAlgorithmImpl implements UnivariateRealOptimizer {
-
/** Indicates where a root has been computed. */
- protected boolean resultComputed;
-
+ private boolean resultComputed;
/** The last computed root. */
- protected double result;
-
+ private double result;
/** Value of the function at the last computed result. */
- protected double functionValue;
-
+ private double functionValue;
/** Maximal number of evaluations allowed. */
private int maxEvaluations;
-
/** Number of evaluations already performed. */
private int evaluations;
+ /** Optimization type */
+ private GoalType goal;
+ /** Lower end of search interval. */
+ private double min;
+ /** Higher end of search interval. */
+ private double max;
+ /** Initial guess . */
+ private double startValue;
+ /** Function to optimize. */
+ private UnivariateRealFunction function;
/**
* Construct a solver with given iteration count and accuracy.
@@ -57,6 +64,9 @@ public abstract class AbstractUnivariate
* @param defaultMaximalIterationCount maximum number of iterations
* @throws IllegalArgumentException if f is null or the
* defaultAbsoluteAccuracy is not valid
+ * @deprecated in 2.2. Please use the "setter" methods to assign meaningful
+ * values to the maximum numbers of iterations and evaluations, and to the
+ * absolute and relative accuracy thresholds.
*/
protected AbstractUnivariateRealOptimizer(final int
defaultMaximalIterationCount,
final double
defaultAbsoluteAccuracy) {
@@ -65,24 +75,41 @@ public abstract class AbstractUnivariate
setMaxEvaluations(Integer.MAX_VALUE);
}
- /** Check if a result has been computed.
- * @exception IllegalStateException if no result has been computed
+ /**
+ * Default constructor.
+ * To be removed once the single non-default one has been removed.
+ */
+ protected AbstractUnivariateRealOptimizer() {}
+
+ /**
+ * Check whether a result has been computed.
+ * @throws NoDataException if no result has been computed
+ * @deprecated in 2.2 (no alternative).
*/
- protected void checkResultComputed() throws IllegalStateException {
+ protected void checkResultComputed() {
if (!resultComputed) {
- throw
MathRuntimeException.createIllegalStateException(LocalizedFormats.NO_RESULT_AVAILABLE);
+ throw new NoDataException();
}
}
/** {...@inheritdoc} */
public double getResult() {
- checkResultComputed();
+ if (!resultComputed) {
+ throw new NoDataException();
+ }
return result;
}
/** {...@inheritdoc} */
public double getFunctionValue() {
- checkResultComputed();
+ if (functionValue == Double.NaN) {
+ final double opt = getResult();
+ try {
+ functionValue = function.value(opt);
+ } catch (FunctionEvaluationException e) {
+ throw new RuntimeException(e);
+ }
+ }
return functionValue;
}
@@ -92,6 +119,7 @@ public abstract class AbstractUnivariate
* @param x the result to set
* @param fx the result to set
* @param iterationCount the iteration count to set
+ * @deprecated in 2.2 (no alternative).
*/
protected final void setResult(final double x, final double fx,
final int iterationCount) {
@@ -103,6 +131,7 @@ public abstract class AbstractUnivariate
/**
* Convenience function for implementations.
+ * @deprecated in 2.2 (no alternative).
*/
protected final void clearResult() {
this.resultComputed = false;
@@ -124,12 +153,39 @@ public abstract class AbstractUnivariate
}
/**
+ * @return the optimization type.
+ */
+ public GoalType getGoalType() {
+ return goal;
+ }
+ /**
+ * @return the lower of the search interval.
+ */
+ public double getMin() {
+ return min;
+ }
+ /**
+ * @return the higher of the search interval.
+ */
+ public double getMax() {
+ return max;
+ }
+ /**
+ * @return the initial guess.
+ */
+ public double getStartValue() {
+ return startValue;
+ }
+
+ /**
* Compute the objective function value.
* @param f objective function
* @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
+ * @deprecated in 2.2. Use this {...@link #computeObjectiveValue(double)
+ * replacement} instead.
