Author: erans
Date: Tue Aug 16 21:15:56 2011
New Revision: 1158448
URL: http://svn.apache.org/viewvc?rev=1158448&view=rev
Log:
MATH-621
Removed function "rescue" and "case 190" in function "bobyqb".
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java?rev=1158448&r1=1158447&r2=1158448&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
Tue Aug 16 21:15:56 2011
@@ -664,37 +664,6 @@ public class BOBYQAOptimizer
// useful safeguard, but is not invoked in most applications of
BOBYQA.
}
- case 190: {
- nfsav = getEvaluations();
- kbase = trustRegionCenterInterpolationPointIndex;
-
- rescue(xbase, xpt,
- fval, xopt, gopt, hq, pq, bmat,
- zmat, sl, su, delta,
- vlag);
-
- // XOPT is updated now in case the branch below to label 720 is
taken.
- // Any updating of GOPT occurs after the branch below to label 20,
which
- // leads to a trust region iteration as does the branch to label
60.
-
- xoptsq = ZERO;
- if (trustRegionCenterInterpolationPointIndex != kbase) {
- for (int i = 0; i < n; i++) {
- xopt.setEntry(i,
xpt.getEntry(trustRegionCenterInterpolationPointIndex, i));
- // Computing 2nd power
- final double d1 = xopt.getEntry(i);
- xoptsq += d1 * d1;
- }
- }
- nresc = getEvaluations();
- if (nfsav < getEvaluations()) {
- nfsav = getEvaluations();
- state = 20; break;
- }
- if (ntrits > 0) {
- state = 60; break;
- }
- }
case 210: {
// Pick two alternative vectors of variables, relative to XBASE,
that
// are suitable as new positions of the KNEW-th interpolation
point.
@@ -776,8 +745,8 @@ public class BOBYQAOptimizer
if (ntrits == 0) {
// Computing 2nd power
- d__1 = vlag.getEntry(knew); // XXX Same statement as a few
lines below?
- denom = d__1 * d__1 + alpha * beta;
+ final double d1 = vlag.getEntry(knew);
+ denom = d1 * d1 + alpha * beta;
if (denom < cauchy && cauchy > ZERO) {
for (int i = 0; i < n; i++) {
xnew.setEntry(i, xalt.getEntry(i));
@@ -786,18 +755,9 @@ public class BOBYQAOptimizer
cauchy = ZERO; // XXX Useful statement?
state = 230; break;
}
- // Computing 2nd power
- d__1 = vlag.getEntry(knew); // XXX Same statement as a few
lines above?
- if (denom <= HALF * (d__1 * d__1)) {
- if (getEvaluations() > nresc) {
- state = 190; break;
- }
- throw new
MathIllegalStateException(LocalizedFormats.TOO_MUCH_CANCELLATION, vquad);
- }
-
// Alternatively, if NTRITS is positive, then set KNEW to the
index of
// the next interpolation point to be deleted to make room for
a trust
- // region step. Again RESCUE may be called if rounding errors
have damaged
+ // region step. Again RESCUE may be called if rounding errors
have damaged_
// the chosen denominator, which is the reason for attempting
to select
// KNEW before calculating the next value of the objective
function.
@@ -843,12 +803,6 @@ public class BOBYQAOptimizer
d__2 = temp * (d__3 * d__3);
biglsq = Math.max(d__1, d__2);
}
- if (scaden <= HALF * biglsq) {
- if (getEvaluations() > nresc) {
- state = 190; break;
- }
- throw new
MathIllegalStateException(LocalizedFormats.TOO_MUCH_CANCELLATION, vquad);
- }
}
// Put the variables for the next calculation of the objective
function
@@ -1277,6 +1231,9 @@ public class BOBYQAOptimizer
f = fval.getEntry(trustRegionCenterInterpolationPointIndex);
}
return f;
+ }
+ default: {
+ throw new
MathIllegalStateException(LocalizedFormats.SIMPLE_MESSAGE, "bobyqb");
}}
} // bobyqb
@@ -1896,543 +1853,6 @@ public class BOBYQAOptimizer
} while (getEvaluations() < npt);
} // prelim
- //
----------------------------------------------------------------------------------------
-
- /**
- * The first NDIM+NPT elements of the array W are used for working
space.
