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<div class="subTitle">org.apache.commons.math3.optimization.direct</div>
<h2 title="Class MultivariateFunctionPenaltyAdapter" class="title">Class MultivariateFunctionPenaltyAdapter</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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<div class="block"><strong>Deprecated.</strong>
<div class="block"><i>As of 3.1 (to be removed in 4.0).</i></div>
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<pre><a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a>
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/optimization/direct/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 solution to simple bounds optimization constraints
that can be used with simple optimizers like <a href="../../../../../../org/apache/commons/math3/optimization/direct/SimplexOptimizer.html" title="class in org.apache.commons.math3.optimization.direct"><code>SimplexOptimizer</code></a> with <a href="../../../../../../org/apache/commons/math3/optimization/direct/NelderMeadSimplex.html" title="class in org.apache.commons.math3.optimization.direct"><code>NelderMeadSimplex</code></a> or <a href="../../../../../../org/apache/commons/math3/optimization/direct/MultiDirectionalSimplex.html" title="class in org.apache.commons.math3.optimization.direct"><code>MultiDirectionalSimplex</code></a>. A better solution is to use
an optimizer that directly supports simple bounds like <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html" title="class in org.apache.commons.math3.optimization.direct"><code>CMAESOptimizer</code></a> or
<a href="../../../../../../org/apache/commons/math3/optimization/direct/BOBYQAOptimizer.html" title="class in org.apache.commons.math3.optimization.direct"><code>BOBYQAOptimizer</code></a>. One caveat of this poor man 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/optimization/direct/MultivariateFunctionMappingAdapter.html" title="class in org.apache.commons.math3.optimization.direct"><code>MultivariateFunctionMappingAdapter</code></a></dd></dl>
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<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/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"><strong>Deprecated.</strong> </div>
<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/optimization/direct/MultivariateFunctionPenaltyAdapter.html#value(double[])">value</a></strong>(double[] point)</code>
<div class="block"><strong>Deprecated.</strong> </div>
<div class="block">Compute the underlying function value from an unbounded point.</div>
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<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"><span class="strong">Deprecated.</span> </div>
<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>
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<h4>value</h4>
<pre>public double value(double[] point)</pre>
<div class="block"><span class="strong">Deprecated.</span> </div>
<div class="block">Compute 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>
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