Class SimplexOptimizer
- java.lang.Object
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- org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<MultivariateFunction>
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- org.apache.commons.math3.optimization.direct.SimplexOptimizer
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- All Implemented Interfaces:
BaseMultivariateOptimizer<MultivariateFunction>
,BaseOptimizer<PointValuePair>
,MultivariateOptimizer
@Deprecated public class SimplexOptimizer extends BaseAbstractMultivariateOptimizer<MultivariateFunction> implements MultivariateOptimizer
Deprecated.As of 3.1 (to be removed in 4.0).This class implements simplex-based direct search optimization.Direct search methods only use objective function values, they do not need derivatives and don't either try to compute approximation of the derivatives. According to a 1996 paper by Margaret H. Wright (Direct Search Methods: Once Scorned, Now Respectable), they are used when either the computation of the derivative is impossible (noisy functions, unpredictable discontinuities) or difficult (complexity, computation cost). In the first cases, rather than an optimum, a not too bad point is desired. In the latter cases, an optimum is desired but cannot be reasonably found. In all cases direct search methods can be useful.
Simplex-based direct search methods are based on comparison of the objective function values at the vertices of a simplex (which is a set of n+1 points in dimension n) that is updated by the algorithms steps.
The
setSimplex
method must be called prior to calling theoptimize
method.Each call to
optimize
will re-use the start configuration of the current simplex and move it such that its first vertex is at the provided start point of the optimization. If theoptimize
method is called to solve a different problem and the number of parameters change, the simplex must be re-initialized to one with the appropriate dimensions.Convergence is checked by providing the worst points of previous and current simplex to the convergence checker, not the best ones.
This simplex optimizer implementation does not directly support constrained optimization with simple bounds, so for such optimizations, either a more dedicated method must be used like
CMAESOptimizer
orBOBYQAOptimizer
, or the optimized method must be wrapped in an adapter likeMultivariateFunctionMappingAdapter
orMultivariateFunctionPenaltyAdapter
.- Since:
- 3.0
- See Also:
AbstractSimplex
,MultivariateFunctionMappingAdapter
,MultivariateFunctionPenaltyAdapter
,CMAESOptimizer
,BOBYQAOptimizer
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Field Summary
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Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer
evaluations
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Constructor Summary
Constructors Constructor Description SimplexOptimizer()
Deprecated.SimplexOptimizer(double rel, double abs)
Deprecated.SimplexOptimizer(ConvergenceChecker<PointValuePair> checker)
Deprecated.
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Method Summary
All Methods Instance Methods Concrete Methods Deprecated Methods Modifier and Type Method Description protected PointValuePair
doOptimize()
Deprecated.Perform the bulk of the optimization algorithm.protected PointValuePair
optimizeInternal(int maxEval, MultivariateFunction f, GoalType goalType, OptimizationData... optData)
Deprecated.Optimize an objective function.void
setSimplex(AbstractSimplex simplex)
Deprecated.As of 3.1.-
Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer
computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getLowerBound, getMaxEvaluations, getStartPoint, getUpperBound, optimize, optimize, optimizeInternal
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.apache.commons.math3.optimization.BaseMultivariateOptimizer
optimize
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Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer
getConvergenceChecker, getEvaluations, getMaxEvaluations
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Constructor Detail
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SimplexOptimizer
@Deprecated public SimplexOptimizer()
Deprecated.Constructor using a defaultconvergence checker
.
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SimplexOptimizer
public SimplexOptimizer(ConvergenceChecker<PointValuePair> checker)
Deprecated.- Parameters:
checker
- Convergence checker.
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SimplexOptimizer
public SimplexOptimizer(double rel, double abs)
Deprecated.- Parameters:
rel
- Relative threshold.abs
- Absolute threshold.
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Method Detail
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setSimplex
@Deprecated public void setSimplex(AbstractSimplex simplex)
Deprecated.As of 3.1. The initial simplex can now be passed as an argument of theBaseAbstractMultivariateOptimizer.optimize(int,MultivariateFunction,GoalType,OptimizationData[])
method.Set the simplex algorithm.- Parameters:
simplex
- Simplex.
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optimizeInternal
protected PointValuePair optimizeInternal(int maxEval, MultivariateFunction f, GoalType goalType, OptimizationData... optData)
Deprecated.Optimize an objective function.- Overrides:
optimizeInternal
in classBaseAbstractMultivariateOptimizer<MultivariateFunction>
- Parameters:
maxEval
- Allowed number of evaluations of the objective function.f
- Objective function.goalType
- Optimization type.optData
- Optimization data. The following data will be looked for:- Returns:
- the point/value pair giving the optimal value for objective function.
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doOptimize
protected PointValuePair doOptimize()
Deprecated.Perform the bulk of the optimization algorithm.- Specified by:
doOptimize
in classBaseAbstractMultivariateOptimizer<MultivariateFunction>
- Returns:
- the point/value pair giving the optimal value of the objective function.
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