*/
protected double computeObjectiveValue(final UnivariateRealFunction f,
final double point)
@@ -141,4 +197,68 @@ public abstract class AbstractUnivariate
return f.value(point);
}
+ /**
+ * Compute the objective function value.
+ *
+ * @param point Point at which the objective function must be evaluated.
+ * @return the 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(double point)
+ throws FunctionEvaluationException {
+ if (++evaluations > maxEvaluations) {
+ resultComputed = false;
+ throw new FunctionEvaluationException(new
MaxEvaluationsExceededException(maxEvaluations),
+ point);
+ }
+ return function.value(point);
+ }
+
+ /** {...@inheritdoc} */
+ public double optimize(UnivariateRealFunction function, GoalType goal,
+ double min, double max, double startValue)
+ throws MaxIterationsExceededException, FunctionEvaluationException {
+ // Initialize.
+ this.min = min;
+ this.max = max;
+ this.startValue = startValue;
+ this.goal = goal;
+ this.function = function;
+
+ // Reset.
+ functionValue = Double.NaN;
+ evaluations = 0;
+ resetIterationsCounter();
+
+ // Perform computation.
+ result = doOptimize();
+ resultComputed = true;
+
+ return result;
+ }
+
+ /**
+ * Set the value at the optimum.
+ *
+ * @param functionValue Value of the objective function at the optimum.
+ */
+ protected void setFunctionValue(double functionValue) {
+ this.functionValue = functionValue;
+ }
+
+ /** {...@inheritdoc} */
+ public double optimize(UnivariateRealFunction f, GoalType goal,
+ double min, double max)
+ throws MaxIterationsExceededException, FunctionEvaluationException {
+ return optimize(f, goal, min, max, min + 0.5 * (max - min));
+ }
+
+ /**
+ * Method for implementing actual optimization algorithms in derived
+ * classes.
+ *
+ * @return the optimum.
+ */
+ protected abstract double doOptimize();
}
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java?rev=980013&r1=980012&r2=980013&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/BrentOptimizer.java
Wed Jul 28 10:27:02 2010
@@ -236,4 +236,9 @@ public class BrentOptimizer extends Abst
}
throw new MaxIterationsExceededException(maximalIterationCount);
}
+
+ /** Temporary workaround. */
+ protected double doOptimize() {
+ throw new UnsupportedOperationException();
+ }
}
Modified: commons/proper/math/trunk/src/site/xdoc/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/changes.xml?rev=980013&r1=980012&r2=980013&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/changes.xml Wed Jul 28 10:27:02 2010
@@ -52,6 +52,11 @@ The <action> type attribute can be add,u
If the output is not quite correct, check for invisible trailing spaces!
-->
<release version="2.2" date="TBD" description="TBD">
+ <action dev="erans" type="update" issue="MATH-397">
+ Modified "AbstractUnivariateRealOptimizer" to make it more similar to
+ "BaseAbstractScalarOptimizer".
+ Added utility methods in "ConvergingAlgorithmImpl".
+ </action>
<action dev="erans" type="fix" issue="MATH-395">
Fixed several bugs in "BrentOptimizer".
</action>
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/univariate/BrentOptimizerTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/univariate/BrentOptimizerTest.java?rev=980013&r1=980012&r2=980013&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/univariate/BrentOptimizerTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/univariate/BrentOptimizerTest.java
Wed Jul 28 10:27:02 2010
@@ -23,6 +23,7 @@ import static org.junit.Assert.fail;
import org.apache.commons.math.FunctionEvaluationException;
import org.apache.commons.math.MathException;
import org.apache.commons.math.MaxIterationsExceededException;
+import org.apache.commons.math.exception.NoDataException;
import org.apache.commons.math.analysis.QuinticFunction;
import org.apache.commons.math.analysis.SinFunction;
import org.apache.commons.math.analysis.UnivariateRealFunction;
@@ -44,7 +45,7 @@ public final class BrentOptimizerTest {
try {
minimizer.getResult();
fail("an exception should have been thrown");
- } catch (IllegalStateException ise) {
+ } catch (NoDataException ise) {
// expected
} catch (Exception e) {
fail("wrong exception caught");
