public class BOBYQAOptimizer extends MultivariateOptimizer
PowellOptimizer
significantly. Stochastic algorithms like
CMAESOptimizer
succeed more often than BOBYQA, but are more
expensive. BOBYQA could also be considered as a replacement of any
derivative-based optimizer when the derivatives are approximated by
finite differences.Modifier and Type | Field and Description |
---|---|
static double |
DEFAULT_INITIAL_RADIUS
Default value for
initialTrustRegionRadius : 10.0 . |
static double |
DEFAULT_STOPPING_RADIUS
Default value for
stoppingTrustRegionRadius : 1.0E-8 . |
static int |
MINIMUM_PROBLEM_DIMENSION
Minimum dimension of the problem: 2
|
evaluations, iterations
Constructor and Description |
---|
BOBYQAOptimizer(int numberOfInterpolationPoints) |
BOBYQAOptimizer(int numberOfInterpolationPoints,
double initialTrustRegionRadius,
double stoppingTrustRegionRadius) |
Modifier and Type | Method and Description |
---|---|
protected PointValuePair |
doOptimize()
Performs the bulk of the optimization algorithm.
|
computeObjectiveValue, getGoalType, optimize, parseOptimizationData
getLowerBound, getStartPoint, getUpperBound
getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize
public static final int MINIMUM_PROBLEM_DIMENSION
public static final double DEFAULT_INITIAL_RADIUS
initialTrustRegionRadius
: 10.0 .public static final double DEFAULT_STOPPING_RADIUS
stoppingTrustRegionRadius
: 1.0E-8 .public BOBYQAOptimizer(int numberOfInterpolationPoints)
numberOfInterpolationPoints
- Number of interpolation conditions.
For a problem of dimension n
, its value must be in the interval
[n+2, (n+1)(n+2)/2]
.
Choices that exceed 2n+1
are not recommended.public BOBYQAOptimizer(int numberOfInterpolationPoints, double initialTrustRegionRadius, double stoppingTrustRegionRadius)
numberOfInterpolationPoints
- Number of interpolation conditions.
For a problem of dimension n
, its value must be in the interval
[n+2, (n+1)(n+2)/2]
.
Choices that exceed 2n+1
are not recommended.initialTrustRegionRadius
- Initial trust region radius.stoppingTrustRegionRadius
- Stopping trust region radius.protected PointValuePair doOptimize()
doOptimize
in class BaseOptimizer<PointValuePair>
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