public class SimplexOptimizer extends BaseAbstractMultivariateOptimizer<MultivariateFunction> implements MultivariateOptimizer
Direct search methods only use objective function values, they do not need derivatives and don't either try to compute approximation of the derivatives. According to a 1996 paper by Margaret H. Wright (Direct Search Methods: Once Scorned, Now Respectable), they are used when either the computation of the derivative is impossible (noisy functions, unpredictable discontinuities) or difficult (complexity, computation cost). In the first cases, rather than an optimum, a not too bad point is desired. In the latter cases, an optimum is desired but cannot be reasonably found. In all cases direct search methods can be useful.
Simplex-based direct search methods are based on comparison of the objective function values at the vertices of a simplex (which is a set of n+1 points in dimension n) that is updated by the algorithms steps.
The setSimplex method must
be called prior to calling the optimize method.
Each call to optimize will re-use the start configuration of the current simplex and
move it such that its first vertex is at the provided start point of the
optimization. If the optimize method is called to solve a different
problem and the number of parameters change, the simplex must be
re-initialized to one with the appropriate dimensions.
Convergence is checked by providing the worst points of previous and current simplex to the convergence checker, not the best ones.
This simplex optimizer implementation does not directly support constrained
optimization with simple bounds, so for such optimizations, either a more
dedicated method must be used like CMAESOptimizer or BOBYQAOptimizer, or the optimized method must be wrapped in an adapter like
MultivariateFunctionMappingAdapter or MultivariateFunctionPenaltyAdapter.
AbstractSimplex,
MultivariateFunctionMappingAdapter,
MultivariateFunctionPenaltyAdapter,
CMAESOptimizer,
BOBYQAOptimizerevaluations| Constructor and Description |
|---|
SimplexOptimizer()
Constructor using a default
convergence
checker. |
SimplexOptimizer(ConvergenceChecker<PointValuePair> checker) |
SimplexOptimizer(double rel,
double abs) |
| Modifier and Type | Method and Description |
|---|---|
protected PointValuePair |
doOptimize()
Perform the bulk of the optimization algorithm.
|
void |
setSimplex(AbstractSimplex simplex)
Set the simplex algorithm.
|
computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getMaxEvaluations, getStartPoint, optimizeclone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitoptimizegetConvergenceChecker, getEvaluations, getMaxEvaluationspublic SimplexOptimizer()
convergence
checker.public SimplexOptimizer(ConvergenceChecker<PointValuePair> checker)
checker - Convergence checker.public SimplexOptimizer(double rel,
double abs)
rel - Relative threshold.abs - Absolute threshold.public void setSimplex(AbstractSimplex simplex)
simplex - Simplex.protected PointValuePair doOptimize()
doOptimize in class BaseAbstractMultivariateOptimizer<MultivariateFunction>Copyright © 2003-2012 The Apache Software Foundation. All Rights Reserved.