Modified: websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/vector/MultiStartMultivariateVectorOptimizerTest.html ============================================================================== --- websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/vector/MultiStartMultivariateVectorOptimizerTest.html (original) +++ websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/vector/MultiStartMultivariateVectorOptimizerTest.html Sat Apr 6 23:42:01 2013 @@ -19,193 +19,234 @@ <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> package org.apache.commons.math3.optim.nonlinear.vector;<a name="line.17"></a> <FONT color="green">018</FONT> <a name="line.18"></a> -<FONT color="green">019</FONT> import org.apache.commons.math3.analysis.MultivariateVectorFunction;<a name="line.19"></a> -<FONT color="green">020</FONT> import org.apache.commons.math3.analysis.MultivariateMatrixFunction;<a name="line.20"></a> -<FONT color="green">021</FONT> import org.apache.commons.math3.exception.MathIllegalStateException;<a name="line.21"></a> +<FONT color="green">019</FONT> import org.apache.commons.math3.analysis.MultivariateMatrixFunction;<a name="line.19"></a> +<FONT color="green">020</FONT> import org.apache.commons.math3.analysis.MultivariateVectorFunction;<a name="line.20"></a> +<FONT color="green">021</FONT> import org.apache.commons.math3.exception.TooManyEvaluationsException;<a name="line.21"></a> <FONT color="green">022</FONT> import org.apache.commons.math3.linear.BlockRealMatrix;<a name="line.22"></a> <FONT color="green">023</FONT> import org.apache.commons.math3.linear.RealMatrix;<a name="line.23"></a> -<FONT color="green">024</FONT> import org.apache.commons.math3.optim.MaxEval;<a name="line.24"></a> -<FONT color="green">025</FONT> import org.apache.commons.math3.optim.InitialGuess;<a name="line.25"></a> -<FONT color="green">026</FONT> import org.apache.commons.math3.optim.PointVectorValuePair;<a name="line.26"></a> -<FONT color="green">027</FONT> import org.apache.commons.math3.optim.SimpleVectorValueChecker;<a name="line.27"></a> -<FONT color="green">028</FONT> import org.apache.commons.math3.optim.nonlinear.vector.jacobian.GaussNewtonOptimizer;<a name="line.28"></a> -<FONT color="green">029</FONT> import org.apache.commons.math3.random.GaussianRandomGenerator;<a name="line.29"></a> -<FONT color="green">030</FONT> import org.apache.commons.math3.random.JDKRandomGenerator;<a name="line.30"></a> -<FONT color="green">031</FONT> import org.apache.commons.math3.random.RandomVectorGenerator;<a name="line.31"></a> -<FONT color="green">032</FONT> import org.apache.commons.math3.random.UncorrelatedRandomVectorGenerator;<a name="line.32"></a> -<FONT color="green">033</FONT> import org.junit.Assert;<a name="line.33"></a> -<FONT color="green">034</FONT> import org.junit.Test;<a name="line.34"></a> -<FONT color="green">035</FONT> <a name="line.35"></a> -<FONT color="green">036</FONT> /**<a name="line.36"></a> -<FONT color="green">037</FONT> * <p>Some of the unit tests are re-implementations of the MINPACK <a<a name="line.37"></a> -<FONT color="green">038</FONT> * href="http://www.netlib.org/minpack/ex/file17">file17</a> and <a<a name="line.38"></a> -<FONT color="green">039</FONT> * href="http://www.netlib.org/minpack/ex/file22">file22</a> test files.<a name="line.39"></a> -<FONT color="green">040</FONT> * The redistribution policy for MINPACK is available <a<a name="line.40"></a> -<FONT color="green">041</FONT> * href="http://www.netlib.org/minpack/disclaimer">here</a>, for<a name="line.41"></a> -<FONT color="green">042</FONT> * convenience, it is reproduced below.</p><a name="line.42"></a> -<FONT color="green">043</FONT> *<a name="line.43"></a> -<FONT color="green">044</FONT> * <table border="0" width="80%" cellpadding="10" align="center" bgcolor="#E0E0E0"><a name="line.44"></a> -<FONT color="green">045</FONT> * <tr><td><a name="line.45"></a> -<FONT color="green">046</FONT> * Minpack Copyright Notice (1999) University of Chicago.<a name="line.46"></a> -<FONT color="green">047</FONT> * All rights reserved<a name="line.47"></a> -<FONT color="green">048</FONT> * </td></tr><a name="line.48"></a> -<FONT color="green">049</FONT> * <tr><td><a name="line.49"></a> -<FONT color="green">050</FONT> * Redistribution and use in source and binary forms, with or without<a name="line.50"></a> -<FONT color="green">051</FONT> * modification, are permitted provided that the following conditions<a name="line.51"></a> -<FONT color="green">052</FONT> * are met:<a name="line.52"></a> -<FONT color="green">053</FONT> * <ol><a name="line.53"></a> -<FONT color="green">054</FONT> * <li>Redistributions of source code must retain the above copyright<a name="line.54"></a> -<FONT color="green">055</FONT> * notice, this list of conditions and the following disclaimer.