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diff --git a/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionPenaltyAdapter.html b/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionPenaltyAdapter.html new file mode 100644 index 0000000..bbbfe59 --- /dev/null +++ b/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionPenaltyAdapter.html @@ -0,0 +1,360 @@ +<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> +<!-- NewPage --> +<html lang="en"> +<head> +<meta http-equiv="Content-Type" content="text/html; charset=UTF-8"> +<title>MultivariateFunctionPenaltyAdapter (Apache Commons Math 3.6.1 API)</title> +<link rel="stylesheet" type="text/css" href="../../../../../../../stylesheet.css" title="Style"> +</head> +<body> +<script type="text/javascript"><!-- + if (location.href.indexOf('is-external=true') == -1) { + parent.document.title="MultivariateFunctionPenaltyAdapter (Apache Commons Math 3.6.1 API)"; 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+ if(window==top) { + allClassesLink.style.display = "block"; + } + else { + allClassesLink.style.display = "none"; + } + //--> +</script> +</div> +<div> +<ul class="subNavList"> +<li>Summary: </li> +<li>Nested | </li> +<li>Field | </li> +<li><a href="#constructor_summary">Constr</a> | </li> +<li><a href="#method_summary">Method</a></li> +</ul> +<ul class="subNavList"> +<li>Detail: </li> +<li>Field | </li> +<li><a href="#constructor_detail">Constr</a> | </li> +<li><a href="#method_detail">Method</a></li> +</ul> +</div> +<a name="skip-navbar_top"> +<!-- --> +</a></div> +<!-- ========= END OF TOP NAVBAR ========= --> +<!-- ======== START OF CLASS DATA ======== --> +<div class="header"> +<div class="subTitle">org.apache.commons.math3.optim.nonlinear.scalar</div> +<h2 title="Class MultivariateFunctionPenaltyAdapter" class="title">Class MultivariateFunctionPenaltyAdapter</h2> +</div> +<div class="contentContainer"> +<ul class="inheritance"> +<li><a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">java.lang.Object</a></li> +<li> +<ul class="inheritance"> +<li>org.apache.commons.math3.optim.nonlinear.scalar.MultivariateFunctionPenaltyAdapter</li> +</ul> +</li> +</ul> +<div class="description"> +<ul class="blockList"> +<li class="blockList"> +<dl> +<dt>All Implemented Interfaces:</dt> +<dd><a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a></dd> +</dl> +<hr> +<br> +<pre>public class <span class="strong">MultivariateFunctionPenaltyAdapter</span> +extends <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a> +implements <a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a></pre> +<div class="block"><p>Adapter extending bounded <a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis"><code>MultivariateFunction</code></a> to an unbouded + domain using a penalty function.</p> + + <p> + This adapter can be used to wrap functions subject to simple bounds on + parameters so they can be used by optimizers that do <em>not</em> directly + support simple bounds. + </p> + <p> + The principle is that the user function that will be wrapped will see its + parameters bounded as required, i.e when its <code>value</code> method is called + with argument array <code>point</code>, the elements array will fulfill requirement + <code>lower[i] <= point[i] <= upper[i]</code> for all i. Some of the components + may be unbounded or bounded only on one side if the corresponding bound is + set to an infinite value. The optimizer will not manage the user function by + itself, but it will handle this adapter and it is this adapter that will take + care the bounds are fulfilled. The adapter <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionPenaltyAdapter.html#value(double[])"><code>value(double[])</code></a> method will + be called by the optimizer with unbound parameters, and the adapter will check + if the parameters is within range or not. If it is in range, then the underlying + user function will be called, and if it is not the value of a penalty function + will be returned instead. + </p> + <p> + This adapter is only a poor-man's solution to simple bounds optimization + constraints that can be used with simple optimizers like + <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar.noderiv"><code>SimplexOptimizer</code></a>. + A better solution is to use an optimizer that directly supports simple bounds like + <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar.noderiv"><code>CMAESOptimizer</code></a> or + <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/noderiv/BOBYQAOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar.noderiv"><code>BOBYQAOptimizer</code></a>. + One caveat of this poor-man's solution is that if start point or start simplex + is completely outside of the allowed range, only the penalty function is used, + and the optimizer may converge without ever entering the range. + </p></div> +<dl><dt><span class="strong">Since:</span></dt> + <dd>3.0</dd> +<dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><code>MultivariateFunctionMappingAdapter</code></a></dd></dl> +</li> +</ul> +</div> +<div class="summary"> +<ul class="blockList"> +<li class="blockList"> +<!-- ======== CONSTRUCTOR SUMMARY ======== --> +<ul class="blockList"> +<li class="blockList"><a name="constructor_summary"> +<!-- --> +</a> +<h3>Constructor Summary</h3> +<table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Constructor Summary table, listing constructors, and an explanation"> +<caption><span>Constructors</span><span class="tabEnd"> </span></caption> +<tr> +<th class="colOne" scope="col">Constructor and Description</th> +</tr> +<tr class="altColor"> +<td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionPenaltyAdapter.html#MultivariateFunctionPenaltyAdapter(org.apache.commons.math3.analysis.MultivariateFunction,%20double[],%20double[],%20double,%20double[])">MultivariateFunctionPenaltyAdapter</a></strong>(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a> bounded, + double[] lower, + double[] upper, + double offset, + double[] scale)</code> +<div class="block">Simple constructor.</div> +</td> +</tr> +</table> +</li> +</ul> +<!-- ========== METHOD SUMMARY =========== --> +<ul class="blockList"> +<li class="blockList"><a name="method_summary"> +<!-- --> +</a> +<h3>Method Summary</h3> +<table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation"> +<caption><span>Methods</span><span class="tabEnd"> </span></caption> +<tr> +<th class="colFirst" scope="col">Modifier and Type</th> +<th class="colLast" scope="col">Method and Description</th> +</tr> +<tr class="altColor"> +<td class="colFirst"><code>double</code></td> +<td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionPenaltyAdapter.html#value(double[])">value</a></strong>(double[] point)</code> +<div class="block">Computes the underlying function value from an unbounded point.</div> +</td> +</tr> +</table> +<ul class="blockList"> +<li class="blockList"><a name="methods_inherited_from_class_java.lang.Object"> +<!-- --> +</a> +<h3>Methods inherited from class java.lang.<a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></h3> +<code><a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#wait(long,%20int)" title="class or interface in java.lang">wait</a></code></li> +</ul> +</li> +</ul> +</li> +</ul> +</div> +<div class="details"> +<ul class="blockList"> +<li class="blockList"> +<!-- ========= CONSTRUCTOR DETAIL ======== --> +<ul class="blockList"> +<li class="blockList"><a name="constructor_detail"> +<!-- --> +</a> +<h3>Constructor Detail</h3> +<a name="MultivariateFunctionPenaltyAdapter(org.apache.commons.math3.analysis.MultivariateFunction, double[], double[], double, double[])"> +<!-- --> +</a> +<ul class="blockListLast"> +<li class="blockList"> +<h4>MultivariateFunctionPenaltyAdapter</h4> +<pre>public MultivariateFunctionPenaltyAdapter(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a> bounded, + double[] lower, + double[] upper, + double offset, + double[] scale)</pre> +<div class="block">Simple constructor. + <p> + When the optimizer provided points are out of range, the value of the + penalty function will be used instead of the value of the underlying + function. In order for this penalty to be effective in rejecting this + point during the optimization process, the penalty function value should + be defined with care. This value is computed as: + <pre> + penalty(point) = offset + ∑<sub>i</sub>[scale[i] * √|point[i]-boundary[i]|] + </pre> + where indices i correspond to all the components that violates their boundaries. + </p> + <p> + So when attempting a function minimization, offset should be larger than + the maximum expected value of the underlying function and scale components + should all be positive. When attempting a function maximization, offset + should be lesser than the minimum expected value of the underlying function + and scale