Mercurial > hg > de.mpg.mpiwg.itgroup.digilib.plugin
view libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/optimization/univariate/AbstractUnivariateRealOptimizer.html @ 13:cbf34dd4d7e6
commons-math-2.1 added
| author | dwinter |
|---|---|
| date | Tue, 04 Jan 2011 10:02:07 +0100 |
| parents | |
| children |
line wrap: on
line source
<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> <a name="line.17"></a> <FONT color="green">018</FONT> package org.apache.commons.math.optimization.univariate;<a name="line.18"></a> <FONT color="green">019</FONT> <a name="line.19"></a> <FONT color="green">020</FONT> import org.apache.commons.math.ConvergingAlgorithmImpl;<a name="line.20"></a> <FONT color="green">021</FONT> import org.apache.commons.math.FunctionEvaluationException;<a name="line.21"></a> <FONT color="green">022</FONT> import org.apache.commons.math.MathRuntimeException;<a name="line.22"></a> <FONT color="green">023</FONT> import org.apache.commons.math.MaxEvaluationsExceededException;<a name="line.23"></a> <FONT color="green">024</FONT> import org.apache.commons.math.analysis.UnivariateRealFunction;<a name="line.24"></a> <FONT color="green">025</FONT> import org.apache.commons.math.optimization.UnivariateRealOptimizer;<a name="line.25"></a> <FONT color="green">026</FONT> <a name="line.26"></a> <FONT color="green">027</FONT> /**<a name="line.27"></a> <FONT color="green">028</FONT> * Provide a default implementation for several functions useful to generic<a name="line.28"></a> <FONT color="green">029</FONT> * optimizers.<a name="line.29"></a> <FONT color="green">030</FONT> *<a name="line.30"></a> <FONT color="green">031</FONT> * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $<a name="line.31"></a> <FONT color="green">032</FONT> * @since 2.0<a name="line.32"></a> <FONT color="green">033</FONT> */<a name="line.33"></a> <FONT color="green">034</FONT> public abstract class AbstractUnivariateRealOptimizer<a name="line.34"></a> <FONT color="green">035</FONT> extends ConvergingAlgorithmImpl implements UnivariateRealOptimizer {<a name="line.35"></a> <FONT color="green">036</FONT> <a name="line.36"></a> <FONT color="green">037</FONT> /** Indicates where a root has been computed. */<a name="line.37"></a> <FONT color="green">038</FONT> protected boolean resultComputed;<a name="line.38"></a> <FONT color="green">039</FONT> <a name="line.39"></a> <FONT color="green">040</FONT> /** The last computed root. */<a name="line.40"></a> <FONT color="green">041</FONT> protected double result;<a name="line.41"></a> <FONT color="green">042</FONT> <a name="line.42"></a> <FONT color="green">043</FONT> /** Value of the function at the last computed result. */<a name="line.43"></a> <FONT color="green">044</FONT> protected double functionValue;<a name="line.44"></a> <FONT color="green">045</FONT> <a name="line.45"></a> <FONT color="green">046</FONT> /** Maximal number of evaluations allowed. */<a name="line.46"></a> <FONT color="green">047</FONT> private int maxEvaluations;<a name="line.47"></a> <FONT color="green">048</FONT> <a name="line.48"></a> <FONT color="green">049</FONT> /** Number of evaluations already performed. */<a name="line.49"></a> <FONT color="green">050</FONT> private int evaluations;<a name="line.50"></a> <FONT color="green">051</FONT> <a name="line.51"></a> <FONT color="green">052</FONT> /**<a name="line.52"></a> <FONT color="green">053</FONT> * Construct a solver with given iteration count and accuracy.<a name="line.53"></a> <FONT color="green">054</FONT> * FunctionEvaluationExceptionFunctionEvaluationException<a name="line.54"></a> <FONT color="green">055</FONT> * @param defaultAbsoluteAccuracy maximum absolute error<a name="line.55"></a> <FONT color="green">056</FONT> * @param defaultMaximalIterationCount maximum number of iterations<a name="line.56"></a> <FONT color="green">057</FONT> * @throws IllegalArgumentException if f is null or the<a name="line.57"></a> <FONT color="green">058</FONT> * defaultAbsoluteAccuracy is not valid<a name="line.58"></a> <FONT color="green">059</FONT> */<a name="line.59"></a> <FONT color="green">060</FONT> protected AbstractUnivariateRealOptimizer(final int defaultMaximalIterationCount,<a name="line.60"></a> <FONT color="green">061</FONT> final double defaultAbsoluteAccuracy) {<a name="line.61"></a> <FONT color="green">062</FONT> super(defaultMaximalIterationCount, defaultAbsoluteAccuracy);<a name="line.62"></a> <FONT color="green">063</FONT> resultComputed = false;<a name="line.63"></a> <FONT color="green">064</FONT> setMaxEvaluations(Integer.MAX_VALUE);<a name="line.64"></a> <FONT color="green">065</FONT> }<a name="line.65"></a> <FONT color="green">066</FONT> <a name="line.66"></a> <FONT color="green">067</FONT> /** Check if a result has been computed.