</li><a name="line.55"></a> -<FONT color="green">056</FONT> * <li>Redistributions in binary form must reproduce the above<a name="line.56"></a> -<FONT color="green">057</FONT> * copyright notice, this list of conditions and the following<a name="line.57"></a> -<FONT color="green">058</FONT> * disclaimer in the documentation and/or other materials provided<a name="line.58"></a> -<FONT color="green">059</FONT> * with the distribution.</li><a name="line.59"></a> -<FONT color="green">060</FONT> * <li>The end-user documentation included with the redistribution, if any,<a name="line.60"></a> -<FONT color="green">061</FONT> * must include the following acknowledgment:<a name="line.61"></a> -<FONT color="green">062</FONT> * <code>This product includes software developed by the University of<a name="line.62"></a> -<FONT color="green">063</FONT> * Chicago, as Operator of Argonne National Laboratory.</code><a name="line.63"></a> -<FONT color="green">064</FONT> * Alternately, this acknowledgment may appear in the software itself,<a name="line.64"></a> -<FONT color="green">065</FONT> * if and wherever such third-party acknowledgments normally appear.</li><a name="line.65"></a> -<FONT color="green">066</FONT> * <li><strong>WARRANTY DISCLAIMER. THE SOFTWARE IS SUPPLIED "AS IS"<a name="line.66"></a> -<FONT color="green">067</FONT> * WITHOUT WARRANTY OF ANY KIND. THE COPYRIGHT HOLDER, THE<a name="line.67"></a> -<FONT color="green">068</FONT> * UNITED STATES, THE UNITED STATES DEPARTMENT OF ENERGY, AND<a name="line.68"></a> -<FONT color="green">069</FONT> * THEIR EMPLOYEES: (1) DISCLAIM ANY WARRANTIES, EXPRESS OR<a name="line.69"></a> -<FONT color="green">070</FONT> * IMPLIED, INCLUDING BUT NOT LIMITED TO ANY IMPLIED WARRANTIES<a name="line.70"></a> -<FONT color="green">071</FONT> * OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE<a name="line.71"></a> -<FONT color="green">072</FONT> * OR NON-INFRINGEMENT, (2) DO NOT ASSUME ANY LEGAL LIABILITY<a name="line.72"></a> -<FONT color="green">073</FONT> * OR RESPONSIBILITY FOR THE ACCURACY, COMPLETENESS, OR<a name="line.73"></a> -<FONT color="green">074</FONT> * USEFULNESS OF THE SOFTWARE, (3) DO NOT REPRESENT THAT USE OF<a name="line.74"></a> -<FONT color="green">075</FONT> * THE SOFTWARE WOULD NOT INFRINGE PRIVATELY OWNED RIGHTS, (4)<a name="line.75"></a> -<FONT color="green">076</FONT> * DO NOT WARRANT THAT THE SOFTWARE WILL FUNCTION<a name="line.76"></a> -<FONT color="green">077</FONT> * UNINTERRUPTED, THAT IT IS ERROR-FREE OR THAT ANY ERRORS WILL<a name="line.77"></a> -<FONT color="green">078</FONT> * BE CORRECTED.</strong></li><a name="line.78"></a> -<FONT color="green">079</FONT> * <li><strong>LIMITATION OF LIABILITY. IN NO EVENT WILL THE COPYRIGHT<a name="line.79"></a> -<FONT color="green">080</FONT> * HOLDER, THE UNITED STATES, THE UNITED STATES DEPARTMENT OF<a name="line.80"></a> -<FONT color="green">081</FONT> * ENERGY, OR THEIR EMPLOYEES: BE LIABLE FOR ANY INDIRECT,<a name="line.81"></a> -<FONT color="green">082</FONT> * INCIDENTAL, CONSEQUENTIAL, SPECIAL OR PUNITIVE DAMAGES OF<a name="line.82"></a> -<FONT color="green">083</FONT> * ANY KIND OR NATURE, INCLUDING BUT NOT LIMITED TO LOSS OF<a name="line.83"></a> -<FONT color="green">084</FONT> * PROFITS OR LOSS OF DATA, FOR ANY REASON WHATSOEVER, WHETHER<a name="line.84"></a> -<FONT color="green">085</FONT> * SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT<a name="line.85"></a> -<FONT color="green">086</FONT> * (INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE,<a name="line.86"></a> -<FONT color="green">087</FONT> * EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE<a name="line.87"></a> -<FONT color="green">088</FONT> * POSSIBILITY OF SUCH LOSS OR DAMAGES.</strong></li><a name="line.88"></a> -<FONT color="green">089</FONT> * <ol></td></tr><a name="line.89"></a> -<FONT color="green">090</FONT> * </table><a name="line.90"></a> -<FONT color="green">091</FONT> *<a name="line.91"></a> -<FONT color="green">092</FONT> * @author Argonne National Laboratory. MINPACK project. March 1980 (original fortran minpack tests)<a name="line.92"></a> -<FONT color="green">093</FONT> * @author Burton S. Garbow (original fortran minpack tests)<a name="line.93"></a> -<FONT color="green">094</FONT> * @author Kenneth E. Hillstrom (original fortran minpack tests)<a name="line.94"></a> -<FONT color="green">095</FONT> * @author Jorge J. More (original fortran minpack tests)<a name="line.95"></a> -<FONT color="green">096</FONT> * @author Luc Maisonobe (non-minpack tests and minpack tests Java translation)<a name="line.96"></a> -<FONT color="green">097</FONT> */<a name="line.97"></a> -<FONT color="green">098</FONT> public class MultiStartMultivariateVectorOptimizerTest {<a name="line.98"></a> -<FONT color="green">099</FONT> @Test(expected=NullPointerException.class)<a name="line.99"></a> -<FONT color="green">100</FONT> public void testGetOptimaBeforeOptimize() {<a name="line.100"></a> -<FONT color="green">101</FONT> LinearProblem problem<a name="line.101"></a> -<FONT color="green">102</FONT> = new LinearProblem(new double[][] { { 2 } }, new double[] { 3 });<a name="line.102"></a> -<FONT