- * The final elements of BMAT and ZMAT are set in a well-conditioned
way
- * to the values that are appropriate for the new interpolation
points.
- * The elements of GOPT, HQ and PQ are also revised to the values that
are
- * appropriate to the final quadratic model.
- *
- * The arguments N, NPT, XL, XU, IPRINT, MAXFUN, XBASE, XPT, FVAL,
XOPT,
- * GOPT, HQ, PQ, BMAT, ZMAT, NDIM, SL and SU have the same meanings
as
- * the corresponding arguments of BOBYQB on the entry to RESCUE.
- * NF is maintained as the number of calls of CALFUN so far, except
that
- * NF is set to -1 if the value of MAXFUN prevents further progress.
- * KOPT is maintained so that FVAL(KOPT) is the least calculated
function
- * value. Its correct value must be given on entry. It is updated if
a
- * new least function value is found, but the corresponding changes
to
- * XOPT and GOPT have to be made later by the calling program.
- * DELTA is the current trust region radius.
- * VLAG is a working space vector that will be used for the values of
the
- * provisional Lagrange functions at each of the interpolation
points.
- * They are part of a product that requires VLAG to be of length
NDIM.
- * PTSAUX is also a working space array. For J=1,2,...,N, PTSAUX(1,J)
and
- * PTSAUX(2,J) specify the two positions of provisional interpolation
- * points when a nonzero step is taken along e_J (the J-th coordinate
- * direction) through XBASE+XOPT, as specified below. Usually these
- * steps have length DELTA, but other lengths are chosen if necessary
- * in order to satisfy the given bounds on the variables.
- * PTSID is also a working space array. It has NPT components that
denote
- * provisional new positions of the original interpolation points, in
- * case changes are needed to restore the linear independence of the
- * interpolation conditions. The K-th point is a candidate for change
- * if and only if PTSID(K) is nonzero. In this case let p and q be
the
- * int parts of PTSID(K) and (PTSID(K)-p) multiplied by N+1. If p
- * and q are both positive, the step from XBASE+XOPT to the new K-th
- * interpolation point is PTSAUX(1,p)*e_p + PTSAUX(1,q)*e_q.
Otherwise
- * the step is PTSAUX(1,p)*e_p or PTSAUX(2,q)*e_q in the cases q=0 or
- * p=0, respectively.
- * @param xbase
- * @param xpt
- * @param fval
- * @param xopt
- * @param gopt
- * @param hq
- * @param pq
- * @param bmat
- * @param zmat
- * @param sl
- * @param su
- * @param delta
- * @param vlag
- */
- private void rescue(
- ArrayRealVector xbase,
- Array2DRowRealMatrix xpt,
- ArrayRealVector fval,
- ArrayRealVector xopt,
- ArrayRealVector gopt,
- ArrayRealVector hq,
- ArrayRealVector pq,
- Array2DRowRealMatrix bmat,
- Array2DRowRealMatrix zmat,
- ArrayRealVector sl,
- ArrayRealVector su,
- double delta,
- ArrayRealVector vlag
- ) {
- // System.out.println("rescue"); // XXX
-
- final int n = currentBest.getDimension();
- final int npt = numberOfInterpolationPoints;
- final int ndim = bmat.getRowDimension();
-
- final Array2DRowRealMatrix ptsaux = new Array2DRowRealMatrix(n, 2);
- final ArrayRealVector ptsid = new ArrayRealVector(npt);
-
- final ArrayRealVector work1 = new ArrayRealVector(npt); // Originally:
w(1 .. npt).
- final ArrayRealVector work2 = new ArrayRealVector(n); // Originally:
w(npt+1 .. npt+n).
- final ArrayRealVector work3 = new ArrayRealVector(npt); // Originally:
w(npt+n+1 .. npt+n+npt).