components should all be negative. + minimization, and lesser than the minimum expected value of the underlying + function when attempting maximization. + </p> + <p> + These choices for the penalty function have two properties. First, all out + of range points will return a function value that is worse than the value + returned by any in range point. Second, the penalty is worse for large + boundaries violation than for small violations, so the optimizer has an hint + about the direction in which it should search for acceptable points. + </p></div> +<dl><dt><span class="strong">Parameters:</span></dt><dd><code>bounded</code> - bounded function</dd><dd><code>lower</code> - lower bounds for each element of the input parameters array + (some elements may be set to <code>Double.NEGATIVE_INFINITY</code> for + unbounded values)</dd><dd><code>upper</code> - upper bounds for each element of the input parameters array + (some elements may be set to <code>Double.POSITIVE_INFINITY</code> for + unbounded values)</dd><dd><code>offset</code> - base offset of the penalty function</dd><dd><code>scale</code> - scale of the penalty function</dd> +<dt><span class="strong">Throws:</span></dt> +<dd><code><a href="../../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if lower bounds, upper bounds and + scales are not consistent, either according to dimension or to bounadary + values</dd></dl> +</li> +</ul> +</li> +</ul> +<!-- ============ METHOD DETAIL ========== --> +<ul class="blockList"> +<li class="blockList"><a name="method_detail"> +<!-- --> +</a> +<h3>Method Detail</h3> +<a name="value(double[])"> +<!-- --> +</a> +<ul class="blockListLast"> +<li class="blockList"> +<h4>value</h4> +<pre>public double value(double[] point)</pre> +<div class="block">Computes the underlying function value from an unbounded point. + <p> + This method simply returns the value of the underlying function + if the unbounded point already fulfills the bounds, and compute + a replacement value using the offset and scale if bounds are + violated, without calling the function at all. + </p></div> +<dl> +<dt><strong>Specified by:</strong></dt> +<dd><code><a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html#value(double[])">value</a></code> in interface <code><a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a></code></dd> +<dt><span class="strong">Parameters:</span></dt><dd><code>point</code> - unbounded point</dd> +<dt><span class="strong">Returns:</span></dt><dd>either underlying function value or penalty function value</dd></dl> +</li> +</ul> +</li> +</ul> +</li> +</ul> +</div> +</div> +<!-- ========= END OF CLASS DATA ========= --> +<!-- ======= START OF BOTTOM NAVBAR ====== --> +<div class="bottomNav"><a name="navbar_bottom"> +<!-- --> +</a><a href="#skip-navbar_bottom" title="Skip navigation links"></a><a name="navbar_bottom_firstrow"> +<!-- --> +</a> +<ul class="navList" title="Navigation"> +<li><a href="../../../../../../../overview-summary.html">Overview</a></li> +<li><a href="package-summary.html">Package</a></li> +<li class="navBarCell1Rev">Class</li> +<li><a href="class-use/MultivariateFunctionPenaltyAdapter.html">Use</a></li> +<li><a href="package-tree.html">Tree</a></li> +<li><a href="../../../../../../../deprecated-list.html">Deprecated</a></li> +<li><a href="../../../../../../../index-all.html">Index</a></li> +<li><a href="../../../../../../../help-doc.html">Help</a></li> +</ul> +<div class="aboutLanguage"><em><script type="text/javascript" src="http://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script></em></div> +</div> +<div class="subNav"> +<ul class="navList"> +<li><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><span class="strong">Prev Class</span></a></li> +<li><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><span class="strong">Next Class</span></a></li> +</ul> +<ul class="navList"> +<li><a href="../../../../../../../index.html?org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionPenaltyAdapter.html" target="_top">Frames</a></li> +<li><a href="MultivariateFunctionPenaltyAdapter.html" target="_top">No Frames</a></li> +</ul> +<ul class="navList" id="allclasses_navbar_bottom"> +<li><a href="../../../../../../../allclasses-noframe.html">All Classes</a></li> +</ul> +<div> +<script type="text/javascript"><!-- + allClassesLink = document.getElementById("allclasses_navbar_bottom"); 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