color="green">103</FONT> JacobianMultivariateVectorOptimizer underlyingOptimizer<a name="line.103"></a> -<FONT color="green">104</FONT> = new GaussNewtonOptimizer(true, new SimpleVectorValueChecker(1e-6, 1e-6));<a name="line.104"></a> -<FONT color="green">105</FONT> JDKRandomGenerator g = new JDKRandomGenerator();<a name="line.105"></a> -<FONT color="green">106</FONT> g.setSeed(16069223052l);<a name="line.106"></a> -<FONT color="green">107</FONT> RandomVectorGenerator generator<a name="line.107"></a> -<FONT color="green">108</FONT> = new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));<a name="line.108"></a> -<FONT color="green">109</FONT> MultiStartMultivariateVectorOptimizer optimizer<a name="line.109"></a> -<FONT color="green">110</FONT> = new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);<a name="line.110"></a> -<FONT color="green">111</FONT> <a name="line.111"></a> -<FONT color="green">112</FONT> optimizer.getOptima();<a name="line.112"></a> -<FONT color="green">113</FONT> }<a name="line.113"></a> -<FONT color="green">114</FONT> <a name="line.114"></a> -<FONT color="green">115</FONT> @Test<a name="line.115"></a> -<FONT color="green">116</FONT> public void testTrivial() {<a name="line.116"></a> -<FONT color="green">117</FONT> LinearProblem problem<a name="line.117"></a> -<FONT color="green">118</FONT> = new LinearProblem(new double[][] { { 2 } }, new double[] { 3 });<a name="line.118"></a> -<FONT color="green">119</FONT> JacobianMultivariateVectorOptimizer underlyingOptimizer<a name="line.119"></a> -<FONT color="green">120</FONT> = new GaussNewtonOptimizer(true, new SimpleVectorValueChecker(1e-6, 1e-6));<a name="line.120"></a> -<FONT color="green">121</FONT> JDKRandomGenerator g = new JDKRandomGenerator();<a name="line.121"></a> -<FONT color="green">122</FONT> g.setSeed(16069223052l);<a name="line.122"></a> -<FONT color="green">123</FONT> RandomVectorGenerator generator<a name="line.123"></a> -<FONT color="green">124</FONT> = new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));<a name="line.124"></a> -<FONT color="green">125</FONT> MultiStartMultivariateVectorOptimizer optimizer<a name="line.125"></a> -<FONT color="green">126</FONT> = new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);<a name="line.126"></a> -<FONT color="green">127</FONT> <a name="line.127"></a> -<FONT color="green">128</FONT> PointVectorValuePair optimum<a name="line.128"></a> -<FONT color="green">129</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.129"></a> -<FONT color="green">130</FONT> problem.getModelFunction(),<a name="line.130"></a> -<FONT color="green">131</FONT> problem.getModelFunctionJacobian(),<a name="line.131"></a> -<FONT color="green">132</FONT> problem.getTarget(),<a name="line.132"></a> -<FONT color="green">133</FONT> new Weight(new double[] { 1 }),<a name="line.133"></a> -<FONT color="green">134</FONT> new InitialGuess(new double[] { 0 }));<a name="line.134"></a> -<FONT color="green">135</FONT> Assert.assertEquals(1.5, optimum.getPoint()[0], 1e-10);<a name="line.135"></a> -<FONT color="green">136</FONT> Assert.assertEquals(3.0, optimum.getValue()[0], 1e-10);<a name="line.136"></a> -<FONT color="green">137</FONT> PointVectorValuePair[] optima = optimizer.getOptima();<a name="line.137"></a> -<FONT color="green">138</FONT> Assert.assertEquals(10, optima.length);<a name="line.138"></a> -<FONT color="green">139</FONT> for (int i = 0; i < optima.length; i++) {<a name="line.139"></a> -<FONT color="green">140</FONT> Assert.assertEquals(1.5, optima[i].getPoint()[0], 1e-10);<a name="line.140"></a> -<FONT color="green">141</FONT> Assert.assertEquals(3.0, optima[i].getValue()[0], 1e-10);<a name="line.141"></a> -<FONT color="green">142</FONT> }<a name="line.142"></a> -<FONT color="green">143</FONT> Assert.assertTrue(optimizer.getEvaluations() > 20);<a name="line.143"></a> -<FONT color="green">144</FONT> Assert.assertTrue(optimizer.getEvaluations() < 50);<a name="line.144"></a> -<FONT color="green">145</FONT> Assert.assertEquals(100, optimizer.getMaxEvaluations());<a name="line.145"></a> -<FONT color="green">146</FONT> }<a name="line.146"></a> -<FONT color="green">147</FONT> <a name="line.147"></a> -<FONT color="green">148</FONT> /**<a name="line.148"></a> -<FONT color="green">149</FONT> * Test demonstrating that the user exception is fnally thrown if none<a name="line.149"></a> -<FONT color="green">150</FONT> * of the runs succeed.