-
- final int np = n + 1;
- final double sfrac = HALF / (double) np;
- final int nptm = npt - np;
-
- // System generated locals
- double d__1, d__2, d__3, d__4;
-
-
- // Local variables
- double f;
- int ih, jp, ip, iq;
- double xp = 0, xq = 0, den = 0;
- int ihp = 0;
- int jpn, kpt;
- double sum = 0, diff = 0, beta = 0;
- int kold;
- double winc;
- int nrem, knew;
- double temp, bsum;
- double hdiag = 0, fbase = 0, denom = 0, vquad = 0, sumpq = 0;
- double dsqmin, distsq, vlmxsq;
-
- // Set some constants.
-
- // Function Body
-
- // Shift the interpolation points so that XOPT becomes the origin, and
set
- // the elements of ZMAT to zero. The value of SUMPQ is required in the
- // updating of HQ below. The squares of the distances from XOPT to the
- // other interpolation points are set at the end of W. Increments of
WINC
- // may be added later to these squares to balance the consideration of
- // the choice of point that is going to become current.
-
- sumpq = ZERO;
- winc = ZERO;
- for (int k = 0; k < npt; k++) {
- distsq = ZERO;
- for (int j = 0; j < n; j++) {
- xpt.setEntry(k, j, xpt.getEntry(k, j) - xopt.getEntry(j));
- // Computing 2nd power
- final double d1 = xpt.getEntry(k, j);
- distsq += d1 * d1;
- }
- sumpq += pq.getEntry(k);
- work3.setEntry(k, distsq);
- winc = Math.max(winc, distsq);
- for (int j = 0; j < nptm; j++) {
- zmat.setEntry(k, j, ZERO);
- }
- }
-
- // Update HQ so that HQ and PQ define the second derivatives of the
model
- // after XBASE has been shifted to the trust region centre.
-
- ih = 0;
- for (int j = 0; j < n; j++) {
- work2.setEntry(j, HALF * sumpq * xopt.getEntry(j));
- for (int k = 0; k < npt; k++) {
- work2.setEntry(j, work2.getEntry(j) + pq.getEntry(k) *
xpt.getEntry(k, j));
- }
- for (int i = 0; i <= j; i++) {
- hq.setEntry(ih, hq.getEntry(ih) + work2.getEntry(i) *
xopt.getEntry(j) + work2.getEntry(j) * xopt.getEntry(i));
- ih++;
- }
- }
-
- // Shift XBASE, SL, SU and XOPT. Set the elements of BMAT to zero, and
- // also set the elements of PTSAUX.
-
- for (int j = 0; j < n; j++) {
- xbase.setEntry(j, xbase.getEntry(j) + xopt.getEntry(j));
- sl.setEntry(j, sl.getEntry(j) - xopt.getEntry(j));
- su.setEntry(j, su.getEntry(j) - xopt.getEntry(j));
- xopt.setEntry(j, ZERO);
- // Computing MIN
- d__1 = delta;
- d__2 = su.getEntry(j);
- ptsaux.setEntry(j, 0, Math.min(d__1, d__2));
- // Computing MAX
- d__1 = -delta;
- d__2 = sl.getEntry(j);
- ptsaux.setEntry(j, 1, Math.max(d__1, d__2));
- if (ptsaux.getEntry(j, 0) + ptsaux.getEntry(j, 1) < ZERO) {
- temp = ptsaux.getEntry(j, 0);
- ptsaux.setEntry(j, 0, ptsaux.getEntry(j, 1));
- ptsaux.setEntry(j, 1, temp);
- }
- d__2 = ptsaux.getEntry(j, 1);
- d__1 = ptsaux.getEntry(j, 0);
- if (Math.abs(d__2) < HALF * Math.abs(d__1)) {
- ptsaux.setEntry(j, 1, HALF * ptsaux.getEntry(j, 0));
- }
- for (int i = 0; i < ndim; i++) {
- bmat.setEntry(i, j, ZERO);
- }
- }
- fbase = fval.getEntry(trustRegionCenterInterpolationPointIndex);
-
- // Set the identifiers of the artificial interpolation points that are
- // along a coordinate direction from XOPT, and set the corresponding
- // nonzero elements of BMAT and ZMAT.
