/* * 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.optim.nonlinear.vector; import java.util.Collections; import java.util.List; import java.util.ArrayList; import java.util.Comparator; import org.apache.commons.math3.exception.NotStrictlyPositiveException; import org.apache.commons.math3.exception.NullArgumentException; import org.apache.commons.math3.linear.RealMatrix; import org.apache.commons.math3.linear.RealVector; import org.apache.commons.math3.linear.ArrayRealVector; import org.apache.commons.math3.random.RandomVectorGenerator; import org.apache.commons.math3.optim.BaseMultiStartMultivariateOptimizer; import org.apache.commons.math3.optim.PointVectorValuePair; /** * Multi-start optimizer for a (vector) model function. * * This class wraps an optimizer in order to use it several times in * turn with different starting points (trying to avoid being trapped * in a local extremum when looking for a global one). * * @since 3.0 */ @Deprecated public class MultiStartMultivariateVectorOptimizer extends BaseMultiStartMultivariateOptimizer<PointVectorValuePair> { /** Underlying optimizer. */ private final MultivariateVectorOptimizer optimizer; /** Found optima. */ private final List<PointVectorValuePair> optima = new ArrayList<PointVectorValuePair>(); /** * Create a multi-start optimizer from a single-start optimizer. * * @param optimizer Single-start optimizer to wrap. * @param starts Number of starts to perform. * If {@code starts == 1}, the result will be same as if {@code optimizer} * is called directly. * @param generator Random vector generator to use for restarts. * @throws NullArgumentException if {@code optimizer} or {@code generator} * is {@code null}. * @throws NotStrictlyPositiveException if {@code starts < 1}. */ public MultiStartMultivariateVectorOptimizer(final MultivariateVectorOptimizer optimizer, final int starts, final RandomVectorGenerator generator) throws NullArgumentException, NotStrictlyPositiveException { super(optimizer, starts, generator); this.optimizer = optimizer; } /** * {@inheritDoc} */ @Override public PointVectorValuePair[] getOptima() { Collections.sort(optima, getPairComparator()); return optima.toArray(new PointVectorValuePair[0]); } /** * {@inheritDoc} */ @Override protected void store(PointVectorValuePair optimum) { optima.add(optimum); } /** * {@inheritDoc} */ @Override protected void clear() { optima.clear(); } /** * @return a comparator for sorting the optima. */ private Comparator<PointVectorValuePair> getPairComparator() { return new Comparator<PointVectorValuePair>() { /** Observed value to be matched. */ private final RealVector target = new ArrayRealVector(optimizer.getTarget(), false); /** Observations weights. */ private final RealMatrix weight = optimizer.getWeight(); /** {@inheritDoc} */ public int compare(final PointVectorValuePair o1, final PointVectorValuePair o2) { if (o1 == null) { return (o2 == null) ? 0 : 1; } else if (o2 == null) { return -1; } return Double.compare(weightedResidual(o1), weightedResidual(o2)); } private double weightedResidual(final PointVectorValuePair pv) { final RealVector v = new ArrayRealVector(pv.getValueRef(), false); final RealVector r = target.subtract(v); return r.dotProduct(weight.operate(r)); } }; } }