Author: erans
Date: Mon Nov 15 12:22:47 2010
New Revision: 1035245
URL: http://svn.apache.org/viewvc?rev=1035245&view=rev
Log:
MATH-441
Implemented proposed solution (rethrow last exception if no optimum were found).
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/BaseMultiStartMultivariateRealOptimizer.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizer.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizerTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/BaseMultiStartMultivariateRealOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/BaseMultiStartMultivariateRealOptimizer.java?rev=1035245&r1=1035244&r2=1035245&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/BaseMultiStartMultivariateRealOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/BaseMultiStartMultivariateRealOptimizer.java
Mon Nov 15 12:22:47 2010
@@ -20,7 +20,7 @@ package org.apache.commons.math.optimiza
import java.util.Arrays;
import java.util.Comparator;
-import org.apache.commons.math.exception.FunctionEvaluationException;
+import org.apache.commons.math.exception.MathUserException;
import org.apache.commons.math.exception.MathIllegalStateException;
import org.apache.commons.math.exception.ConvergenceException;
import org.apache.commons.math.analysis.MultivariateRealFunction;
@@ -89,13 +89,14 @@ public class BaseMultiStartMultivariateR
* descending order if maximizing), followed by and null elements
* corresponding to the runs that did not converge. This means all
* elements will be null if the {...@link
#optimize(MultivariateRealFunction,GoalType,double[])
- * optimize} method did throw a {...@link ConvergenceException}).
+ * optimize} method did throw a {...@link MathUserException}).
* This also means that if the first element is not {...@code null}, it
* is the best point found across all starts.
*
* @return an array containing the optima.
* @throws MathIllegalStateException if {...@link
- * #optimize(MultivariateRealFunction,GoalType,double[]) optimize} has not
been called.
+ * #optimize(MultivariateRealFunction,GoalType,double[]) optimize}
+ * has not been called.
*/
public RealPointValuePair[] getOptima() {
if (optima == null) {
@@ -135,19 +136,18 @@ public class BaseMultiStartMultivariateR
*/
public RealPointValuePair optimize(final FUNC f,
final GoalType goal,
- double[] startPoint)
- throws FunctionEvaluationException {
+ double[] startPoint) {
+ MathUserException lastException = null;
optima = new RealPointValuePair[starts];
+ totalEvaluations = 0;
// Multi-start loop.
for (int i = 0; i < starts; ++i) {
-
try {
optima[i] = optimizer.optimize(f, goal,
i == 0 ? startPoint :
generator.nextVector());
- } catch (FunctionEvaluationException fee) {
- optima[i] = null;
- } catch (ConvergenceException oe) {
+ } catch (MathUserException mue) {
+ lastException = mue;
optima[i] = null;
}
@@ -159,8 +159,7 @@ public class BaseMultiStartMultivariateR
sortPairs(goal);
if (optima[0] == null) {
- throw new
ConvergenceException(LocalizedFormats.NO_CONVERGENCE_WITH_ANY_START_POINT,
- starts);
+ throw lastException;
}
// Return the found point given the best objective function value.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizer.java?rev=1035245&r1=1035244&r2=1035245&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizer.java
Mon Nov 15 12:22:47 2010
@@ -20,10 +20,9 @@ package org.apache.commons.math.optimiza
import java.util.Arrays;
import java.util.Comparator;
-import org.apache.commons.math.exception.FunctionEvaluationException;
import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.exception.MathUserException;
import org.apache.commons.math.exception.MathIllegalStateException;
-import org.apache.commons.math.exception.ConvergenceException;
import org.apache.commons.math.exception.util.LocalizedFormats;
import org.apache.commons.math.random.RandomGenerator;
import org.apache.commons.math.optimization.GoalType;
@@ -121,14 +120,15 @@ public class MultiStartUnivariateRealOpt
* descending order if maximizing), followed by {...@code null} elements
* corresponding to the runs that did not converge. This means all
* elements will be {...@code null} if the {...@link
- * #optimize(UnivariateRealFunction,GoalType,double,double) optimize}
method did throw a
- * {...@link ConvergenceException}). This also means that if the first
- * element is not {...@code null}, it is the best point found across all
- * starts.
+ * #optimize(UnivariateRealFunction,GoalType,double,double) optimize}
+ * method did throw a {...@link MathUserException}). This also means that
+ * if the first element is not {...@code null}, it is the best point found
+ * across all starts.
*
* @return an array containing the optima.
