/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math3.optimization; import org.apache.commons.math3.analysis.MultivariateFunction; import org.apache.commons.math3.optimization.direct.NelderMeadSimplex; import org.apache.commons.math3.optimization.direct.SimplexOptimizer; import org.apache.commons.math3.random.GaussianRandomGenerator; import org.apache.commons.math3.random.JDKRandomGenerator; import org.apache.commons.math3.random.RandomVectorGenerator; import org.apache.commons.math3.random.UncorrelatedRandomVectorGenerator; import org.junit.Assert; import org.junit.Test; @Deprecated public class MultivariateMultiStartOptimizerTest { @Test public void testRosenbrock() { Rosenbrock rosenbrock = new Rosenbrock(); SimplexOptimizer underlying = new SimplexOptimizer(new SimpleValueChecker(-1, 1.0e-3)); NelderMeadSimplex simplex = new NelderMeadSimplex(new double[][] { { -1.2, 1.0 }, { 0.9, 1.2 } , { 3.5, -2.3 } }); underlying.setSimplex(simplex); JDKRandomGenerator g = new JDKRandomGenerator(); g.setSeed(16069223052l); RandomVectorGenerator generator = new UncorrelatedRandomVectorGenerator(2, new GaussianRandomGenerator(g)); MultivariateMultiStartOptimizer optimizer = new MultivariateMultiStartOptimizer(underlying, 10, generator); PointValuePair optimum = optimizer.optimize(1100, rosenbrock, GoalType.MINIMIZE, new double[] { -1.2, 1.0 }); Assert.assertEquals(rosenbrock.getCount(), optimizer.getEvaluations()); Assert.assertTrue(optimizer.getEvaluations() > 900); Assert.assertTrue(optimizer.getEvaluations() < 1200); Assert.assertTrue(optimum.getValue() < 8.0e-4); } private static class Rosenbrock implements MultivariateFunction { private int count; public Rosenbrock() { count = 0; } public double value(double[] x) { ++count; double a = x[1] - x[0] * x[0]; double b = 1.0 - x[0]; return 100 * a * a + b * b; } public int getCount() { return count; } } }