<a name="line.150"></a> -<FONT color="green">151</FONT> */<a name="line.151"></a> -<FONT color="green">152</FONT> @Test(expected=TestException.class)<a name="line.152"></a> -<FONT color="green">153</FONT> public void testNoOptimum() {<a name="line.153"></a> -<FONT color="green">154</FONT> JacobianMultivariateVectorOptimizer underlyingOptimizer<a name="line.154"></a> -<FONT color="green">155</FONT> = new GaussNewtonOptimizer(true, new SimpleVectorValueChecker(1e-6, 1e-6));<a name="line.155"></a> -<FONT color="green">156</FONT> JDKRandomGenerator g = new JDKRandomGenerator();<a name="line.156"></a> -<FONT color="green">157</FONT> g.setSeed(12373523445l);<a name="line.157"></a> -<FONT color="green">158</FONT> RandomVectorGenerator generator<a name="line.158"></a> -<FONT color="green">159</FONT> = new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));<a name="line.159"></a> -<FONT color="green">160</FONT> MultiStartMultivariateVectorOptimizer optimizer<a name="line.160"></a> -<FONT color="green">161</FONT> = new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);<a name="line.161"></a> -<FONT color="green">162</FONT> optimizer.optimize(new MaxEval(100),<a name="line.162"></a> -<FONT color="green">163</FONT> new Target(new double[] { 0 }),<a name="line.163"></a> -<FONT color="green">164</FONT> new Weight(new double[] { 1 }),<a name="line.164"></a> -<FONT color="green">165</FONT> new InitialGuess(new double[] { 0 }),<a name="line.165"></a> -<FONT color="green">166</FONT> new ModelFunction(new MultivariateVectorFunction() {<a name="line.166"></a> -<FONT color="green">167</FONT> public double[] value(double[] point) {<a name="line.167"></a> -<FONT color="green">168</FONT> throw new TestException();<a name="line.168"></a> -<FONT color="green">169</FONT> }<a name="line.169"></a> -<FONT color="green">170</FONT> }));<a name="line.170"></a> -<FONT color="green">171</FONT> }<a name="line.171"></a> -<FONT color="green">172</FONT> <a name="line.172"></a> -<FONT color="green">173</FONT> private static class TestException extends RuntimeException {}<a name="line.173"></a> -<FONT color="green">174</FONT> <a name="line.174"></a> -<FONT color="green">175</FONT> private static class LinearProblem {<a name="line.175"></a> -<FONT color="green">176</FONT> private final RealMatrix factors;<a name="line.176"></a> -<FONT color="green">177</FONT> private final double[] target;<a name="line.177"></a> -<FONT color="green">178</FONT> <a name="line.178"></a> -<FONT color="green">179</FONT> public LinearProblem(double[][] factors,<a name="line.179"></a> -<FONT color="green">180</FONT> double[] target) {<a name="line.180"></a> -<FONT color="green">181</FONT> this.factors = new BlockRealMatrix(factors);<a name="line.181"></a> -<FONT color="green">182</FONT> this.target = target;<a name="line.182"></a> -<FONT color="green">183</FONT> }<a name="line.183"></a> +<FONT color="green">024</FONT> import org.apache.commons.math3.optim.InitialGuess;<a name="line.24"></a> +<FONT color="green">025</FONT> import org.apache.commons.math3.optim.MaxEval;<a name="line.25"></a> +<FONT color="green">026</FONT> import org.apache.commons.math3.optim.OptimizationData;<a name="line.26"></a> +<FONT color="green">027</FONT> import org.apache.commons.math3.optim.PointVectorValuePair;<a name="line.27"></a> +<FONT color="green">028</FONT> import org.apache.commons.math3.optim.SimpleBounds;<a name="line.28"></a> +<FONT color="green">029</FONT> import org.apache.commons.math3.optim.SimpleVectorValueChecker;<a name="line.29"></a> +<FONT color="green">030</FONT> import org.apache.commons.math3.optim.nonlinear.vector.jacobian.GaussNewtonOptimizer;<a name="line.30"></a> +<FONT color="green">031</FONT> import org.apache.commons.math3.random.GaussianRandomGenerator;<a name="line.31"></a> +<FONT color="green">032</FONT> import org.apache.commons.math3.random.JDKRandomGenerator;<a name="line.32"></a> +<FONT color="green">033</FONT> import org.apache.commons.math3.random.RandomVectorGenerator;<a name="line.33"></a> +<FONT color="green">034</FONT> import org.apache.commons.math3.random.UncorrelatedRandomVectorGenerator;<a name="line.34"></a> +<FONT color="green">035</FONT> import org.junit.Assert;<a name="line.35"></a> +<FONT color="green">036</FONT> import org.junit.Test;<a name="line.36"></a> +<FONT color="green">037</FONT> <a name="line.37"></a> +<FONT color="green">038</FONT> /**<a name="line.38"></a> +<FONT color="green">039</FONT> * <p>Some of the unit tests are re-implementations of the MINPACK <a<a name="line.39"></a> +<FONT color="green">040</FONT> * href="http://www.netlib.org/minpack/ex/file17">file17</a> and <a<a name="line.40"></a> +<FONT color="green">041</FONT> * href="http://www.netlib.org/minpack/ex/file22">file22</a> test files.<a name="line.41"></a> +<FONT color="green">042</FONT> * The redistribution policy for MINPACK is available <a<a name="line.42"></a> +<FONT color="green">043</FONT> * href="http://www.netlib.org/minpack/disclaimer">here</a>, for<a name="line.43"></a> +<FONT color="green">044</FONT> * convenience, it is reproduced below.</p><a name="line.44"></a> +<FONT color="green">045</FONT> *<a name="line.45"></a> +<FONT color="green">046</FONT> * <table border="0" width="80%" cellpadding="10" align="center" bgcolor="#E0E0E0"><a name="line.46"></a> +<FONT color="green">047</FONT> * <tr><td><a name="line.47"></a> +<FONT color="green">048</FONT> * Minpack Copyright Notice (1999) University of Chicago.