-
- ptsid.setEntry(0, sfrac);
- for (int j = 0; j < n; j++) {
- jp = j + 1;
- jpn = jp + n;
- ptsid.setEntry(jp, 1.0 + j + sfrac);
- if (jpn <= npt) {
- ptsid.setEntry(jpn, (1.0+j) / (double) np + sfrac);
- temp = ONE / (ptsaux.getEntry(j, 0) - ptsaux.getEntry(j, 1));
- bmat.setEntry(jp, j, -temp + ONE / ptsaux.getEntry(j, 0));
- bmat.setEntry(jpn, j, temp + ONE / ptsaux.getEntry(j, 1));
- bmat.setEntry(0, j, -bmat.getEntry(jp, j) - bmat.getEntry(jpn,
j));
- final double d1 = ptsaux.getEntry(j, 0) * ptsaux.getEntry(j,
1);
- zmat.setEntry(0, j, Math.sqrt(TWO) / Math.abs(d1));
- zmat.setEntry(jp, j, zmat.getEntry(0, j) *
- ptsaux.getEntry(j, 1) * temp);
- zmat.setEntry(jpn, j, -zmat.getEntry(0, j) *
- ptsaux.getEntry(j, 0) * temp);
- } else {
- bmat.setEntry(0, j, -ONE / ptsaux.getEntry(j, 0));
- bmat.setEntry(jp, j, ONE / ptsaux.getEntry(j, 0));
- // Computing 2nd power
- final double d1 = ptsaux.getEntry(j, 0);
- bmat.setEntry(j + npt, j, -HALF * (d1 * d1));
- }
- }
-
- // Set any remaining identifiers with their nonzero elements of ZMAT.
-
- if (npt >= n + np) {
- for (int k = np << 1; k <= npt; k++) {
- int iw = (int) (((double) (k - np) - HALF) / (double) n);
- ip = k - np - iw * n;
- iq = ip + iw;
- if (iq > n) {
- iq -= n;
- }
- ptsid.setEntry(k, (double) ip + (double) iq / (double) np +
- sfrac);
- temp = ONE / (ptsaux.getEntry(ip, 0) * ptsaux.getEntry(iq, 0));
- zmat.setEntry(0, (k - np), temp);
- zmat.setEntry(ip + 1, k - np, -temp);
- zmat.setEntry(iq + 1, k - np, -temp);
- zmat.setEntry(k, k - np, temp);
- }
- }
- nrem = npt;
- kold = 1;
- knew = trustRegionCenterInterpolationPointIndex;
-
- // Reorder the provisional points in the way that exchanges PTSID(KOLD)
- // with PTSID(KNEW).
-
- int state = 80;
- for(;;) switch (state) {
- case 80: {
- for (int j = 0; j < n; j++) {
- temp = bmat.getEntry(kold, j);
- bmat.setEntry(kold, j, bmat.getEntry(knew, j));
- bmat.setEntry(knew, j, temp);
- }
- for (int j = 0; j < nptm; j++) {
- temp = zmat.getEntry(kold, j);
- zmat.setEntry(kold, j, zmat.getEntry(knew, j));
- zmat.setEntry(knew, j, temp);
- }
- ptsid.setEntry(kold, ptsid.getEntry(knew));
- ptsid.setEntry(knew, ZERO);
- work3.setEntry(knew, ZERO);
- --nrem;
- if (knew != trustRegionCenterInterpolationPointIndex) {
- temp = vlag.getEntry(kold);
- vlag.setEntry(kold, vlag.getEntry(knew));
- vlag.setEntry(knew, temp);
-
- // Update the BMAT and ZMAT matrices so that the status of the
KNEW-th
- // interpolation point can be changed from provisional to
original. The
- // branch to label 350 occurs if all the original points are
reinstated.
