| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.math4.legacy.optim.nonlinear.scalar.noderiv; |
| |
| import java.util.List; |
| import java.util.ArrayList; |
| import java.util.Comparator; |
| import java.util.function.UnaryOperator; |
| import java.util.function.DoublePredicate; |
| |
| import org.apache.commons.math4.legacy.analysis.MultivariateFunction; |
| import org.apache.commons.math4.legacy.optim.PointValuePair; |
| |
| /** |
| * <a href="https://scholarship.rice.edu/handle/1911/16304">Multi-directional</a> search method. |
| */ |
| public class MultiDirectionalTransform |
| implements Simplex.TransformFactory { |
| /** Reflection coefficient. */ |
| private static final double ALPHA = 1; |
| /** Default value for {@link #gamma}: {@value}. */ |
| private static final double DEFAULT_GAMMA = 2; |
| /** Default value for {@link #sigma}: {@value}. */ |
| private static final double DEFAULT_SIGMA = 0.5; |
| /** Expansion coefficient. */ |
| private final double gamma; |
| /** Contraction coefficient. */ |
| private final double sigma; |
| |
| /** |
| * @param gamma Expansion coefficient. |
| * @param sigma Shrinkage coefficient. |
| */ |
| public MultiDirectionalTransform(double gamma, |
| double sigma) { |
| if (gamma < 1) { |
| throw new IllegalArgumentException("gamma: " + gamma); |
| } |
| if (sigma < 0 || |
| sigma > 1) { |
| throw new IllegalArgumentException("sigma: " + sigma); |
| } |
| |
| this.gamma = gamma; |
| this.sigma = sigma; |
| } |
| |
| /** |
| * Transform with default values. |
| */ |
| public MultiDirectionalTransform() { |
| this(DEFAULT_GAMMA, |
| DEFAULT_SIGMA); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public UnaryOperator<Simplex> create(final MultivariateFunction evaluationFunction, |
| final Comparator<PointValuePair> comparator, |
| final DoublePredicate sa) { |
| return original -> { |
| final PointValuePair best = original.get(0); |
| |
| // Perform a reflection step. |
| final Simplex reflectedSimplex = transform(original, |
| ALPHA, |
| comparator, |
| evaluationFunction); |
| final PointValuePair reflectedBest = reflectedSimplex.get(0); |
| |
| if (comparator.compare(reflectedBest, best) < 0) { |
| // Compute the expanded simplex. |
| final Simplex expandedSimplex = transform(original, |
| gamma, |
| comparator, |
| evaluationFunction); |
| final PointValuePair expandedBest = expandedSimplex.get(0); |
| |
| if (comparator.compare(expandedBest, reflectedBest) <= 0 || |
| (sa != null && |
| sa.test(expandedBest.getValue() - reflectedBest.getValue()))) { |
| return expandedSimplex; |
| } else { |
| return reflectedSimplex; |
| } |
| } else { |
| // Compute the contracted simplex. |
| return original.shrink(sigma, evaluationFunction); |
| } |
| }; |
| } |
| |
| /** |
| * Computes and evaluates a new simplex. |
| * |
| * @param original Original simplex. |
| * @param coeff Linear coefficient. |
| * @param comp Fitness comparator. |
| * @param evalFunc Objective function. |
| * @return the transformed simplex. |
| * @throws org.apache.commons.math4.legacy.exception.TooManyEvaluationsException |
| * if the maximal number of evaluations is exceeded. |
| */ |
| private Simplex transform(Simplex original, |
| double coeff, |
| Comparator<PointValuePair> comp, |
| MultivariateFunction evalFunc) { |
| // Transformed simplex is the result a linear transformation on all |
| // points except the first one. |
| final int replSize = original.getSize() - 1; |
| final List<PointValuePair> replacement = new ArrayList<>(); |
| final double[] bestPoint = original.get(0).getPoint(); |
| for (int i = 0; i < replSize; i++) { |
| replacement.add(Simplex.newPoint(bestPoint, |
| -coeff, |
| original.get(i + 1).getPoint(), |
| evalFunc)); |
| } |
| |
| return original.replaceLast(replacement).evaluate(evalFunc, comp); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public String toString() { |
| return "Multidirectional [g=" + gamma + |
| " s=" + sigma + "]"; |
| } |
| } |