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| <div class="subTitle">org.apache.commons.math3.optim.nonlinear.scalar</div> |
| <h2 title="Class MultivariateFunctionMappingAdapter" class="title">Class MultivariateFunctionMappingAdapter</h2> |
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| <li>org.apache.commons.math3.optim.nonlinear.scalar.MultivariateFunctionMappingAdapter</li> |
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| <dt>All Implemented Interfaces:</dt> |
| <dd><a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a></dd> |
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| <br> |
| <pre>public class <span class="strong">MultivariateFunctionMappingAdapter</span> |
| extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a> |
| implements <a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a></pre> |
| <div class="block"><p>Adapter for mapping bounded <a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis"><code>MultivariateFunction</code></a> to unbounded ones.</p> |
| |
| <p> |
| This adapter can be used to wrap functions subject to simple bounds on |
| parameters so they can be used by optimizers that do <em>not</em> directly |
| support simple bounds. |
| </p> |
| <p> |
| The principle is that the user function that will be wrapped will see its |
| parameters bounded as required, i.e when its <code>value</code> method is called |
| with argument array <code>point</code>, the elements array will fulfill requirement |
| <code>lower[i] <= point[i] <= upper[i]</code> for all i. Some of the components |
| may be unbounded or bounded only on one side if the corresponding bound is |
| set to an infinite value. The optimizer will not manage the user function by |
| itself, but it will handle this adapter and it is this adapter that will take |
| care the bounds are fulfilled. The adapter <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#value(double[])"><code>value(double[])</code></a> method will |
| be called by the optimizer with unbound parameters, and the adapter will map |
| the unbounded value to the bounded range using appropriate functions like |
| <a href="../../../../../../../org/apache/commons/math3/analysis/function/Sigmoid.html" title="class in org.apache.commons.math3.analysis.function"><code>Sigmoid</code></a> for double bounded elements for example. |
| </p> |
| <p> |
| As the optimizer sees only unbounded parameters, it should be noted that the |
| start point or simplex expected by the optimizer should be unbounded, so the |
| user is responsible for converting his bounded point to unbounded by calling |
| <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#boundedToUnbounded(double[])"><code>boundedToUnbounded(double[])</code></a> before providing them to the optimizer. |
| For the same reason, the point returned by the <a href="../../../../../../../org/apache/commons/math3/optimization/BaseMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, double[])"><code>BaseMultivariateOptimizer.optimize(int, |
| MultivariateFunction, org.apache.commons.math3.optimization.GoalType, double[])</code></a> |
| method is unbounded. So to convert this point to bounded, users must call |
| <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#unboundedToBounded(double[])"><code>unboundedToBounded(double[])</code></a> by themselves!</p> |
| <p> |
| This adapter is only a poor man solution to simple bounds optimization constraints |
| that can be used with simple optimizers like |
| <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar.noderiv"><code>SimplexOptimizer</code></a>. |
| A better solution is to use an optimizer that directly supports simple bounds like |
| <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar.noderiv"><code>CMAESOptimizer</code></a> or |
| <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/noderiv/BOBYQAOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar.noderiv"><code>BOBYQAOptimizer</code></a>. |
| One caveat of this poor-man's solution is that behavior near the bounds may be |
| numerically unstable as bounds are mapped from infinite values. |
| Another caveat is that convergence values are evaluated by the optimizer with |
| respect to unbounded variables, so there will be scales differences when |
| converted to bounded variables. |
| </p></div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>3.0</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: MultivariateFunctionMappingAdapter.java 1435539 2013-01-19 13:27:24Z tn $</dd> |
| <dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionPenaltyAdapter.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><code>MultivariateFunctionPenaltyAdapter</code></a></dd></dl> |
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| <td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#MultivariateFunctionMappingAdapter(org.apache.commons.math3.analysis.MultivariateFunction, double[], double[])">MultivariateFunctionMappingAdapter</a></strong>(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a> bounded, |
| double[] lower, |
| double[] upper)</code> |
| <div class="block">Simple constructor.</div> |
| </td> |
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| <td class="colFirst"><code>double[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#boundedToUnbounded(double[])">boundedToUnbounded</a></strong>(double[] point)</code> |
| <div class="block">Maps an array from bounded to unbounded.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#unboundedToBounded(double[])">unboundedToBounded</a></strong>(double[] point)</code> |
| <div class="block">Maps an array from unbounded to bounded.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#value(double[])">value</a></strong>(double[] point)</code> |
| <div class="block">Compute the underlying function value from an unbounded point.</div> |
| </td> |
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| <a name="MultivariateFunctionMappingAdapter(org.apache.commons.math3.analysis.MultivariateFunction, double[], double[])"> |
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| <h4>MultivariateFunctionMappingAdapter</h4> |
| <pre>public MultivariateFunctionMappingAdapter(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a> bounded, |
| double[] lower, |
| double[] upper)</pre> |
| <div class="block">Simple constructor.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>bounded</code> - bounded function</dd><dd><code>lower</code> - lower bounds for each element of the input parameters array |
| (some elements may be set to <code>Double.NEGATIVE_INFINITY</code> for |
| unbounded values)</dd><dd><code>upper</code> - upper bounds for each element of the input parameters array |
| (some elements may be set to <code>Double.POSITIVE_INFINITY</code> for |
| unbounded values)</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if lower and upper bounds are not |
| consistent, either according to dimension or to values</dd></dl> |
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| <h4>unboundedToBounded</h4> |
| <pre>public double[] unboundedToBounded(double[] point)</pre> |
| <div class="block">Maps an array from unbounded to bounded.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>point</code> - Unbounded values.</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the bounded values.</dd></dl> |
| </li> |
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| <pre>public double[] boundedToUnbounded(double[] point)</pre> |
| <div class="block">Maps an array from bounded to unbounded.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>point</code> - Bounded values.</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the unbounded values.</dd></dl> |
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| <h4>value</h4> |
| <pre>public double value(double[] point)</pre> |
| <div class="block">Compute the underlying function value from an unbounded point. |
| <p> |
| This method simply bounds the unbounded point using the mappings |
| set up at construction and calls the underlying function using |
| the bounded point. |
| </p></div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html#value(double[])">value</a></code> in interface <code><a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a></code></dd> |
| <dt><span class="strong">Parameters:</span></dt><dd><code>point</code> - unbounded value</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>underlying function value</dd><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#unboundedToBounded(double[])"><code>unboundedToBounded(double[])</code></a></dd></dl> |
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