- // The nonnegative values of W(NDIM+K) are required in the
search below.
-
- update(bmat, zmat, vlag,
- beta, denom, knew);
-
- if (nrem == 0) {
- return;
- }
- for (int k = 0; k < npt; k++) {
- work3.setEntry(k, Math.abs(work3.getEntry(k)));
- }
- }
-
- // Pick the index KNEW of an original interpolation point that has
not
- // yet replaced one of the provisional interpolation points, giving
- // attention to the closeness to XOPT and to previous tries with
KNEW.
- }
- case 120: {
- dsqmin = ZERO;
- for (int k = 0; k < npt; k++) {
- final double v1 = work3.getEntry(k);
- if (v1 > ZERO) {
- if (dsqmin == ZERO ||
- v1 < dsqmin) {
- knew = k;
- dsqmin = v1;
- }
- }
- }
- if (dsqmin == ZERO) {
- state = 260; break;
- }
-
- // Form the W-vector of the chosen original interpolation point.
-
- for (int j = 0; j < n; j++) {
- work2.setEntry(j, xpt.getEntry(knew, j));
- }
- for (int k = 0; k < npt; k++) {
- sum = ZERO;
- if (k == trustRegionCenterInterpolationPointIndex) {
- } else if (ptsid.getEntry(k) == ZERO) {
- for (int j = 0; j < n; j++) {
- sum += work2.getEntry(j) * xpt.getEntry(k, j);
- }
- } else {
- ip = (int) ptsid.getEntry(k);
- if (ip > 0) {
- sum = work2.getEntry(ip - 1) * ptsaux.getEntry(ip - 1,
0);
- }
- iq = (int) ((double) np * ptsid.getEntry(k) - (double) (ip
* np));
- if (iq > 0) {
- int iw = 0;
- if (ip == 0) {
- iw = 1;
- }
- sum += work2.getEntry(iq - 1) * ptsaux.getEntry(iq -
1, iw);
- }
- }
- work1.setEntry(k, HALF * sum * sum);
- }
-
- // Calculate VLAG and BETA for the required updating of the H
matrix if
- // XPT(KNEW,.) is reinstated in the set of interpolation points.
-
- for (int k = 0; k < npt; k++) {
- sum = ZERO;
- for (int j = 0; j < n; j++) {
- sum += bmat.getEntry(k, j) * work2.getEntry(j);
- }
- vlag.setEntry(k, sum);
- }
- beta = ZERO;
- for (int j = 0; j < nptm; j++) {
- sum = ZERO;
- for (int k = 0; k < npt; k++) {
- sum += zmat.getEntry(k, j) * work1.getEntry(k);
- }
- beta -= sum * sum;
- for (int k = 0; k < npt; k++) {
- vlag.setEntry(k, vlag.getEntry(k) + sum * zmat.getEntry(k,
j));
- }
- }
- bsum = ZERO;
- distsq = ZERO;
- for (int j = 0; j < n; j++) {
- sum = ZERO;
- for (int k = 0; k < npt; k++) {
- sum += bmat.getEntry(k, j) * work1.getEntry(k);
- }
- jp = j + npt;
- bsum += sum * work2.getEntry(j);
- for (int k = 0; k < n; k++) {
- sum += bmat.getEntry(npt + k, j) * work2.getEntry(k);
- }
- bsum += sum * work2.getEntry(j);
- vlag.setEntry(jp, sum);
- // Computing 2nd power
- final double d1 = xpt.getEntry(knew, j);
- distsq += d1 * d1;
- }
- beta = HALF * distsq * distsq + beta - bsum;
- vlag.setEntry(trustRegionCenterInterpolationPointIndex,
vlag.getEntry(trustRegionCenterInterpolationPointIndex) + ONE);
-
- // KOLD is set to the index of the provisional interpolation point
that is
- // going to be deleted to make way for the KNEW-th original
interpolation
- // point. The choice of KOLD is governed by the avoidance of a
small value
- // of the denominator in the updating calculation of UPDATE.
