tree dcfd18d3413aec23c451c06e97b8fcf57cb06fe0
parent d26470b139550295bfbac4c6762e9c2d8d1bc435
author Gilles Sadowski <gilleseran@gmail.com> 1627856343 +0200
committer Gilles Sadowski <gilleseran@gmail.com> 1628339926 +0200

MATH-1622: Hybridation of simplex-based search with simulated annealing (SA).

Class "SimulatedAnnealing" provides user-defined input ("OptimizationData").
Behaviour of "SimplexOptimizer" depends on whether SA is activated (if yes,
each "iteration" is further split in "epoch" stages).
The "Simplex.TransformFactory" interface is changed to allow passing the SA
acceptance test ("Metropolis" rule).

The "SimplexOptimizer" is furter refactored (cf. MATH-1614) so that the
steps (in method "doOptimize") clearly stand out as
 1. Setup and iteration (optionally with simulated annealing).
 2. Simplex transformation rule.
 3. Convergence check.
 4. "Best list" search.

This commit also contains the following modifications:
 * "TestFunction": Override "toString" (for display in unit tests).
 * "Simplex"
   - Self-documenting names for factories.
   - Utility methods: "centroid", "asList", "replaceLast".
   - Unit tests.
 * "MultiDirectionalTransform":
   - Use common utility methods.
   - Fix missing sort in "transform" method.
   - Check validity of constructor parameters.
   - Parameter names to match the equivalent in "NelderMeadMeadTransform".
 * Adapt unit test classes to the updated API of class "Simplex".
 * "PointValuePair":
   - "final".
   - Implements "hashCode".