* @throws MathIllegalStateException if {...@link
- * #optimize(UnivariateRealFunction,GoalType,double,double) optimize} has
not been called.
+ * #optimize(UnivariateRealFunction,GoalType,double,double) optimize}
+ * has not been called.
*/
public UnivariateRealPointValuePair[] getOptima() {
if (optima == null) {
@@ -140,16 +140,15 @@ public class MultiStartUnivariateRealOpt
/** {...@inheritdoc} */
public UnivariateRealPointValuePair optimize(final FUNC f,
final GoalType goal,
- final double min, final
double max)
- throws FunctionEvaluationException {
+ final double min, final
double max) {
return optimize(f, goal, min, max, min + 0.5 * (max - min));
}
/** {...@inheritdoc} */
public UnivariateRealPointValuePair optimize(final FUNC f, final GoalType
goal,
final double min, final
double max,
- final double startValue)
- throws FunctionEvaluationException {
+ final double startValue) {
+ MathUserException lastException = null;
optima = new UnivariateRealPointValuePair[starts];
totalEvaluations = 0;
@@ -158,9 +157,8 @@ public class MultiStartUnivariateRealOpt
try {
final double s = (i == 0) ? startValue : min +
generator.nextDouble() * (max - min);
optima[i] = optimizer.optimize(f, goal, min, max, s);
- } catch (FunctionEvaluationException fee) {
- optima[i] = null;
- } catch (ConvergenceException ce) {
+ } catch (MathUserException mue) {
+ lastException = mue;
optima[i] = null;
}
@@ -172,8 +170,7 @@ public class MultiStartUnivariateRealOpt
sortPairs(goal);
if (optima[0] == null) {
- throw new
ConvergenceException(LocalizedFormats.NO_CONVERGENCE_WITH_ANY_START_POINT,
- starts);
+ throw lastException;
}
// Return the point with the best objective function value.
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizerTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizerTest.java?rev=1035245&r1=1035244&r2=1035245&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizerTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/univariate/MultiStartUnivariateRealOptimizerTest.java
Mon Nov 15 12:22:47 2010
@@ -19,7 +19,7 @@ package org.apache.commons.math.optimiza
import static org.junit.Assert.assertEquals;
import static org.junit.Assert.assertTrue;
-import org.apache.commons.math.MathException;
+import org.apache.commons.math.exception.MathUserException;
import org.apache.commons.math.analysis.QuinticFunction;
import org.apache.commons.math.analysis.SinFunction;
import org.apache.commons.math.analysis.UnivariateRealFunction;
@@ -32,7 +32,7 @@ import org.junit.Test;
public class MultiStartUnivariateRealOptimizerTest {
@Test
- public void testSinMin() throws MathException {
+ public void testSinMin() {
UnivariateRealFunction f = new SinFunction();
UnivariateRealOptimizer underlying = new BrentOptimizer(1e-10, 1e-14);
underlying.setMaxEvaluations(300);
@@ -53,7 +53,7 @@ public class MultiStartUnivariateRealOpt
}
@Test
- public void testQuinticMin() throws MathException {
+ public void testQuinticMin() {
// The quintic function has zeros at 0, +-0.5 and +-1.
// The function has extrema (first derivative is zero) at 0.27195613
and 0.82221643,
UnivariateRealFunction f = new QuinticFunction();
@@ -76,4 +76,25 @@ public class MultiStartUnivariateRealOpt
assertTrue(optimizer.getEvaluations() >= 50);
assertTrue(optimizer.getEvaluations() <= 100);
}
+
+ @Test(expected=MathUserException.class)
+ public void testBadFunction() {
+ UnivariateRealFunction f = new UnivariateRealFunction() {
+ public double value(double x) {
+ if (x < 0) {
+ throw new MathUserException();
+ }
+ return 0;
+ }
+ };
+ UnivariateRealOptimizer underlying = new BrentOptimizer(1e-9, 1e-14);
+ underlying.setMaxEvaluations(300);
+ JDKRandomGenerator g = new JDKRandomGenerator();
+ g.setSeed(4312000053L);
+ MultiStartUnivariateRealOptimizer<UnivariateRealFunction> optimizer =
+ new
MultiStartUnivariateRealOptimizer<UnivariateRealFunction>(underlying, 5, g);
+
+ UnivariateRealPointValuePair optimum
+ = optimizer.optimize(f, GoalType.MINIMIZE, -0.3, -0.2);
+ }
}