-
- denom = ZERO;
- vlmxsq = ZERO;
- for (int k = 0; k < npt; k++) {
- if (ptsid.getEntry(k) != ZERO) {
- hdiag = ZERO;
- for (int j = 0; j < nptm; j++) {
- // Computing 2nd power
- final double d1 = zmat.getEntry(k, j);
- hdiag += d1 * d1;
- }
- // Computing 2nd power
- final double d1 = vlag.getEntry(k);
- den = beta * hdiag + d1 * d1;
- if (den > denom) {
- kold = k;
- denom = den;
- }
- }
- // Computing MAX
- // Computing 2nd power
- final double d3 = vlag.getEntry(k);
- vlmxsq = Math.max(vlmxsq , d3 * d3);
- }
- if (denom <= vlmxsq * .01) {
- work3.setEntry(knew, -work3.getEntry(knew) - winc);
- state = 120; break;
- }
- state = 80; break;
-
- // When label 260 is reached, all the final positions of the
interpolation
- // points have been chosen although any changes have not been
included yet
- // in XPT. Also the final BMAT and ZMAT matrices are complete,
but, apart
- // from the shift of XBASE, the updating of the quadratic model
remains to
- // be done. The following cycle through the new interpolation
points begins
- // by putting the new point in XPT(KPT,.) and by setting PQ(KPT)
to zero,
- // except that a RETURN occurs if MAXFUN prohibits another value
of F.
-
- }
- case 260: {
- for (kpt = 0; kpt < npt; kpt++) {
- if (ptsid.getEntry(kpt) == ZERO) {
- continue;
- }
- ih = 0;
- for (int j = 0; j < n; j++) {
- work2.setEntry(j, xpt.getEntry(kpt, j));
- xpt.setEntry(kpt, j, ZERO);
- temp = pq.getEntry(kpt) * work2.getEntry(j);
- for (int i = 0; i <= j; i++) {
- hq.setEntry(ih, hq.getEntry(ih) + temp *
work2.getEntry(i));
- ih++;
- }
- }
- pq.setEntry(kpt, ZERO);
- ip = (int) ptsid.getEntry(kpt);
- iq = (int) ((double) np * ptsid.getEntry(kpt) - (double) (ip *
np));
- if (ip > 0) {
- xp = ptsaux.getEntry(ip - 1, 0);
- xpt.setEntry(kpt, ip - 1, xp);
- }
- if (iq > 0) {
- xq = ptsaux.getEntry(iq - 1, 0);
- if (ip == 0) {
- xq = ptsaux.getEntry(iq - 1, 1);
- }
- xpt.setEntry(kpt, iq - 1, xq);
- }
-
- // Set VQUAD to the value of the current model at the new
point.
-
- vquad = fbase;
- if (ip > 0) {
- ihp = (ip + ip * ip) / 2;
- vquad += xp * (gopt.getEntry(ip - 1) + HALF * xp *
hq.getEntry(ihp - 1));
- }
- if (iq > 0) {
- int ihq = (iq + iq * iq) / 2;
- vquad += xq * (gopt.getEntry(iq - 1) + HALF * xq *
hq.getEntry(ihq - 1));
- if (ip > 0) {
- int iiw = Math.max(ihp, ihq) - Math.abs(ip - iq);
- vquad += xp * xq * hq.getEntry(iiw - 1);
- }
- }
- for (int k = 0; k < npt; k++) {
- temp = ZERO;
- if (ip > 0) {
- temp += xp * xpt.getEntry(k, ip - 1);
- }
- if (iq > 0) {
- temp += xq * xpt.getEntry(k, iq - 1);
- }
- vquad += HALF * pq.getEntry(k) * temp * temp;
- }
-
- // Calculate F at the new interpolation point, and set DIFF to
the factor
- // that is going to multiply the KPT-th Lagrange function when
the model
- // is updated to provide interpolation to the new function
value.
