http://git-wip-us.apache.org/repos/asf/commons-math/blob/b4669aad/src/main/java/org/apache/commons/math4/optimization/OptimizationData.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/optimization/OptimizationData.java b/src/main/java/org/apache/commons/math4/optimization/OptimizationData.java deleted file mode 100644 index 1ddf3c7..0000000 --- a/src/main/java/org/apache/commons/math4/optimization/OptimizationData.java +++ /dev/null @@ -1,30 +0,0 @@ -/* - * Licensed to the Apache Software Foundation (ASF) under one or more - * contributor license agreements. See the NOTICE file distributed with - * this work for additional information regarding copyright ownership. - * The ASF licenses this file to You under the Apache License, Version 2.0 - * (the "License"); you may not use this file except in compliance with - * the License. You may obtain a copy of the License at - * - * http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. - */ -package org.apache.commons.math4.optimization; - -/** - * Marker interface. - * Implementations will provide functionality (optional or required) needed - * by the optimizers, and those will need to check the actual type of the - * arguments and perform the appropriate cast in order to access the data - * they need. - * - * @deprecated As of 3.1 (to be removed in 4.0). - * @since 3.1 - */ -@Deprecated -public interface OptimizationData {}
http://git-wip-us.apache.org/repos/asf/commons-math/blob/b4669aad/src/main/java/org/apache/commons/math4/optimization/PointValuePair.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/optimization/PointValuePair.java b/src/main/java/org/apache/commons/math4/optimization/PointValuePair.java deleted file mode 100644 index d3831e9..0000000 --- a/src/main/java/org/apache/commons/math4/optimization/PointValuePair.java +++ /dev/null @@ -1,128 +0,0 @@ -/* - * Licensed to the Apache Software Foundation (ASF) under one or more - * contributor license agreements. See the NOTICE file distributed with - * this work for additional information regarding copyright ownership. - * The ASF licenses this file to You under the Apache License, Version 2.0 - * (the "License"); you may not use this file except in compliance with - * the License. You may obtain a copy of the License at - * - * http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. - */ - -package org.apache.commons.math4.optimization; - -import java.io.Serializable; - -import org.apache.commons.math4.util.Pair; - -/** - * This class holds a point and the value of an objective function at - * that point. - * - * @see PointVectorValuePair - * @see org.apache.commons.math4.analysis.MultivariateFunction - * @deprecated As of 3.1 (to be removed in 4.0). - * @since 3.0 - */ -@Deprecated -public class PointValuePair extends Pair<double[], Double> implements Serializable { - - /** Serializable UID. */ - private static final long serialVersionUID = 20120513L; - - /** - * Builds a point/objective function value pair. - * - * @param point Point coordinates. This instance will store - * a copy of the array, not the array passed as argument. - * @param value Value of the objective function at the point. - */ - public PointValuePair(final double[] point, - final double value) { - this(point, value, true); - } - - /** - * Builds a point/objective function value pair. - * - * @param point Point coordinates. - * @param value Value of the objective function at the point. - * @param copyArray if {@code true}, the input array will be copied, - * otherwise it will be referenced. - */ - public PointValuePair(final double[] point, - final double value, - final boolean copyArray) { - super(copyArray ? ((point == null) ? null : - point.clone()) : - point, - value); - } - - /** - * Gets the point. - * - * @return a copy of the stored point. - */ - public double[] getPoint() { - final double[] p = getKey(); - return p == null ? null : p.clone(); - } - - /** - * Gets a reference to the point. - * - * @return a reference to the internal array storing the point. - */ - public double[] getPointRef() { - return getKey(); - } - - /** - * Replace the instance with a data transfer object for serialization. - * @return data transfer object that will be serialized - */ - private Object writeReplace() { - return new DataTransferObject(getKey(), getValue()); - } - - /** Internal class used only for serialization. */ - private static class DataTransferObject implements Serializable { - /** Serializable UID. */ - private static final long serialVersionUID = 20120513L; - /** - * Point coordinates. - * @Serial - */ - private final double[] point; - /** - * Value of the objective function at the point. - * @Serial - */ - private final double value; - - /** Simple constructor. - * @param point Point coordinates. - * @param value Value of the objective function at the point. - */ - public DataTransferObject(final double[] point, final double value) { - this.point = point.clone(); - this.value = value; - } - - /** Replace the deserialized data transfer object with a {@link PointValuePair}. - * @return replacement {@link PointValuePair} - */ - private Object readResolve() { - return new PointValuePair(point, value, false); - } - - } - -} http://git-wip-us.apache.org/repos/asf/commons-math/blob/b4669aad/src/main/java/org/apache/commons/math4/optimization/PointVectorValuePair.