org.apache.commons.math3.optimization.direct

Class SimplexOptimizer

java.lang.Object

org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer<MultivariateFunction>

org.apache.commons.math3.optimization.direct.SimplexOptimizer

All Implemented Interfaces:

BaseMultivariateOptimizer<MultivariateFunction>, BaseOptimizer<PointValuePair>, MultivariateOptimizer

Deprecated.

As of 3.1 (to be removed in 4.0).

@Deprecated
public class SimplexOptimizer
extends BaseAbstractMultivariateOptimizer<MultivariateFunction>
implements MultivariateOptimizer

This class implements simplex-based direct search optimization.

Direct search methods only use objective function values, they do not need derivatives and don't either try to compute approximation of the derivatives. According to a 1996 paper by Margaret H. Wright (Direct Search Methods: Once Scorned, Now Respectable), they are used when either the computation of the derivative is impossible (noisy functions, unpredictable discontinuities) or difficult (complexity, computation cost). In the first cases, rather than an optimum, a not too bad point is desired. In the latter cases, an optimum is desired but cannot be reasonably found. In all cases direct search methods can be useful.

Simplex-based direct search methods are based on comparison of the objective function values at the vertices of a simplex (which is a set of n+1 points in dimension n) that is updated by the algorithms steps.

The setSimplex method must be called prior to calling the optimize method.

Each call to optimize will re-use the start configuration of the current simplex and move it such that its first vertex is at the provided start point of the optimization. If the optimize method is called to solve a different problem and the number of parameters change, the simplex must be re-initialized to one with the appropriate dimensions.

Convergence is checked by providing the worst points of previous and current simplex to the convergence checker, not the best ones.

This simplex optimizer implementation does not directly support constrained optimization with simple bounds, so for such optimizations, either a more dedicated method must be used like CMAESOptimizer or BOBYQAOptimizer, or the optimized method must be wrapped in an adapter like MultivariateFunctionMappingAdapter or MultivariateFunctionPenaltyAdapter.

Since:

3.0

See Also:

AbstractSimplex, MultivariateFunctionMappingAdapter, MultivariateFunctionPenaltyAdapter, CMAESOptimizer, BOBYQAOptimizer

Constructor Summary

Constructors

Constructor and Description
SimplexOptimizer() Deprecated. See SimpleValueChecker.SimpleValueChecker()
SimplexOptimizer(ConvergenceChecker<PointValuePair> checker) Deprecated.
SimplexOptimizer(double rel, double abs) Deprecated.

Method Summary

Modifier and Type	Method and Description
void	setSimplex(AbstractSimplex simplex) Deprecated. As of 3.1. The initial simplex can now be passed as an argument of the BaseAbstractMultivariateOptimizer.optimize(int,MultivariateFunction,GoalType,OptimizationData[]) method.

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

getConvergenceChecker, getEvaluations, getGoalType, getLowerBound, getMaxEvaluations, getStartPoint, getUpperBound, optimize, optimize

Methods inherited from class java.lang.Object

equals, 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

Constructor Detail

SimplexOptimizer

@Deprecated
public SimplexOptimizer()

Deprecated. See SimpleValueChecker.SimpleValueChecker()

Constructor using a default convergence checker.

SimplexOptimizer

public SimplexOptimizer(ConvergenceChecker<PointValuePair> checker)

Deprecated.

Parameters:

checker - Convergence checker.

SimplexOptimizer

public SimplexOptimizer(double rel,
                        double abs)

Deprecated.

Parameters:

rel - Relative threshold.

abs - Absolute threshold.

Method Detail

setSimplex

@Deprecated
public void setSimplex(AbstractSimplex simplex)

Deprecated. As of 3.1. The initial simplex can now be passed as an argument of the BaseAbstractMultivariateOptimizer.optimize(int,MultivariateFunction,GoalType,OptimizationData[]) method.

Set the simplex algorithm.

Parameters:

simplex - Simplex.