Examples of ObjectiveFunction

org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction
Scalar function to be optimized. @since 3.1
org.sat4j.pb.ObjectiveFunction
rinde.sim.pdptw.common.ObjectiveFunction
Instances of this interface define an objective on which a {@link StatisticsDTO} can be measured.
Implementations should not keep any internal state. @author Rinde van Lon

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

            this.factors = new BlockRealMatrix(factors);
            this.target  = target;
        }


        public ObjectiveFunction getObjectiveFunction() {
            return new ObjectiveFunction(new MultivariateFunction() {
                    public double value(double[] point) {
                        double[] y = factors.operate(point);
                        double sum = 0;
                        for (int i = 0; i < y.length; ++i) {
                            double ri = y[i] - target[i];

View Full Code Here

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

        final double[] start = { 0 };
        final double[] lower = { -1e6 };
        final double[] upper = { 1.5 };
        final double[] sigma = { 1e-1 };
        final double[] result = optimizer.optimize(new MaxEval(10000),
                                                   new ObjectiveFunction(fitnessFunction),
                                                   GoalType.MINIMIZE,
                                                   new CMAESOptimizer.PopulationSize(5),
                                                   new CMAESOptimizer.Sigma(sigma),
                                                   new InitialGuess(start),
                                                   new SimpleBounds(lower, upper)).getPoint();

View Full Code Here

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction


        final double[] start = { 1 };
 
        // No bounds.
        PointValuePair result = optimizer.optimize(new MaxEval(100000),
                                                   new ObjectiveFunction(fitnessFunction),
                                                   GoalType.MINIMIZE,
                                                   SimpleBounds.unbounded(1),
                                                   new CMAESOptimizer.PopulationSize(5),
                                                   new CMAESOptimizer.Sigma(new double[] { 1e-1 }),
                                                   new InitialGuess(start));
        final double resNoBound = result.getPoint()[0];


        // Optimum is near the lower bound.
        final double[] lower = { -20 };
        final double[] upper = { 5e16 };
        final double[] sigma = { 10 };
        result = optimizer.optimize(new MaxEval(100000),
                                    new ObjectiveFunction(fitnessFunction),
                                    GoalType.MINIMIZE,
                                    new CMAESOptimizer.PopulationSize(5),
                                    new CMAESOptimizer.Sigma(sigma),
                                    new InitialGuess(start),
                                    new SimpleBounds(lower, upper));
        final double resNearLo = result.getPoint()[0];


        // Optimum is near the upper bound.
        lower[0] = -5e16;
        upper[0] = 20;
        result = optimizer.optimize(new MaxEval(100000),
                                    new ObjectiveFunction(fitnessFunction),
                                    GoalType.MINIMIZE,
                                    new CMAESOptimizer.PopulationSize(5),
                                    new CMAESOptimizer.Sigma(sigma),
                                    new InitialGuess(start),
                                    new SimpleBounds(lower, upper));

View Full Code Here

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

        // test diagonalOnly = 0 - slow but normally fewer feval#
        CMAESOptimizer optim = new CMAESOptimizer(30000, stopValue, isActive, diagonalOnly,
                                                  0, new MersenneTwister(), false, null);
        PointValuePair result = boundaries == null ?
            optim.optimize(new MaxEval(maxEvaluations),
                           new ObjectiveFunction(func),
                           goal,
                           new InitialGuess(startPoint),
                           SimpleBounds.unbounded(dim),
                           new CMAESOptimizer.Sigma(inSigma),
                           new CMAESOptimizer.PopulationSize(lambda)) :
            optim.optimize(new MaxEval(maxEvaluations),
                           new ObjectiveFunction(func),
                           goal,
                           new SimpleBounds(boundaries[0],
                                            boundaries[1]),
                           new InitialGuess(startPoint),
                           new CMAESOptimizer.Sigma(inSigma),

View Full Code Here

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

        int dim = startPoint.length;
        final int numIterpolationPoints = 2 * dim + 1 + additionalInterpolationPoints;
        BOBYQAOptimizer optim = new BOBYQAOptimizer(numIterpolationPoints);
        PointValuePair result = boundaries == null ?
            optim.optimize(new MaxEval(maxEvaluations),
                           new ObjectiveFunction(func),
                           goal,
                           SimpleBounds.unbounded(dim),
                           new InitialGuess(startPoint)) :
            optim.optimize(new MaxEval(maxEvaluations),
                           new ObjectiveFunction(func),
                           goal,
                           new InitialGuess(startPoint),
                           new SimpleBounds(boundaries[0],
                                            boundaries[1]));
//        System.out.println(func.getClass().getName() + " = "

View Full Code Here

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

            this.factors = new BlockRealMatrix(factors);
            this.target  = target;
        }


        public ObjectiveFunction getObjectiveFunction() {
            return new ObjectiveFunction(new MultivariateFunction() {
                    public double value(double[] point) {
                        double[] y = factors.operate(point);
                        double sum = 0;
                        for (int i = 0; i < y.length; ++i) {
                            double ri = y[i] - target[i];

View Full Code Here

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

        final MultivariateFunction func = new SumSincFunction(-1);
        final PowellOptimizer optim = new PowellOptimizer(1e-8, 1e-5,
                                                          1e-4, 1e-4);


        optim.optimize(new MaxEval(100),
                       new ObjectiveFunction(func),
                       GoalType.MINIMIZE,
                       new InitialGuess(new double[] { -3, 0 }),
                       new SimpleBounds(new double[] { -5, -1 },
                                        new double[] { 5, 1 }));
    }

View Full Code Here

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

        // Very small absolute tolerance to rely solely on the relative
        // tolerance as a stopping criterion
        final PowellOptimizer optim = new PowellOptimizer(relTol, 1e-100);


        final PointValuePair funcResult = optim.optimize(new MaxEval(maxEval),
                                                         new ObjectiveFunction(func),
                                                         GoalType.MINIMIZE,
                                                         new InitialGuess(init));
        final double funcValue = func.value(funcResult.getPoint());
        final int funcEvaluations = optim.getEvaluations();


        final double scale = 1e10;
        final MultivariateFunction funcScaled = new MultivariateFunction() {
                public double value(double[] x) {
                    return scale * func.value(x);
                }
            };


        final PointValuePair funcScaledResult = optim.optimize(new MaxEval(maxEval),
                                                               new ObjectiveFunction(funcScaled),
                                                               GoalType.MINIMIZE,
                                                               new InitialGuess(init));
        final double funcScaledValue = funcScaled.value(funcScaledResult.getPoint());
        final int funcScaledEvaluations = optim.getEvaluations();

View Full Code Here

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

                        double fTol,
                        double pointTol) {
        final PowellOptimizer optim = new PowellOptimizer(fTol, Math.ulp(1d));


        final PointValuePair result = optim.optimize(new MaxEval(1000),
                                                     new ObjectiveFunction(func),
                                                     goal,
                                                     new InitialGuess(init));
        final double[] point = result.getPoint();


        for (int i = 0, dim = optimum.length; i < dim; i++) {

View Full Code Here

Examples of org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction

                        double pointTol) {
        final PowellOptimizer optim = new PowellOptimizer(fTol, Math.ulp(1d),
                                                          fLineTol, Math.ulp(1d));


        final PointValuePair result = optim.optimize(new MaxEval(1000),
                                                     new ObjectiveFunction(func),
                                                     goal,
                                                     new InitialGuess(init));
        final double[] point = result.getPoint();


        for (int i = 0, dim = optimum.length; i < dim; i++) {

View Full Code Here

0 1 2 3 4 5

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.