| /* |
| * 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.math3.optimization; |
| |
| |
| import org.apache.commons.math3.analysis.MultivariateFunction; |
| import org.apache.commons.math3.optimization.direct.NelderMeadSimplex; |
| import org.apache.commons.math3.optimization.direct.SimplexOptimizer; |
| import org.apache.commons.math3.random.GaussianRandomGenerator; |
| import org.apache.commons.math3.random.JDKRandomGenerator; |
| import org.apache.commons.math3.random.RandomVectorGenerator; |
| import org.apache.commons.math3.random.UncorrelatedRandomVectorGenerator; |
| import org.junit.Assert; |
| import org.junit.Test; |
| |
| @Deprecated |
| public class MultivariateMultiStartOptimizerTest { |
| @Test |
| public void testRosenbrock() { |
| Rosenbrock rosenbrock = new Rosenbrock(); |
| SimplexOptimizer underlying |
| = new SimplexOptimizer(new SimpleValueChecker(-1, 1.0e-3)); |
| NelderMeadSimplex simplex = new NelderMeadSimplex(new double[][] { |
| { -1.2, 1.0 }, { 0.9, 1.2 } , { 3.5, -2.3 } |
| }); |
| underlying.setSimplex(simplex); |
| JDKRandomGenerator g = new JDKRandomGenerator(); |
| g.setSeed(16069223052l); |
| RandomVectorGenerator generator = |
| new UncorrelatedRandomVectorGenerator(2, new GaussianRandomGenerator(g)); |
| MultivariateMultiStartOptimizer optimizer = |
| new MultivariateMultiStartOptimizer(underlying, 10, generator); |
| PointValuePair optimum = |
| optimizer.optimize(1100, rosenbrock, GoalType.MINIMIZE, new double[] { -1.2, 1.0 }); |
| |
| Assert.assertEquals(rosenbrock.getCount(), optimizer.getEvaluations()); |
| Assert.assertTrue(optimizer.getEvaluations() > 900); |
| Assert.assertTrue(optimizer.getEvaluations() < 1200); |
| Assert.assertTrue(optimum.getValue() < 8.0e-4); |
| } |
| |
| private static class Rosenbrock implements MultivariateFunction { |
| private int count; |
| |
| public Rosenbrock() { |
| count = 0; |
| } |
| |
| public double value(double[] x) { |
| ++count; |
| double a = x[1] - x[0] * x[0]; |
| double b = 1.0 - x[0]; |
| return 100 * a * a + b * b; |
| } |
| |
| public int getCount() { |
| return count; |
| } |
| } |
| } |