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/optimization/PointVectorValuePair.java b/src/main/java/org/apache/commons/math4/optimization/PointVectorValuePair.java deleted file mode 100644 index 410ba67..0000000 --- a/src/main/java/org/apache/commons/math4/optimization/PointVectorValuePair.java +++ /dev/null @@ -1,151 +0,0 @@ -/* - * Licensed to the Apache Software Foundation (ASF) under one or more - * contributor license agreements. See the NOTICE file distributed with - * this work for additional information regarding copyright ownership. - * The ASF licenses this file to You under the Apache License, Version 2.0 - * (the "License"); you may not use this file except in compliance with - * the License. You may obtain a copy of the License at - * - * http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. - */ - -package org.apache.commons.math4.optimization; - -import java.io.Serializable; - -import org.apache.commons.math4.util.Pair; - -/** - * This class holds a point and the vectorial value of an objective function at - * that point. - * - * @see PointValuePair - * @see org.apache.commons.math4.analysis.MultivariateVectorFunction - * @deprecated As of 3.1 (to be removed in 4.0). - * @since 3.0 - */ -@Deprecated -public class PointVectorValuePair extends Pair<double[], double[]> implements Serializable { - - /** Serializable UID. */ - private static final long serialVersionUID = 20120513L; - - /** - * Builds a point/objective function value pair. - * - * @param point Point coordinates. This instance will store - * a copy of the array, not the array passed as argument. - * @param value Value of the objective function at the point. - */ - public PointVectorValuePair(final double[] point, - final double[] value) { - this(point, value, true); - } - - /** - * Build a point/objective function value pair. - * - * @param point Point coordinates. - * @param value Value of the objective function at the point. - * @param copyArray if {@code true}, the input arrays will be copied, - * otherwise they will be referenced. - */ - public PointVectorValuePair(final double[] point, - final double[] value, - final boolean copyArray) { - super(copyArray ? - ((point == null) ? null : - point.clone()) : - point, - copyArray ? - ((value == null) ? null : - value.clone()) : - value); - } - - /** - * Gets the point. - * - * @return a copy of the stored point. - */ - public double[] getPoint() { - final double[] p = getKey(); - return p == null ? null : p.clone(); - } - - /** - * Gets a reference to the point. - * - * @return a reference to the internal array storing the point. - */ - public double[] getPointRef() { - return getKey(); - } - - /** - * Gets the value of the objective function. - * - * @return a copy of the stored value of the objective function. - */ - @Override - public double[] getValue() { - final double[] v = super.getValue(); - return v == null ? null : v.clone(); - } - - /** - * Gets a reference to the value of the objective function. - * - * @return a reference to the internal array storing the value of - * the objective function. - */ - public double[] getValueRef() { - return super.getValue(); - } - - /** - * Replace the instance with a data transfer object for serialization. - * @return data transfer object that will be serialized - */ - private Object writeReplace() { - return new DataTransferObject(getKey(), getValue()); - } - - /** Internal class used only for serialization. */ - private static class DataTransferObject implements Serializable { - /** Serializable UID. */ - private static final long serialVersionUID = 20120513L; - /** - * Point coordinates. - * @Serial - */ - private final double[] point; - /** - * Value of the objective function at the point. - * @Serial - */ - private final double[] value; - - /** Simple constructor. - * @param point Point coordinates. - * @param value Value of the objective function at the point. - */ - public DataTransferObject(final double[] point, final double[] value) { - this.point = point.clone(); - this.value = value.clone(); - } - - /** Replace the deserialized data transfer object with a {@link PointValuePair}. - * @return replacement {@link PointValuePair} - */ - private Object readResolve() { - return new PointVectorValuePair(point, value, false); - } - } -} http://git-wip-us.apache.org/repos/asf/commons-math/blob/b4669aad/src/main/java/org/apache/commons/math4/optimization/SimpleBounds.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/optimization/SimpleBounds.java b/src/main/java/org/apache/commons/math4/optimization/SimpleBounds.java deleted file mode 100644 index 097ba8a..0000000 --- a/src/main/java/org/apache/commons/math4/optimization/SimpleBounds.java +++ /dev/null @@ -1,63 +0,0 @@ -/* - * Licensed to the Apache Software Foundation (ASF) under one or more - * contributor license agreements. See the NOTICE file distributed with - * this work for additional information regarding copyright ownership. - * The ASF licenses this file to You under the Apache License, Version 2.0 - * (the "License"); you may not use this file except in compliance with - * the License. You may obtain a copy of the License at - * - * http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. - */ - -package org.apache.commons.math4.optimization; - -/** - * Simple