<a name="line.48"></a> +<FONT color="green">049</FONT> * All rights reserved<a name="line.49"></a> +<FONT color="green">050</FONT> * </td></tr><a name="line.50"></a> +<FONT color="green">051</FONT> * <tr><td><a name="line.51"></a> +<FONT color="green">052</FONT> * Redistribution and use in source and binary forms, with or without<a name="line.52"></a> +<FONT color="green">053</FONT> * modification, are permitted provided that the following conditions<a name="line.53"></a> +<FONT color="green">054</FONT> * are met:<a name="line.54"></a> +<FONT color="green">055</FONT> * <ol><a name="line.55"></a> +<FONT color="green">056</FONT> * <li>Redistributions of source code must retain the above copyright<a name="line.56"></a> +<FONT color="green">057</FONT> * notice, this list of conditions and the following disclaimer.</li><a name="line.57"></a> +<FONT color="green">058</FONT> * <li>Redistributions in binary form must reproduce the above<a name="line.58"></a> +<FONT color="green">059</FONT> * copyright notice, this list of conditions and the following<a name="line.59"></a> +<FONT color="green">060</FONT> * disclaimer in the documentation and/or other materials provided<a name="line.60"></a> +<FONT color="green">061</FONT> * with the distribution.</li><a name="line.61"></a> +<FONT color="green">062</FONT> * <li>The end-user documentation included with the redistribution, if any,<a name="line.62"></a> +<FONT color="green">063</FONT> * must include the following acknowledgment:<a name="line.63"></a> +<FONT color="green">064</FONT> * <code>This product includes software developed by the University of<a name="line.64"></a> +<FONT color="green">065</FONT> * Chicago, as Operator of Argonne National Laboratory.</code><a name="line.65"></a> +<FONT color="green">066</FONT> * Alternately, this acknowledgment may appear in the software itself,<a name="line.66"></a> +<FONT color="green">067</FONT> * if and wherever such third-party acknowledgments normally appear.</li><a name="line.67"></a> +<FONT color="green">068</FONT> * <li><strong>WARRANTY DISCLAIMER. THE SOFTWARE IS SUPPLIED "AS IS"<a name="line.68"></a> +<FONT color="green">069</FONT> * WITHOUT WARRANTY OF ANY KIND. THE COPYRIGHT HOLDER, THE<a name="line.69"></a> +<FONT color="green">070</FONT> * UNITED STATES, THE UNITED STATES DEPARTMENT OF ENERGY, AND<a name="line.70"></a> +<FONT color="green">071</FONT> * THEIR EMPLOYEES: (1) DISCLAIM ANY WARRANTIES, EXPRESS OR<a name="line.71"></a> +<FONT color="green">072</FONT> * IMPLIED, INCLUDING BUT NOT LIMITED TO ANY IMPLIED WARRANTIES<a name="line.72"></a> +<FONT color="green">073</FONT> * OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE<a name="line.73"></a> +<FONT color="green">074</FONT> * OR NON-INFRINGEMENT, (2) DO NOT ASSUME ANY LEGAL LIABILITY<a name="line.74"></a> +<FONT color="green">075</FONT> * OR RESPONSIBILITY FOR THE ACCURACY, COMPLETENESS, OR<a name="line.75"></a> +<FONT color="green">076</FONT> * USEFULNESS OF THE SOFTWARE, (3) DO NOT REPRESENT THAT USE OF<a name="line.76"></a> +<FONT color="green">077</FONT> * THE SOFTWARE WOULD NOT INFRINGE PRIVATELY OWNED RIGHTS, (4)<a name="line.77"></a> +<FONT color="green">078</FONT> * DO NOT WARRANT THAT THE SOFTWARE WILL FUNCTION<a name="line.78"></a> +<FONT color="green">079</FONT> * UNINTERRUPTED, THAT IT IS ERROR-FREE OR THAT ANY ERRORS WILL<a name="line.79"></a> +<FONT color="green">080</FONT> * BE CORRECTED.</strong></li><a name="line.80"></a> +<FONT color="green">081</FONT> * <li><strong>LIMITATION OF LIABILITY. IN NO EVENT WILL THE COPYRIGHT<a name="line.81"></a> +<FONT color="green">082</FONT> * HOLDER, THE UNITED STATES, THE UNITED STATES DEPARTMENT OF<a name="line.82"></a> +<FONT color="green">083</FONT> * ENERGY, OR THEIR EMPLOYEES: BE LIABLE FOR ANY INDIRECT,<a name="line.83"></a> +<FONT color="green">084</FONT> * INCIDENTAL, CONSEQUENTIAL, SPECIAL OR PUNITIVE DAMAGES OF<a name="line.84"></a> +<FONT color="green">085</FONT> * ANY KIND OR NATURE, INCLUDING BUT NOT LIMITED TO LOSS OF<a name="line.85"></a> +<FONT color="green">086</FONT> * PROFITS OR LOSS OF DATA, FOR ANY REASON WHATSOEVER, WHETHER<a name="line.86"></a> +<FONT color="green">087</FONT> * SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT<a name="line.87"></a> +<FONT color="green">088</FONT> * (INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE,<a name="line.88"></a> +<FONT color="green">089</FONT> * EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE<a name="line.89"></a> +<FONT color="green">090</FONT> * POSSIBILITY OF SUCH LOSS OR DAMAGES.