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| <div class="subTitle">org.apache.commons.math3.optimization.direct</div> |
| <h2 title="Class MultivariateFunctionPenaltyAdapter" class="title">Class MultivariateFunctionPenaltyAdapter</h2> |
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| <li>org.apache.commons.math3.optimization.direct.MultivariateFunctionPenaltyAdapter</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> |
| </dl> |
| <hr> |
| <div class="block"><strong>Deprecated.</strong> |
| <div class="block"><i>As of 3.1 (to be removed in 4.0).</i></div> |
| </div> |
| <br> |
| <pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a> |
| public class <span class="strong">MultivariateFunctionPenaltyAdapter</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 extending bounded <a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis"><code>MultivariateFunction</code></a> to an unbouded |
| domain using a penalty function.</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/optimization/direct/MultivariateFunctionPenaltyAdapter.html#value(double[])"><code>value(double[])</code></a> method will |
| be called by the optimizer with unbound parameters, and the adapter will check |
| if the parameters is within range or not. If it is in range, then the underlying |
| user function will be called, and if it is not the value of a penalty function |
| will be returned instead. |
| </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/optimization/direct/SimplexOptimizer.html" title="class in org.apache.commons.math3.optimization.direct"><code>SimplexOptimizer</code></a> with <a href="../../../../../../org/apache/commons/math3/optimization/direct/NelderMeadSimplex.html" title="class in org.apache.commons.math3.optimization.direct"><code>NelderMeadSimplex</code></a> or <a href="../../../../../../org/apache/commons/math3/optimization/direct/MultiDirectionalSimplex.html" title="class in org.apache.commons.math3.optimization.direct"><code>MultiDirectionalSimplex</code></a>. A better solution is to use |
| an optimizer that directly supports simple bounds like <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html" title="class in org.apache.commons.math3.optimization.direct"><code>CMAESOptimizer</code></a> or |
| <a href="../../../../../../org/apache/commons/math3/optimization/direct/BOBYQAOptimizer.html" title="class in org.apache.commons.math3.optimization.direct"><code>BOBYQAOptimizer</code></a>. One caveat of this poor man solution is that if start point |
| or start simplex is completely outside of the allowed range, only the penalty function |
| is used, and the optimizer may converge without ever entering the range. |
| </p></div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>3.0</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: MultivariateFunctionPenaltyAdapter.java 1422230 2012-12-15 12:11:13Z erans $</dd> |
| <dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../org/apache/commons/math3/optimization/direct/MultivariateFunctionMappingAdapter.html" title="class in org.apache.commons.math3.optimization.direct"><code>MultivariateFunctionMappingAdapter</code></a></dd></dl> |
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| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/MultivariateFunctionPenaltyAdapter.html#MultivariateFunctionPenaltyAdapter(org.apache.commons.math3.analysis.MultivariateFunction, double[], double[], double, double[])">MultivariateFunctionPenaltyAdapter</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, |
| double offset, |
| double[] scale)</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">Simple constructor.</div> |
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| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/MultivariateFunctionPenaltyAdapter.html#value(double[])">value</a></strong>(double[] point)</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">Compute the underlying function value from an unbounded point.</div> |
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| <code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li> |
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| <h3>Constructor Detail</h3> |
| <a name="MultivariateFunctionPenaltyAdapter(org.apache.commons.math3.analysis.MultivariateFunction, double[], double[], double, double[])"> |
| <!-- --> |
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| <h4>MultivariateFunctionPenaltyAdapter</h4> |
| <pre>public MultivariateFunctionPenaltyAdapter(<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a> bounded, |
| double[] lower, |
| double[] upper, |
| double offset, |
| double[] scale)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">Simple constructor. |
| <p> |
| When the optimizer provided points are out of range, the value of the |
| penalty function will be used instead of the value of the underlying |
| function. In order for this penalty to be effective in rejecting this |
| point during the optimization process, the penalty function value should |
| be defined with care. This value is computed as: |
| <pre> |
| penalty(point) = offset + ∑<sub>i</sub>[scale[i] * √|point[i]-boundary[i]|] |
| </pre> |
| where indices i correspond to all the components that violates their boundaries. |
| </p> |
| <p> |
| So when attempting a function minimization, offset should be larger than |
| the maximum expected value of the underlying function and scale components |
| should all be positive. When attempting a function maximization, offset |
| should be lesser than the minimum expected value of the underlying function |
| and scale components should all be negative. |
| minimization, and lesser than the minimum expected value of the underlying |
| function when attempting maximization. |
| </p> |
| <p> |
| These choices for the penalty function have two properties. First, all out |
| of range points will return a function value that is worse than the value |
| returned by any in range point. Second, the penalty is worse for large |
| boundaries violation than for small violations, so the optimizer has an hint |
| about the direction in which it should search for acceptable points. |
| </p></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><dd><code>offset</code> - base offset of the penalty function</dd><dd><code>scale</code> - scale of the penalty function</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 bounds, upper bounds and |
| scales are not consistent, either according to dimension or to bounadary |
| values</dd></dl> |
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| <h4>value</h4> |
| <pre>public double value(double[] point)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">Compute the underlying function value from an unbounded point. |
| <p> |
| This method simply returns the value of the underlying function |
| if the unbounded point already fulfills the bounds, and compute |
| a replacement value using the offset and scale if bounds are |
| violated, without calling the function at all. |
| </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 point</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>either underlying function value or penalty function value</dd></dl> |
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