-
- for (int i = 0; i < n; i++) {
- // Computing MIN
- // Computing MAX
- d__3 = lowerBound[i];
- d__4 = xbase.getEntry(i) + xpt.getEntry(kpt, i);
- d__1 = Math.max(d__3, d__4);
- d__2 = upperBound[i];
- work2.setEntry(i, Math.min(d__1, d__2));
- if (xpt.getEntry(kpt, i) == sl.getEntry(i)) {
- work2.setEntry(i, lowerBound[i]);
- }
- if (xpt.getEntry(kpt, i) == su.getEntry(i)) {
- work2.setEntry(i, upperBound[i]);
- }
- }
-
- f = computeObjectiveValue(work2.getData());
-
- if (!isMinimize)
- f = -f;
- fval.setEntry(kpt, f);
- if (f <
fval.getEntry(trustRegionCenterInterpolationPointIndex)) {
- trustRegionCenterInterpolationPointIndex = kpt;
- }
- diff = f - vquad;
-
- // Update the quadratic model. The RETURN from the subroutine
occurs when
- // all the new interpolation points are included in the model.
-
- for (int i = 0; i < n; i++) {
- gopt.setEntry(i, gopt.getEntry(i) + diff *
bmat.getEntry(kpt, i));
- }
- for (int k = 0; k < npt; k++) {
- sum = ZERO;
- for (int j = 0; j < nptm; j++) {
- sum += zmat.getEntry(k, j) * zmat.getEntry(kpt, j);
- }
- temp = diff * sum;
- if (ptsid.getEntry(k) == ZERO) {
- pq.setEntry(k, pq.getEntry(k) + temp);
- } else {
- ip = (int) ptsid.getEntry(k);
- iq = (int) ((double) np * ptsid.getEntry(k) - (double)
(ip * np));
- int ihq = (iq * iq + iq) / 2;
- if (ip == 0) {
- // Computing 2nd power
- final double d1 = ptsaux.getEntry(iq - 1, 1);
- hq.setEntry(ihq - 1, hq.getEntry(ihq - 1) + temp *
(d1 * d1));
- } else {
- ihp = (ip * ip + ip) / 2;
- // Computing 2nd power
- final double d1 = ptsaux.getEntry(ip - 1, 0);
- hq.setEntry(ihp - 1, hq.getEntry(ihp - 1) + temp *
(d1 * d1));
- if (iq > 0) {
- // Computing 2nd power
- final double d2 = ptsaux.getEntry(iq - 1, 0);
- hq.setEntry(ihq - 1, hq.getEntry(ihq - 1) +
temp * (d2 * d2));
- int iw = Math.max(ihp,ihq) - Math.abs(iq - ip);
- hq.setEntry(iw - 1, hq.getEntry(iw - 1)
- + temp * ptsaux.getEntry(ip - 1,
0) * ptsaux.getEntry(iq - 1, 0));
- }
- }
- }
- }
- ptsid.setEntry(kpt, ZERO);
- }
- return;
- }}
- } // rescue
-
-
//
----------------------------------------------------------------------------------------
@@ -2966,6 +2386,9 @@ public class BOBYQAOptimizer
hred.setEntry(i, hs.getEntry(i));
}
state = 120; break;
+ }
+ default: {
+ throw new
MathIllegalStateException(LocalizedFormats.SIMPLE_MESSAGE, "trsbox");
}}
} // trsbox
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java?rev=1158448&r1=1158447&r2=1158448&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
Tue Aug 16 21:15:56 2011
@@ -75,16 +75,6 @@ public class BOBYQAOptimizerTest {
1e-13, 1e-6, lowMaxEval, null);
}
- @Test(expected=TooManyEvaluationsException.class)
- public void testRescue() {
- double[] startPoint = point(DIM, 1);
- double[][] boundaries = null;
- RealPointValuePair expected = new RealPointValuePair(point(DIM, 0),
0);
- doTest(new MinusElli(), startPoint, boundaries,
- GoalType.MINIMIZE,
- 1e-13, 1e-6, 1000, expected);
- }
-
@Test
public void testRosen() {
double[] startPoint = point(DIM,0.1);