</strong></li><a name="line.90"></a> +<FONT color="green">091</FONT> * <ol></td></tr><a name="line.91"></a> +<FONT color="green">092</FONT> * </table><a name="line.92"></a> +<FONT color="green">093</FONT> *<a name="line.93"></a> +<FONT color="green">094</FONT> * @author Argonne National Laboratory. MINPACK project. March 1980 (original fortran minpack tests)<a name="line.94"></a> +<FONT color="green">095</FONT> * @author Burton S. Garbow (original fortran minpack tests)<a name="line.95"></a> +<FONT color="green">096</FONT> * @author Kenneth E. Hillstrom (original fortran minpack tests)<a name="line.96"></a> +<FONT color="green">097</FONT> * @author Jorge J. More (original fortran minpack tests)<a name="line.97"></a> +<FONT color="green">098</FONT> * @author Luc Maisonobe (non-minpack tests and minpack tests Java translation)<a name="line.98"></a> +<FONT color="green">099</FONT> */<a name="line.99"></a> +<FONT color="green">100</FONT> public class MultiStartMultivariateVectorOptimizerTest {<a name="line.100"></a> +<FONT color="green">101</FONT> <a name="line.101"></a> +<FONT color="green">102</FONT> @Test(expected=NullPointerException.class)<a name="line.102"></a> +<FONT color="green">103</FONT> public void testGetOptimaBeforeOptimize() {<a name="line.103"></a> +<FONT color="green">104</FONT> <a name="line.104"></a> +<FONT color="green">105</FONT> JacobianMultivariateVectorOptimizer underlyingOptimizer<a name="line.105"></a> +<FONT color="green">106</FONT> = new GaussNewtonOptimizer(true, new SimpleVectorValueChecker(1e-6, 1e-6));<a name="line.106"></a> +<FONT color="green">107</FONT> JDKRandomGenerator g = new JDKRandomGenerator();<a name="line.107"></a> +<FONT color="green">108</FONT> g.setSeed(16069223052l);<a name="line.108"></a> +<FONT color="green">109</FONT> RandomVectorGenerator generator<a name="line.109"></a> +<FONT color="green">110</FONT> = new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));<a name="line.110"></a> +<FONT color="green">111</FONT> MultiStartMultivariateVectorOptimizer optimizer<a name="line.111"></a> +<FONT color="green">112</FONT> = new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);<a name="line.112"></a> +<FONT color="green">113</FONT> <a name="line.113"></a> +<FONT color="green">114</FONT> optimizer.getOptima();<a name="line.114"></a> +<FONT color="green">115</FONT> }<a name="line.115"></a> +<FONT color="green">116</FONT> <a name="line.116"></a> +<FONT color="green">117</FONT> @Test<a name="line.117"></a> +<FONT color="green">118</FONT> public void testTrivial() {<a name="line.118"></a> +<FONT color="green">119</FONT> LinearProblem problem<a name="line.119"></a> +<FONT color="green">120</FONT> = new LinearProblem(new double[][] { { 2 } }, new double[] { 3 });<a name="line.120"></a> +<FONT color="green">121</FONT> JacobianMultivariateVectorOptimizer underlyingOptimizer<a name="line.121"></a> +<FONT color="green">122</FONT> = new GaussNewtonOptimizer(true, new SimpleVectorValueChecker(1e-6, 1e-6));<a name="line.122"></a> +<FONT color="green">123</FONT> JDKRandomGenerator g = new JDKRandomGenerator();<a name="line.123"></a> +<FONT color="green">124</FONT> g.setSeed(16069223052l);<a name="line.124"></a> +<FONT color="green">125</FONT> RandomVectorGenerator generator<a name="line.125"></a> +<FONT color="green">126</FONT> = new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));<a name="line.126"></a> +<FONT color="green">127</FONT> MultiStartMultivariateVectorOptimizer optimizer<a name="line.127"></a> +<FONT color="green">128</FONT> = new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);<a name="line.128"></a> +<FONT color="green">129</FONT> <a name="line.129"></a> +<FONT color="green">130</FONT> PointVectorValuePair optimum<a name="line.130"></a> +<FONT color="green">131</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.131"></a> +<FONT color="green">132</FONT> problem.getModelFunction(),<a name="line.132"></a> +<FONT color="green">133</FONT> problem.getModelFunctionJacobian(),<a name="line.133"></a> +<FONT color="green">134</FONT> problem.getTarget(),<a name="line.134"></a> +<FONT color="green">135</FONT> new Weight(new double[] { 1 }),<a name="line.135"></a> +<FONT color="green">136</FONT> new InitialGuess(new double[] { 0 }));<a name="line.136"></a> +<FONT color="green">137</FONT> Assert.assertEquals(1.5, optimum.getPoint()[0], 1e-10);<a name="line.137"></a> +<FONT color="green">138</FONT> Assert.assertEquals(3.0, optimum.getValue()[0], 1e-10);<a name="line.138"></a> +<FONT color="green">139</FONT> PointVectorValuePair[] optima = optimizer.getOptima();<a name="line.139"></a> +<FONT color="green">140</FONT> Assert.assertEquals(10, optima.length);<a name="line.140"></a> +<FONT color="green">141</FONT> for (int i = 0; i < optima.length; i++) {<a name="line.141"></a> +<FONT color="green">142</FONT> Assert.assertEquals(1.5, optima[i].getPoint()[0], 1e-10);<a name="line.142"></a> +<FONT color="green">143</FONT> Assert.assertEquals(3.0, optima[i].getValue()[0], 1e-10);<a name="line.143"></a> +<FONT color="green">144</FONT> }<a name="line.144"></a> +<FONT color="green">145</FONT> Assert.assertTrue(optimizer.getEvaluations() > 20);<a name="line.145"></a> +<FONT color="green">146</FONT> Assert.assertTrue(optimizer.getEvaluations() < 50);<a name="line.146"></a> +<FONT color="green">147</FONT> Assert.assertEquals(100, optimizer.getMaxEvaluations());<a name="line.147"></a> +<FONT color="green">148</FONT> }<a name="line.148"></a> +<FONT color="green">149</FONT> <a