optimization constraints: lower and upper bounds. - * The valid range of the parameters is an interval that can be infinite - * (in one or both directions). - * <br/> - * Immutable class. - * - * @deprecated As of 3.1 (to be removed in 4.0). - * @since 3.1 - */ -@Deprecated -public class SimpleBounds implements OptimizationData { - /** Lower bounds. */ - private final double[] lower; - /** Upper bounds. */ - private final double[] upper; - - /** - * @param lB Lower bounds. - * @param uB Upper bounds. - */ - public SimpleBounds(double[] lB, - double[] uB) { - lower = lB.clone(); - upper = uB.clone(); - } - - /** - * Gets the lower bounds. - * - * @return the initial guess. - */ - public double[] getLower() { - return lower.clone(); - } - /** - * Gets the lower bounds. - * - * @return the initial guess. - */ - public double[] getUpper() { - return upper.clone(); - } -} http://git-wip-us.apache.org/repos/asf/commons-math/blob/b4669aad/src/main/java/org/apache/commons/math4/optimization/SimplePointChecker.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/optimization/SimplePointChecker.java b/src/main/java/org/apache/commons/math4/optimization/SimplePointChecker.java deleted file mode 100644 index 0651725..0000000 --- a/src/main/java/org/apache/commons/math4/optimization/SimplePointChecker.java +++ /dev/null @@ -1,145 +0,0 @@ -/* - * Licensed to the Apache Software Foundation (ASF) under one or more - * contributor license agreements. See the NOTICE file distributed with - * this work for additional information regarding copyright ownership. - * The ASF licenses this file to You under the Apache License, Version 2.0 - * (the "License"); you may not use this file except in compliance with - * the License. You may obtain a copy of the License at - * - * http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. - */ - -package org.apache.commons.math4.optimization; - -import org.apache.commons.math4.exception.NotStrictlyPositiveException; -import org.apache.commons.math4.util.FastMath; -import org.apache.commons.math4.util.Pair; - -/** - * Simple implementation of the {@link ConvergenceChecker} interface using - * only point coordinates. - * - * Convergence is considered to have been reached if either the relative - * difference between each point coordinate are smaller than a threshold - * or if either the absolute difference between the point coordinates are - * smaller than another threshold. - * <br/> - * The {@link #converged(int,Pair,Pair) converged} method will also return - * {@code true} if the number of iterations has been set (see - * {@link #SimplePointChecker(double,double,int) this constructor}). - * - * @param <PAIR> Type of the (point, value) pair. - * The type of the "value" part of the pair (not used by this class). - * - * @deprecated As of 3.1 (to be removed in 4.0). - * @since 3.0 - */ -@Deprecated -public class SimplePointChecker<PAIR extends Pair<double[], ? extends Object>> - extends AbstractConvergenceChecker<PAIR> { - /** - * If {@link #maxIterationCount} is set to this value, the number of - * iterations will never cause {@link #converged(int, Pair, Pair)} - * to return {@code true}. - */ - private static final int ITERATION_CHECK_DISABLED = -1; - /** - * Number of iterations after which the - * {@link #converged(int, Pair, Pair)} method - * will return true (unless the check is disabled). - */ - private final int maxIterationCount; - - /** - * Build an instance with default threshold. - * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()} - */ - @Deprecated - public SimplePointChecker() { - maxIterationCount = ITERATION_CHECK_DISABLED; - } - - /** - * Build an instance with specified thresholds. - * In order to perform only relative checks, the absolute tolerance - * must be set to a negative value. In order to perform only absolute - * checks, the relative tolerance must be set to a negative value. - * - * @param relativeThreshold relative tolerance threshold - * @param absoluteThreshold absolute tolerance threshold - */ - public SimplePointChecker(final double relativeThreshold, - final double absoluteThreshold) { - super(relativeThreshold, absoluteThreshold); - maxIterationCount = ITERATION_CHECK_DISABLED; - } - - /** - * Builds an instance with specified thresholds. - * In order to perform only relative checks, the absolute tolerance - * must be set to a negative value. In order to perform only absolute - * checks, the relative tolerance must be set to a negative value. - * - * @param relativeThreshold Relative tolerance threshold. - * @param absoluteThreshold Absolute tolerance threshold. - * @param maxIter Maximum iteration count. - * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. - * - * @since 3.1 - */ - public SimplePointChecker(final double relativeThreshold, - final double absoluteThreshold, - final int maxIter) { - super(relativeThreshold, absoluteThreshold); - - if (maxIter <= 0) { - throw new NotStrictlyPositiveException(maxIter); - } - maxIterationCount = maxIter; - } - - /** - * Check if the optimization algorithm has converged considering the - * last two points. - * This method may be called several times from the same algorithm - * iteration with different points. This can be detected by checking the - * iteration number at each call if