<a name="line.67"></a> <FONT color="green">068</FONT> * @exception IllegalStateException if no result has been computed<a name="line.68"></a> <FONT color="green">069</FONT> */<a name="line.69"></a> <FONT color="green">070</FONT> protected void checkResultComputed() throws IllegalStateException {<a name="line.70"></a> <FONT color="green">071</FONT> if (!resultComputed) {<a name="line.71"></a> <FONT color="green">072</FONT> throw MathRuntimeException.createIllegalStateException("no result available");<a name="line.72"></a> <FONT color="green">073</FONT> }<a name="line.73"></a> <FONT color="green">074</FONT> }<a name="line.74"></a> <FONT color="green">075</FONT> <a name="line.75"></a> <FONT color="green">076</FONT> /** {@inheritDoc} */<a name="line.76"></a> <FONT color="green">077</FONT> public double getResult() {<a name="line.77"></a> <FONT color="green">078</FONT> checkResultComputed();<a name="line.78"></a> <FONT color="green">079</FONT> return result;<a name="line.79"></a> <FONT color="green">080</FONT> }<a name="line.80"></a> <FONT color="green">081</FONT> <a name="line.81"></a> <FONT color="green">082</FONT> /** {@inheritDoc} */<a name="line.82"></a> <FONT color="green">083</FONT> public double getFunctionValue() {<a name="line.83"></a> <FONT color="green">084</FONT> checkResultComputed();<a name="line.84"></a> <FONT color="green">085</FONT> return functionValue;<a name="line.85"></a> <FONT color="green">086</FONT> }<a name="line.86"></a> <FONT color="green">087</FONT> <a name="line.87"></a> <FONT color="green">088</FONT> /**<a name="line.88"></a> <FONT color="green">089</FONT> * Convenience function for implementations.<a name="line.89"></a> <FONT color="green">090</FONT> *<a name="line.90"></a> <FONT color="green">091</FONT> * @param x the result to set<a name="line.91"></a> <FONT color="green">092</FONT> * @param fx the result to set<a name="line.92"></a> <FONT color="green">093</FONT> * @param iterationCount the iteration count to set<a name="line.93"></a> <FONT color="green">094</FONT> */<a name="line.94"></a> <FONT color="green">095</FONT> protected final void setResult(final double x, final double fx,<a name="line.95"></a> <FONT color="green">096</FONT> final int iterationCount) {<a name="line.96"></a> <FONT color="green">097</FONT> this.result = x;<a name="line.97"></a> <FONT color="green">098</FONT> this.functionValue = fx;<a name="line.98"></a> <FONT color="green">099</FONT> this.iterationCount = iterationCount;<a name="line.99"></a> <FONT color="green">100</FONT> this.resultComputed = true;<a name="line.100"></a> <FONT color="green">101</FONT> }<a name="line.101"></a> <FONT color="green">102</FONT> <a name="line.102"></a> <FONT color="green">103</FONT> /**<a name="line.103"></a> <FONT color="green">104</FONT> * Convenience function for implementations.<a name="line.104"></a> <FONT color="green">105</FONT> */<a name="line.105"></a> <FONT color="green">106</FONT> protected final void clearResult() {<a name="line.106"></a> <FONT color="green">107</FONT> this.resultComputed = false;<a name="line.107"></a> <FONT color="green">108</FONT> }<a name="line.108"></a> <FONT color="green">109</FONT> <a name="line.109"></a> <FONT color="green">110</FONT> /** {@inheritDoc} */<a name="line.110"></a> <FONT color="green">111</FONT> public void setMaxEvaluations(int maxEvaluations) {<a name="line.111"></a> <FONT color="green">112</FONT> this.maxEvaluations = maxEvaluations;<a name="line.112"></a> <FONT color="green">113</FONT> }<a name="line.113"></a> <FONT color="green">114</FONT> <a name="line.114"></a> <FONT color="green">115</FONT> /** {@inheritDoc} */<a name="line.115"></a> <FONT color="green">116</FONT> public int getMaxEvaluations() {<a name="line.116"></a> <FONT color="green">117</FONT> return maxEvaluations;<a name="line.117"></a> <FONT color="green">118</FONT> }<a name="line.118"></a> <FONT color="green">119</FONT> <a name="line.119"></a> <FONT color="green">120</FONT> /** {@inheritDoc} */<a name="line.120"></a> <FONT color="green">121</FONT> public int getEvaluations() {<a name="line.121"></a> <FONT color="green">122</FONT> return evaluations;<a name="line.122"></a> <FONT color="green">123</FONT> }<a name="line.123"></a> <FONT color="green">124</FONT> <a name="line.124"></a> <FONT color="green">125</FONT> /**<a name="line.125"></a> <FONT color="green">126</FONT> * Compute the objective function value.<a name="line.126"></a> <FONT color="green">127</FONT> * @param f objective function<a name="line.127"></a> <FONT color="green">128</FONT> * @param point point at which the objective function must be evaluated<a name="line.128"></a> <FONT color="green">129</FONT> * @return objective function value at specified point<a name="line.129"></a> <FONT color="green">130</FONT> * @exception FunctionEvaluationException if the function cannot be evaluated<a name="line.130"></a> <FONT color="green">131</FONT> * or the maximal number of iterations is exceeded<a name="line.131"></a> <FONT color="green">132</FONT> */<a name="line.132"></a> <FONT color="green">133</FONT> protected double computeObjectiveValue(final UnivariateRealFunction f,<a name="line.133"></a> <FONT color="green">134</FONT> final double point)<a name="line.134"></a> <FONT color="green">135</FONT> throws FunctionEvaluationException {<a name="line.135"></a> <FONT color="green">136</FONT> if (++evaluations > maxEvaluations) {<a name="line.136"></a> <FONT color="green">137</FONT> throw new FunctionEvaluationException(new MaxEvaluationsExceededException(maxEvaluations),<a name="line.137"></a> <FONT color="green">138</FONT> point);<a name="line.138"></a> <FONT color="green">139</FONT> }<a name="line.139"></a> <FONT color="green">140</FONT> return f.value(point);<a name="line.140"></a> <FONT color="green">141</FONT> }<a name="line.141"></a> <FONT color="green">142</FONT> <a name="line.142"></a> <FONT color="green">143</FONT> }<a name="line.143"></a> </PRE> </BODY> </HTML>