Author: erans
Date: Wed Jul 28 12:48:48 2010
New Revision: 980039
URL: http://svn.apache.org/viewvc?rev=980039&view=rev
Log:
MATH-396
Modified:
commons/proper/math/trunk/src/site/xdoc/userguide/optimization.xml
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/general/PowellOptimizerTest.java
Modified: commons/proper/math/trunk/src/site/xdoc/userguide/optimization.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/userguide/optimization.xml?rev=980039&r1=980038&r2=980039&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/userguide/optimization.xml
(original)
+++ commons/proper/math/trunk/src/site/xdoc/userguide/optimization.xml Wed Jul
28 12:48:48 2010
@@ -212,6 +212,10 @@
or to change the line-search algorithm of the inner loop if desired
(the default one is a Brent
solver).
</p>
+ <p>
+ The <a
href="../apidocs/org/apache/commons/math/optimization/general/PowellOptimizer.html">
+ PowellOptimizer</a> provides an optimization method for
non-differentiable functions.
+ </p>
</subsection>
<subsection name="12.6 Curve Fitting" href="fitting">
<p>
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/general/PowellOptimizerTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/general/PowellOptimizerTest.java?rev=980039&r1=980038&r2=980039&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/general/PowellOptimizerTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/general/PowellOptimizerTest.java
Wed Jul 28 12:48:48 2010
@@ -39,7 +39,7 @@ public class PowellOptimizerTest {
public void testSumSinc() throws MathException {
final MultivariateRealFunction func = new SumSincFunction(-1);
- int dim = 1;
+ int dim = 10;
final double[] minPoint = new double[dim];
for (int i = 0; i < dim; i++) {
minPoint[i] = 0;
@@ -51,13 +51,13 @@ public class PowellOptimizerTest {
for (int i = 0; i < dim; i++) {
init[i] = minPoint[i];
}
- doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-15, 1e-8);
+ doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-7);
// Initial is far from minimum.
for (int i = 0; i < dim; i++) {
- init[i] = minPoint[i] + 4;
+ init[i] = minPoint[i] + 3;
}
- doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-15, 1e-8);
+ doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-7);
}
@Test
@@ -83,13 +83,13 @@ public class PowellOptimizerTest {
for (int i = 0; i < dim; i++) {
init[i] = minPoint[i];
}
- doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-15, 1e-8);
+ doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);
// Initial is far from minimum.
for (int i = 0; i < dim; i++) {
init[i] = minPoint[i] - 20;
}
- doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-15, 1e-8);
+ doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);
}
@Test
@@ -115,13 +115,13 @@ public class PowellOptimizerTest {
for (int i = 0; i < dim; i++) {
init[i] = maxPoint[i];
}
- doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-15, 1e-8);
+ doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);
// Initial is far from minimum.
for (int i = 0; i < dim; i++) {
init[i] = maxPoint[i] - 20;
}
- doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-15, 1e-8);
+ doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);
}
/**
@@ -140,12 +140,17 @@ public class PowellOptimizerTest {
double pointTol)
throws MathException {
final MultivariateRealOptimizer optim = new PowellOptimizer();
- final double relTol = 1e-10;
optim.setConvergenceChecker(new SimpleScalarValueChecker(objTol, -1));
final RealPointValuePair result = optim.optimize(func, goal, init);
final double[] found = result.getPoint();
+ System.out.println("Function value at initial guess: " +
func.value(init));
+ System.out.println("Function value at optimum: " + result.getValue());
+ System.out.println("Iterations: " + optim.getIterations());
+ System.out.println("Function evaluations: " + optim.getEvaluations());
+ System.out.println(Arrays.toString(found));
+
for (int i = 0, dim = optimum.length; i < dim; i++) {
Assert.assertEquals(optimum[i], found[i], pointTol);
}
