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package org.apache.commons.math3.optim;

import org.apache.commons.math3.util.Incrementor;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.exception.TooManyIterationsException;

Base class for implementing optimizers. It contains the boiler-plate code for counting the number of evaluations of the objective function and the number of iterations of the algorithm, and storing the convergence checker. It is not a "user" class.
Type parameters:
  • <PAIR> – Type of the point/value pair returned by the optimization algorithm.
Since:3.1
/** * Base class for implementing optimizers. * It contains the boiler-plate code for counting the number of evaluations * of the objective function and the number of iterations of the algorithm, * and storing the convergence checker. * <em>It is not a "user" class.</em> * * @param <PAIR> Type of the point/value pair returned by the optimization * algorithm. * * @since 3.1 */
public abstract class BaseOptimizer<PAIR> {
Evaluations counter.
/** Evaluations counter. */
protected final Incrementor evaluations;
Iterations counter.
/** Iterations counter. */
protected final Incrementor iterations;
Convergence checker.
/** Convergence checker. */
private final ConvergenceChecker<PAIR> checker;
Params:
  • checker – Convergence checker.
/** * @param checker Convergence checker. */
protected BaseOptimizer(ConvergenceChecker<PAIR> checker) { this(checker, 0, Integer.MAX_VALUE); }
Params:
  • checker – Convergence checker.
  • maxEval – Maximum number of objective function evaluations.
  • maxIter – Maximum number of algorithm iterations.
/** * @param checker Convergence checker. * @param maxEval Maximum number of objective function evaluations. * @param maxIter Maximum number of algorithm iterations. */
protected BaseOptimizer(ConvergenceChecker<PAIR> checker, int maxEval, int maxIter) { this.checker = checker; evaluations = new Incrementor(maxEval, new MaxEvalCallback()); iterations = new Incrementor(maxIter, new MaxIterCallback()); }
Gets the maximal number of function evaluations.
Returns:the maximal number of function evaluations.
/** * Gets the maximal number of function evaluations. * * @return the maximal number of function evaluations. */
public int getMaxEvaluations() { return evaluations.getMaximalCount(); }
Gets the number of evaluations of the objective function. The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.
Returns:the number of evaluations of the objective function.
/** * Gets the number of evaluations of the objective function. * The number of evaluations corresponds to the last call to the * {@code optimize} method. It is 0 if the method has not been * called yet. * * @return the number of evaluations of the objective function. */
public int getEvaluations() { return evaluations.getCount(); }
Gets the maximal number of iterations.
Returns:the maximal number of iterations.
/** * Gets the maximal number of iterations. * * @return the maximal number of iterations. */
public int getMaxIterations() { return iterations.getMaximalCount(); }
Gets the number of iterations performed by the algorithm. The number iterations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.
Returns:the number of evaluations of the objective function.
/** * Gets the number of iterations performed by the algorithm. * The number iterations corresponds to the last call to the * {@code optimize} method. It is 0 if the method has not been * called yet. * * @return the number of evaluations of the objective function. */
public int getIterations() { return iterations.getCount(); }
Gets the convergence checker.
Returns:the object used to check for convergence.
/** * Gets the convergence checker. * * @return the object used to check for convergence. */
public ConvergenceChecker<PAIR> getConvergenceChecker() { return checker; }
Stores data and performs the optimization.

The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.

When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).

Important note: Subclasses must override parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

Params:
  • optData – Optimization data. This method will register the following data:
Throws:
Returns:a point/value pair that satisfies the convergence criteria.
/** * Stores data and performs the optimization. * <p> * The list of parameters is open-ended so that sub-classes can extend it * with arguments specific to their concrete implementations. * <p> * When the method is called multiple times, instance data is overwritten * only when actually present in the list of arguments: when not specified, * data set in a previous call is retained (and thus is optional in * subsequent calls). * <p> * Important note: Subclasses <em>must</em> override * {@link #parseOptimizationData(OptimizationData[])} if they need to register * their own options; but then, they <em>must</em> also call * {@code super.parseOptimizationData(optData)} within that method. * * @param optData Optimization data. * This method will register the following data: * <ul> * <li>{@link MaxEval}</li> * <li>{@link MaxIter}</li> * </ul> * @return a point/value pair that satisfies the convergence criteria. * @throws TooManyEvaluationsException if the maximal number of * evaluations is exceeded. * @throws TooManyIterationsException if the maximal number of * iterations is exceeded. */
public PAIR optimize(OptimizationData... optData) throws TooManyEvaluationsException, TooManyIterationsException { // Parse options. parseOptimizationData(optData); // Reset counters. evaluations.resetCount(); iterations.resetCount(); // Perform optimization. return doOptimize(); }
Performs the optimization.
Throws:
Returns:a point/value pair that satisfies the convergence criteria.
/** * Performs the optimization. * * @return a point/value pair that satisfies the convergence criteria. * @throws TooManyEvaluationsException if the maximal number of * evaluations is exceeded. * @throws TooManyIterationsException if the maximal number of * iterations is exceeded. */
public PAIR optimize() throws TooManyEvaluationsException, TooManyIterationsException { // Reset counters. evaluations.resetCount(); iterations.resetCount(); // Perform optimization. return doOptimize(); }
Performs the bulk of the optimization algorithm.
Returns:the point/value pair giving the optimal value of the objective function.
/** * Performs the bulk of the optimization algorithm. * * @return the point/value pair giving the optimal value of the * objective function. */
protected abstract PAIR doOptimize();
Increment the evaluation count.
Throws:
  • TooManyEvaluationsException – if the allowed evaluations have been exhausted.
/** * Increment the evaluation count. * * @throws TooManyEvaluationsException if the allowed evaluations * have been exhausted. */
protected void incrementEvaluationCount() throws TooManyEvaluationsException { evaluations.incrementCount(); }
Increment the iteration count.
Throws:
  • TooManyIterationsException – if the allowed iterations have been exhausted.
/** * Increment the iteration count. * * @throws TooManyIterationsException if the allowed iterations * have been exhausted. */
protected void incrementIterationCount() throws TooManyIterationsException { iterations.incrementCount(); }
Scans the list of (required and optional) optimization data that characterize the problem.
Params:
  • optData – Optimization data. The following data will be looked for:
/** * Scans the list of (required and optional) optimization data that * characterize the problem. * * @param optData Optimization data. * The following data will be looked for: * <ul> * <li>{@link MaxEval}</li> * <li>{@link MaxIter}</li> * </ul> */
protected void parseOptimizationData(OptimizationData... optData) { // The existing values (as set by the previous call) are reused if // not provided in the argument list. for (OptimizationData data : optData) { if (data instanceof MaxEval) { evaluations.setMaximalCount(((MaxEval) data).getMaxEval()); continue; } if (data instanceof MaxIter) { iterations.setMaximalCount(((MaxIter) data).getMaxIter()); continue; } } }
Defines the action to perform when reaching the maximum number of evaluations.
/** * Defines the action to perform when reaching the maximum number * of evaluations. */
private static class MaxEvalCallback implements Incrementor.MaxCountExceededCallback {
{@inheritDoc}
Throws:
/** * {@inheritDoc} * @throws TooManyEvaluationsException */
public void trigger(int max) { throw new TooManyEvaluationsException(max); } }
Defines the action to perform when reaching the maximum number of evaluations.
/** * Defines the action to perform when reaching the maximum number * of evaluations. */
private static class MaxIterCallback implements Incrementor.MaxCountExceededCallback {
{@inheritDoc}
Throws:
/** * {@inheritDoc} * @throws TooManyIterationsException */
public void trigger(int max) { throw new TooManyIterationsException(max); } } }