name="line.149"></a> +<FONT color="green">150</FONT> @Test<a name="line.150"></a> +<FONT color="green">151</FONT> public void testIssue914() {<a name="line.151"></a> +<FONT color="green">152</FONT> LinearProblem problem = new LinearProblem(new double[][] { { 2 } }, new double[] { 3 });<a name="line.152"></a> +<FONT color="green">153</FONT> JacobianMultivariateVectorOptimizer underlyingOptimizer =<a name="line.153"></a> +<FONT color="green">154</FONT> new GaussNewtonOptimizer(true, new SimpleVectorValueChecker(1e-6, 1e-6)) {<a name="line.154"></a> +<FONT color="green">155</FONT> public PointVectorValuePair optimize(OptimizationData... optData) {<a name="line.155"></a> +<FONT color="green">156</FONT> // filter out simple bounds, as they are not supported<a name="line.156"></a> +<FONT color="green">157</FONT> // by the underlying optimizer, and we don't really care for this test<a name="line.157"></a> +<FONT color="green">158</FONT> OptimizationData[] filtered = optData.clone();<a name="line.158"></a> +<FONT color="green">159</FONT> for (int i = 0; i < filtered.length; ++i) {<a name="line.159"></a> +<FONT color="green">160</FONT> if (filtered[i] instanceof SimpleBounds) {<a name="line.160"></a> +<FONT color="green">161</FONT> filtered[i] = null;<a name="line.161"></a> +<FONT color="green">162</FONT> }<a name="line.162"></a> +<FONT color="green">163</FONT> }<a name="line.163"></a> +<FONT color="green">164</FONT> return super.optimize(filtered);<a name="line.164"></a> +<FONT color="green">165</FONT> }<a name="line.165"></a> +<FONT color="green">166</FONT> };<a name="line.166"></a> +<FONT color="green">167</FONT> JDKRandomGenerator g = new JDKRandomGenerator();<a name="line.167"></a> +<FONT color="green">168</FONT> g.setSeed(16069223052l);<a name="line.168"></a> +<FONT color="green">169</FONT> RandomVectorGenerator generator =<a name="line.169"></a> +<FONT color="green">170</FONT> new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));<a name="line.170"></a> +<FONT color="green">171</FONT> MultiStartMultivariateVectorOptimizer optimizer =<a name="line.171"></a> +<FONT color="green">172</FONT> new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);<a name="line.172"></a> +<FONT color="green">173</FONT> <a name="line.173"></a> +<FONT color="green">174</FONT> optimizer.optimize(new MaxEval(100),<a name="line.174"></a> +<FONT color="green">175</FONT> problem.getModelFunction(),<a name="line.175"></a> +<FONT color="green">176</FONT> problem.getModelFunctionJacobian(),<a name="line.176"></a> +<FONT color="green">177</FONT> problem.getTarget(),<a name="line.177"></a> +<FONT color="green">178</FONT> new Weight(new double[] { 1 }),<a name="line.178"></a> +<FONT color="green">179</FONT> new InitialGuess(new double[] { 0 }),<a name="line.179"></a> +<FONT color="green">180</FONT> new SimpleBounds(new double[] { -1.0e-10 }, new double[] { 1.0e-10 }));<a name="line.180"></a> +<FONT color="green">181</FONT> PointVectorValuePair[] optima = optimizer.getOptima();<a name="line.181"></a> +<FONT color="green">182</FONT> // only the first start should have succeeded<a name="line.182"></a> +<FONT color="green">183</FONT> Assert.assertEquals(1, optima.length);<a name="line.183"></a> <FONT color="green">184</FONT> <a name="line.184"></a> -<FONT color="green">185</FONT> public Target getTarget() {<a name="line.185"></a> -<FONT color="green">186</FONT> return new Target(target);<a name="line.186"></a> -<FONT color="green">187</FONT> }<a name="line.187"></a> -<FONT color="green">188</FONT> <a name="line.188"></a> -<FONT color="green">189</FONT> public ModelFunction getModelFunction() {<a name="line.189"></a> -<FONT color="green">190</FONT> return new ModelFunction(new MultivariateVectorFunction() {<a name="line.190"></a> -<FONT color="green">191</FONT> public double[] value(double[] variables) {<a name="line.191"></a> -<FONT color="green">192</FONT> return factors.operate(variables);<a name="line.192"></a> -<FONT color="green">193</FONT> }<a name="line.193"></a> -<FONT color="green">194</FONT> });<a name="line.194"></a> -<FONT color="green">195</FONT> }<a name="line.195"></a> -<FONT color="green">196</FONT> <a name="line.196"></a> -<FONT color="green">197</FONT> public ModelFunctionJacobian getModelFunctionJacobian() {<a name="line.197"></a> -<FONT color="green">198</FONT> return new ModelFunctionJacobian(new MultivariateMatrixFunction() {<a name="line.198"></a> -<FONT color="green">199</FONT> public double[][] value(double[] point) {<a name="line.199"></a> -<FONT color="green">200</FONT> return factors.getData();<a name="line.200"></a> -<FONT color="green">201</FONT> }<a name="line.201"></a> -<FONT color="green">202</FONT> });<a name="line.202"></a> -<FONT color="green">203</FONT> }<a name="line.203"></a> -<FONT color="green">204</FONT> }<a name="line.204"></a> -<FONT color="green">205</FONT> }<a name="line.205"></a> +<FONT color="green">185</FONT> }<a name="line.185"></a> +<FONT color="green">186</FONT> <a name="line.186"></a> +<FONT color="green">187</FONT> /**<a name="line.187"></a> +<FONT color="green">188</FONT> * Test demonstrating that the user exception is finally thrown if none<a name="line.188"></a> +<FONT color="green">189</FONT> * of the runs succeed.