org.apache.commons.math3.optimization.direct
Class BOBYQAOptimizer

java.lang.Object
  org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<FUNC>
      org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateSimpleBoundsOptimizer<MultivariateFunction>
          org.apache.commons.math3.optimization.direct.BOBYQAOptimizer

All Implemented Interfaces:

BaseMultivariateOptimizer<MultivariateFunction>, BaseMultivariateSimpleBoundsOptimizer<MultivariateFunction>, BaseOptimizer<PointValuePair>, MultivariateOptimizer

Deprecated. As of 3.1 (to be removed in 4.0).

@Deprecated
public class BOBYQAOptimizer
extends BaseAbstractMultivariateSimpleBoundsOptimizer<MultivariateFunction>
implements MultivariateOptimizer

Powell's BOBYQA algorithm. This implementation is translated and adapted from the Fortran version available here. See this paper for an introduction.
BOBYQA is particularly well suited for high dimensional problems where derivatives are not available. In most cases it outperforms the 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.

Since:

3.0

Version:

$Id: BOBYQAOptimizer.java 1422230 2012-12-15 12:11:13Z erans $

Field Summary

static double	DEFAULT_INITIAL_RADIUS Deprecated. Default value for initialTrustRegionRadius: 10.0 .
static double	DEFAULT_STOPPING_RADIUS Deprecated. Default value for stoppingTrustRegionRadius: 1.0E-8 .
static int	MINIMUM_PROBLEM_DIMENSION Deprecated. Minimum dimension of the problem: 2

Fields inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

evaluations

Constructor Summary

BOBYQAOptimizer(int numberOfInterpolationPoints)
Deprecated.

BOBYQAOptimizer(int numberOfInterpolationPoints, double initialTrustRegionRadius, double stoppingTrustRegionRadius)
Deprecated.

Method Summary

protected PointValuePair

doOptimize() Deprecated. Perform the bulk of the optimization algorithm.

Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateSimpleBoundsOptimizer

getLowerBound, getUpperBound, optimize, optimize

Methods inherited from class org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getMaxEvaluations, getStartPoint, optimize, optimizeInternal, optimizeInternal

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math3.optimization.BaseMultivariateOptimizer

optimize

Methods inherited from interface org.apache.commons.math3.optimization.BaseOptimizer

getConvergenceChecker, getEvaluations, getMaxEvaluations

Field Detail

MINIMUM_PROBLEM_DIMENSION

public static final int MINIMUM_PROBLEM_DIMENSION

Deprecated.

Minimum dimension of the problem: 2

See Also:

Constant Field Values

DEFAULT_INITIAL_RADIUS

public static final double DEFAULT_INITIAL_RADIUS

Deprecated.

Default value for initialTrustRegionRadius: 10.0 .

See Also:

Constant Field Values

DEFAULT_STOPPING_RADIUS

public static final double DEFAULT_STOPPING_RADIUS

Deprecated.

Default value for stoppingTrustRegionRadius: 1.0E-8 .

See Also:

Constant Field Values

Constructor Detail

BOBYQAOptimizer

public BOBYQAOptimizer(int numberOfInterpolationPoints)

Deprecated.

Parameters:

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.

BOBYQAOptimizer

public BOBYQAOptimizer(int numberOfInterpolationPoints,
                       double initialTrustRegionRadius,
                       double stoppingTrustRegionRadius)

Deprecated.

Parameters:

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.

Method Detail

doOptimize

protected PointValuePair doOptimize()

Deprecated.

Perform the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseAbstractMultivariateOptimizer<MultivariateFunction>

Returns:

the point/value pair giving the optimal value of the objective function.