Package com.irurueta.numerical.optimization

Class LineMultiOptimizer

java.lang.Object

com.irurueta.numerical.optimization.Optimizer

com.irurueta.numerical.optimization.MultiOptimizer

com.irurueta.numerical.optimization.LineMultiOptimizer

Direct Known Subclasses:

ConjugateGradientMultiOptimizer, PowellMultiOptimizer

public abstract class LineMultiOptimizer
extends MultiOptimizer

Abstract class to search for a local minimum on a multidimensional function along a given line of input parameters. Line minimization implementations exist such as Powell's method or conjugate gradients. Among those, usually conjugate gradients provide faster convergence because search directions during the estimation don't need to be perpendicular.

Field Summary

Fields

Modifier and Type	Field	Description
private BrentSingleOptimizer	brent	Internal optimizer to find a minimum of a function along a line of input values.
private DirectionalEvaluator	evaluator	Class in charge of evaluating a function through a given line.
private int	n	Number of dimensions on function being evaluated.
protected double[]	p	n-dimensional point containing a minimum in a given line.
protected double[]	xi	Direction to make the search.

Fields inherited from class com.irurueta.numerical.optimization.MultiOptimizer

fmin, listener, resultAvailable, xmin

Fields inherited from class com.irurueta.numerical.optimization.Optimizer

iterationCompletedListener, locked

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	LineMultiOptimizer()	Empty constructor.
protected	LineMultiOptimizer(MultiDimensionFunctionEvaluatorListener listener)	Constructor.
protected	LineMultiOptimizer(MultiDimensionFunctionEvaluatorListener listener, double[] point, double[] direction)	Constructor.

Method Summary

Modifier and Type	Method	Description
double[]	getDirection()	Returns direction to start looking for a minimum.
double[]	getStartPoint()	Returns start point where algorithm will be started.
private void	internalSetStartPointAndDirection(double[] point, double[] direction)	Internal method to set start point and direction to start the search for a local minimum.
boolean	isDirectionAvailable()	Returns boolean indicating whether direction has already been provided and is ready for retrieval.
boolean	isReady()	Returns boolean indicating whether this instance is considered to be ready to start the estimation of a minimum.
boolean	isStartPointAvailable()	Returns boolean indicating whether start point has already been provided and is ready for retrieval.
protected double	linmin()	Searches for a minimum along a given line of input values.
void	setStartPointAndDirection(double[] point, double[] direction)	Internal method to set start point and direction to start the search for a local minimum.

Methods inherited from class com.irurueta.numerical.optimization.MultiOptimizer

getEvaluationAtResult, getListener, getResult, isListenerAvailable, isResultAvailable, setListener

Methods inherited from class com.irurueta.numerical.optimization.Optimizer

getOnIterationCompletedListener, isLocked, minimize, setOnIterationCompletedListener

Methods inherited from class java.lang.Object

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

Field Details

p

protected double[] p

n-dimensional point containing a minimum in a given line.

xi

protected double[] xi

Direction to make the search.

n

private int n

Number of dimensions on function being evaluated.

evaluator

private DirectionalEvaluator evaluator

Class in charge of evaluating a function through a given line.

brent

private BrentSingleOptimizer brent

Internal optimizer to find a minimum of a function along a line of input values. Hence, input is converted to a single dimension using a DirectionalEvaluator.

Constructor Details

LineMultiOptimizer

protected LineMultiOptimizer()

Empty constructor.

LineMultiOptimizer

protected LineMultiOptimizer(MultiDimensionFunctionEvaluatorListener listener)

Constructor.

Parameters:

listener - Listener to evaluate a multi-dimension function.

LineMultiOptimizer

protected LineMultiOptimizer(MultiDimensionFunctionEvaluatorListener listener,
 double[] point,
 double[] direction)

Constructor.

Parameters:

listener - Listener to evaluate a multi-dimension function.

point - Start point where algorithm will be started. Start point should be close to the local minimum to be found. Provided array must have a length equal to the number of dimensions of the function being evaluated, otherwise and exception will be raised when searching for the minimum.

direction - Direction to start looking for a minimum. Provided array must have the same length as the number of dimensions of the function being evaluated. Provided direction is considered as a vector pointing to the minimum to be found.

Throws:

IllegalArgumentException - Raised if provided point and direction don't have the same length.

Method Details

isStartPointAvailable

public boolean isStartPointAvailable()

Returns boolean indicating whether start point has already been provided and is ready for retrieval.

Returns:

True if available, false otherwise.

getStartPoint

public double[] getStartPoint()
                       throws NotAvailableException

Returns start point where algorithm will be started. Start point should be close to the local minimum to be found.

Returns:

Start point where algorithm will be started.

Throws:

NotAvailableException - Raised if start point has not yet been provided and is not available.

isDirectionAvailable

public boolean isDirectionAvailable()

Returns boolean indicating whether direction has already been provided and is ready for retrieval.

Returns:

True if available, false otherwise.

getDirection

public double[] getDirection()
                      throws NotAvailableException

Returns direction to start looking for a minimum. Provided array must have the same length as the number of dimensions of the function being evaluated. Provided direction is considered as a vector pointing to the minimum to be found.

Returns:

Direction to start looking for a minimum.

Throws:

NotAvailableException - Raised if direction has not yet been provided and is not available.

setStartPointAndDirection

public void setStartPointAndDirection(double[] point,
 double[] direction)
                               throws LockedException

Internal method to set start point and direction to start the search for a local minimum.

Parameters:

point - Start point where algorithm will be started. Start point should be close to the local minimum to be found. Provided array must have a length equal to the number of dimensions of the function being evaluated, otherwise and exception will be raised when searching for the minimum.

direction - Direction to start looking for a minimum. Provided array must have the same length as the number of dimensions of the function being evaluated. Provided direction is considered as a vector pointing to the minimum to be found.

Throws:

LockedException - Raised if this instance is locked.

IllegalArgumentException - Raised if provided point and direction don't have the same length.

isReady

public boolean isReady()

Returns boolean indicating whether this instance is considered to be ready to start the estimation of a minimum. This instance is considered to be ready once a listener, start point and direction are provided.

Overrides:

isReady in class MultiOptimizer

Returns:

True if this instance is ready, false otherwise.

linmin

protected double linmin()

Searches for a minimum along a given line of input values. The line being searched is obtained by using a start point and direction.

Returns:

Returns function evaluation at minimum that has been found.

internalSetStartPointAndDirection

private void internalSetStartPointAndDirection(double[] point,
 double[] direction)

Internal method to set start point and direction to start the search for a local minimum. This method does not check whether this instance is locked.

Parameters:

point - Start point where algorithm will be started. Start point should be close to the local minimum to be found. Provided array must have a length equal to the number of dimensions of the function being evaluated, otherwise and exception will be raised when searching for the minimum.

direction - Direction to start looking for a minimum. Provided array must have the same length as the number of dimensions of the function being evaluated. Provided direction is considered as a vector pointing to the minimum to be found.

Throws:

IllegalArgumentException - Raised if provided point and direction don't have the same length.