<a name="line.189"></a> +<FONT color="green">190</FONT> */<a name="line.190"></a> +<FONT color="green">191</FONT> @Test(expected=TestException.class)<a name="line.191"></a> +<FONT color="green">192</FONT> public void testNoOptimum() {<a name="line.192"></a> +<FONT color="green">193</FONT> JacobianMultivariateVectorOptimizer underlyingOptimizer<a name="line.193"></a> +<FONT color="green">194</FONT> = new GaussNewtonOptimizer(true, new SimpleVectorValueChecker(1e-6, 1e-6));<a name="line.194"></a> +<FONT color="green">195</FONT> JDKRandomGenerator g = new JDKRandomGenerator();<a name="line.195"></a> +<FONT color="green">196</FONT> g.setSeed(12373523445l);<a name="line.196"></a> +<FONT color="green">197</FONT> RandomVectorGenerator generator<a name="line.197"></a> +<FONT color="green">198</FONT> = new UncorrelatedRandomVectorGenerator(1, new GaussianRandomGenerator(g));<a name="line.198"></a> +<FONT color="green">199</FONT> MultiStartMultivariateVectorOptimizer optimizer<a name="line.199"></a> +<FONT color="green">200</FONT> = new MultiStartMultivariateVectorOptimizer(underlyingOptimizer, 10, generator);<a name="line.200"></a> +<FONT color="green">201</FONT> optimizer.optimize(new MaxEval(100),<a name="line.201"></a> +<FONT color="green">202</FONT> new Target(new double[] { 0 }),<a name="line.202"></a> +<FONT color="green">203</FONT> new Weight(new double[] { 1 }),<a name="line.203"></a> +<FONT color="green">204</FONT> new InitialGuess(new double[] { 0 }),<a name="line.204"></a> +<FONT color="green">205</FONT> new ModelFunction(new MultivariateVectorFunction() {<a name="line.205"></a> +<FONT color="green">206</FONT> public double[] value(double[] point) {<a name="line.206"></a> +<FONT color="green">207</FONT> throw new TestException();<a name="line.207"></a> +<FONT color="green">208</FONT> }<a name="line.208"></a> +<FONT color="green">209</FONT> }));<a name="line.209"></a> +<FONT color="green">210</FONT> }<a name="line.210"></a> +<FONT color="green">211</FONT> <a name="line.211"></a> +<FONT color="green">212</FONT> private static class TestException extends RuntimeException {<a name="line.212"></a> +<FONT color="green">213</FONT> <a name="line.213"></a> +<FONT color="green">214</FONT> private static final long serialVersionUID = 1L;}<a name="line.214"></a> +<FONT color="green">215</FONT> <a name="line.215"></a> +<FONT color="green">216</FONT> private static class LinearProblem {<a name="line.216"></a> +<FONT color="green">217</FONT> private final RealMatrix factors;<a name="line.217"></a> +<FONT color="green">218</FONT> private final double[] target;<a name="line.218"></a> +<FONT color="green">219</FONT> <a name="line.219"></a> +<FONT color="green">220</FONT> public LinearProblem(double[][] factors,<a name="line.220"></a> +<FONT color="green">221</FONT> double[] target) {<a name="line.221"></a> +<FONT color="green">222</FONT> this.factors = new BlockRealMatrix(factors);<a name="line.222"></a> +<FONT color="green">223</FONT> this.target = target;<a name="line.223"></a> +<FONT color="green">224</FONT> }<a name="line.224"></a> +<FONT color="green">225</FONT> <a name="line.225"></a> +<FONT color="green">226</FONT> public Target getTarget() {<a name="line.226"></a> +<FONT color="green">227</FONT> return new Target(target);<a name="line.227"></a> +<FONT color="green">228</FONT> }<a name="line.228"></a> +<FONT color="green">229</FONT> <a name="line.229"></a> +<FONT color="green">230</FONT> public ModelFunction getModelFunction() {<a name="line.230"></a> +<FONT color="green">231</FONT> return new ModelFunction(new MultivariateVectorFunction() {<a name="line.231"></a> +<FONT color="green">232</FONT> public double[] value(double[] variables) {<a name="line.232"></a> +<FONT color="green">233</FONT> return factors.operate(variables);<a name="line.233"></a> +<FONT color="green">234</FONT> }<a name="line.234"></a> +<FONT color="green">235</FONT> });<a name="line.235"></a> +<FONT color="green">236</FONT> }<a name="line.236"></a> +<FONT color="green">237</FONT> <a name="line.237"></a> +<FONT color="green">238</FONT> public ModelFunctionJacobian getModelFunctionJacobian() {<a name="line.238"></a> +<FONT color="green">239</FONT> return new ModelFunctionJacobian(new MultivariateMatrixFunction() {<a name="line.239"></a> +<FONT color="green">240</FONT> public double[][] value(double[] point) {<a name="line.240"></a> +<FONT color="green">241</FONT> return factors.getData();<a name="line.241"></a> +<FONT color="green">242</FONT> }<a name="line.242"></a> +<FONT color="green">243</FONT> });<a name="line.243"></a> +<FONT color="green">244</FONT> }<a name="line.244"></a> +<FONT color="green">245</FONT> }<a name="line.245"></a> +<FONT color="green">246</FONT> }<a name="line.246"></a>
