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<div class="subTitle">org.apache.commons.math3.optim.nonlinear.scalar</div>
<h2 title="Class MultivariateFunctionMappingAdapter" class="title">Class MultivariateFunctionMappingAdapter</h2>
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<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>
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<pre>public class <span class="strong">MultivariateFunctionMappingAdapter</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 for mapping bounded <a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis"><code>MultivariateFunction</code></a> to unbounded ones.</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/MultivariateFunctionMappingAdapter.html#value(double[])"><code>value(double[])</code></a> method will
be called by the optimizer with unbound parameters, and the adapter will map
the unbounded value to the bounded range using appropriate functions like
<a href="../../../../../../../org/apache/commons/math3/analysis/function/Sigmoid.html" title="class in org.apache.commons.math3.analysis.function"><code>Sigmoid</code></a> for double bounded elements for example.
</p>
<p>
As the optimizer sees only unbounded parameters, it should be noted that the
start point or simplex expected by the optimizer should be unbounded, so the
user is responsible for converting his bounded point to unbounded by calling
<a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#boundedToUnbounded(double[])"><code>boundedToUnbounded(double[])</code></a> before providing them to the optimizer.
For the same reason, the point returned by the <a href="../../../../../../../org/apache/commons/math3/optimization/BaseMultivariateOptimizer.html#optimize(int,%20FUNC,%20org.apache.commons.math3.optimization.GoalType,%20double[])"><code>BaseMultivariateOptimizer.optimize(int,
MultivariateFunction, org.apache.commons.math3.optimization.GoalType, double[])</code></a>
method is unbounded. So to convert this point to bounded, users must call
<a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#unboundedToBounded(double[])"><code>unboundedToBounded(double[])</code></a> by themselves!</p>
<p>
This adapter is only a poor man 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 behavior near the bounds may be
numerically unstable as bounds are mapped from infinite values.
Another caveat is that convergence values are evaluated by the optimizer with
respect to unbounded variables, so there will be scales differences when
converted to bounded variables.
</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/MultivariateFunctionPenaltyAdapter.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><code>MultivariateFunctionPenaltyAdapter</code></a></dd></dl>
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<td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#MultivariateFunctionMappingAdapter(org.apache.commons.math3.analysis.MultivariateFunction,%20double[],%20double[])">MultivariateFunctionMappingAdapter</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)</code>
<div class="block">Simple constructor.</div>
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<td class="colFirst"><code>double[]</code></td>
<td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#boundedToUnbounded(double[])">boundedToUnbounded</a></strong>(double[] point)</code>
<div class="block">Maps an array from bounded to unbounded.</div>
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<td class="colFirst"><code>double[]</code></td>
<td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#unboundedToBounded(double[])">unboundedToBounded</a></strong>(double[] point)</code>
<div class="block">Maps an array from unbounded to bounded.</div>
</td>
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<tr class="altColor">
<td class="colFirst"><code>double</code></td>
<td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#value(double[])">value</a></strong>(double[] point)</code>
<div class="block">Compute the underlying function value from an unbounded point.</div>
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<h4>MultivariateFunctionMappingAdapter</h4>
<pre>public MultivariateFunctionMappingAdapter(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a> bounded,
double[] lower,
double[] upper)</pre>
<div class="block">Simple constructor.</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>
<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 and upper bounds are not
consistent, either according to dimension or to values</dd></dl>
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<pre>public double[] unboundedToBounded(double[] point)</pre>
<div class="block">Maps an array from unbounded to bounded.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>point</code> - Unbounded values.</dd>
<dt><span class="strong">Returns:</span></dt><dd>the bounded values.</dd></dl>
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<h4>boundedToUnbounded</h4>
<pre>public double[] boundedToUnbounded(double[] point)</pre>
<div class="block">Maps an array from bounded to unbounded.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>point</code> - Bounded values.</dd>
<dt><span class="strong">Returns:</span></dt><dd>the unbounded values.</dd></dl>
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<h4>value</h4>
<pre>public double value(double[] point)</pre>
<div class="block">Compute the underlying function value from an unbounded point.
<p>
This method simply bounds the unbounded point using the mappings
set up at construction and calls the underlying function using
the bounded point.
</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 value</dd>
<dt><span class="strong">Returns:</span></dt><dd>underlying function value</dd><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateFunctionMappingAdapter.html#unboundedToBounded(double[])"><code>unboundedToBounded(double[])</code></a></dd></dl>
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