PAIR
- Type of the point/value pair returned by the optimization
algorithm.public abstract class BaseMultiStartMultivariateOptimizer<PAIR> extends BaseMultivariateOptimizer<PAIR>
evaluations, iterations
Constructor and Description |
---|
BaseMultiStartMultivariateOptimizer(BaseMultivariateOptimizer<PAIR> optimizer,
int starts,
RandomVectorGenerator generator)
Create a multi-start optimizer from a single-start optimizer.
|
Modifier and Type | Method and Description |
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protected abstract void |
clear()
Method that will called in order to clear all stored optima.
|
protected PAIR |
doOptimize()
Performs the bulk of the optimization algorithm.
|
int |
getEvaluations()
Gets the number of evaluations of the objective function.
|
abstract PAIR[] |
getOptima()
Gets all the optima found during the last call to
optimize . |
PAIR |
optimize(OptimizationData... optData)
Stores data and performs the optimization.
|
protected abstract void |
store(PAIR optimum)
Method that will be called in order to store each found optimum.
|
getLowerBound, getStartPoint, getUpperBound, parseOptimizationData
getConvergenceChecker, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize
public BaseMultiStartMultivariateOptimizer(BaseMultivariateOptimizer<PAIR> optimizer, int starts, RandomVectorGenerator generator)
Note that if there are bounds constraints (see BaseMultivariateOptimizer.getLowerBound()
and BaseMultivariateOptimizer.getUpperBound()
), then a simple rejection algorithm is used
at each restart. This implies that the random vector generator should have
a good probability to generate vectors in the bounded domain, otherwise the
rejection algorithm will hit the BaseOptimizer.getMaxEvaluations()
count without
generating a proper restart point. Users must be take great care of the curse of dimensionality.
optimizer
- Single-start optimizer to wrap.starts
- Number of starts to perform. If starts == 1
,
the optimize
will return the
same solution as the given optimizer
would return.generator
- Random vector generator to use for restarts.NotStrictlyPositiveException
- if starts < 1
.public int getEvaluations()
optimize
method. It is 0 if the method has not been
called yet.getEvaluations
in class BaseOptimizer<PAIR>
public abstract PAIR[] getOptima()
optimize
.
The optimizer stores all the optima found during a set of
restarts. The optimize
method returns the best point only.
This method returns all the points found at the end of each starts,
including the best one already returned by the optimize
method.
null
elements
corresponding to the runs that did not converge. This means all
elements will be null
if the optimize
method did throw
an exception.
This also means that if the first element is not null
, it is
the best point found across all starts.
optimize
; it will likely throw NullPointerException
.public PAIR optimize(OptimizationData... optData)
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
BaseOptimizer.parseOptimizationData(OptimizationData[])
if they need to register
their own options; but then, they must also call
super.parseOptimizationData(optData)
within that method.
optimize
in class BaseMultivariateOptimizer<PAIR>
optData
- Optimization data. In addition to those documented in
BaseOptimizer
,
this method will register the following data:
MathIllegalStateException
- if optData
does not contain an
instance of MaxEval
or InitialGuess
.protected PAIR doOptimize()
doOptimize
in class BaseOptimizer<PAIR>
protected abstract void store(PAIR optimum)
optimum
- Result of an optimization run.protected abstract void clear()
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