needed. Each time this method is - * called, the previous and current point correspond to points with the - * same role at each iteration, so they can be compared. As an example, - * simplex-based algorithms call this method for all points of the simplex, - * not only for the best or worst ones. - * - * @param iteration Index of current iteration - * @param previous Best point in the previous iteration. - * @param current Best point in the current iteration. - * @return {@code true} if the arguments satify the convergence criterion. - */ - @Override - public boolean converged(final int iteration, - final PAIR previous, - final PAIR current) { - if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { - return true; - } - - final double[] p = previous.getKey(); - final double[] c = current.getKey(); - for (int i = 0; i < p.length; ++i) { - final double pi = p[i]; - final double ci = c[i]; - final double difference = FastMath.abs(pi - ci); - final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci)); - if (difference > size * getRelativeThreshold() && - difference > getAbsoluteThreshold()) { - return false; - } - } - return true; - } -} http://git-wip-us.apache.org/repos/asf/commons-math/blob/b4669aad/src/main/java/org/apache/commons/math4/optimization/SimpleValueChecker.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/optimization/SimpleValueChecker.java b/src/main/java/org/apache/commons/math4/optimization/SimpleValueChecker.java deleted file mode 100644 index 45f44ba..0000000 --- a/src/main/java/org/apache/commons/math4/optimization/SimpleValueChecker.java +++ /dev/null @@ -1,136 +0,0 @@ -/* - * Licensed to the Apache Software Foundation (ASF) under one or more - * contributor license agreements. See the NOTICE file distributed with - * this work for additional information regarding copyright ownership. - * The ASF licenses this file to You under the Apache License, Version 2.0 - * (the "License"); you may not use this file except in compliance with - * the License. You may obtain a copy of the License at - * - * http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. - */ - -package org.apache.commons.math4.optimization; - -import org.apache.commons.math4.exception.NotStrictlyPositiveException; -import org.apache.commons.math4.util.FastMath; - -/** - * Simple implementation of the {@link ConvergenceChecker} interface using - * only objective function values. - * - * Convergence is considered to have been reached if either the relative - * difference between the objective function values is smaller than a - * threshold or if either the absolute difference between the objective - * function values is smaller than another threshold. - * <br/> - * The {@link #converged(int,PointValuePair,PointValuePair) converged} - * method will also return {@code true} if the number of iterations has been set - * (see {@link #SimpleValueChecker(double,double,int) this constructor}). - * - * @deprecated As of 3.1 (to be removed in 4.0). - * @since 3.0 - */ -@Deprecated -public class SimpleValueChecker - extends AbstractConvergenceChecker<PointValuePair> { - /** - * If {@link #maxIterationCount} is set to this value, the number of - * iterations will never cause - * {@link #converged(int,PointValuePair,PointValuePair)} - * to return {@code true}. - */ - private static final int ITERATION_CHECK_DISABLED = -1; - /** - * Number of iterations after which the - * {@link #converged(int,PointValuePair,PointValuePair)} method - * will return true (unless the check is disabled). - */ - private final int maxIterationCount; - - /** - * Build an instance with default thresholds. - * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()} - */ - @Deprecated - public SimpleValueChecker() { - maxIterationCount = ITERATION_CHECK_DISABLED; - } - - /** Build an instance with specified thresholds. - * - * In order to perform only relative checks, the absolute tolerance - * must be set to a negative value. In order to perform only absolute - * checks, the relative tolerance must be set to a negative value. - * - * @param relativeThreshold relative tolerance threshold - * @param absoluteThreshold absolute tolerance threshold - */ - public SimpleValueChecker(final double relativeThreshold, - final double absoluteThreshold) { - super(relativeThreshold, absoluteThreshold); - maxIterationCount = ITERATION_CHECK_DISABLED; - } - - /** - * Builds an instance with specified thresholds. - * - * In order to perform only relative checks, the absolute tolerance - * must be set to a negative value. In order to perform only absolute - * checks, the relative tolerance must be set to a negative value. - * - * @param relativeThreshold relative tolerance threshold - * @param absoluteThreshold absolute tolerance threshold - * @param maxIter Maximum iteration count. - * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. - * - * @since 3.1 - */ - public SimpleValueChecker(final double relativeThreshold, - final double absoluteThreshold, - final int maxIter) { - super(relativeThreshold, absoluteThreshold); - - if (maxIter <= 0) { - throw new NotStrictlyPositiveException(maxIter); - } - maxIterationCount = maxIter; - } - - /** - * Check if the optimization algorithm has converged considering the - * last two points. - * This method may be called several time from the same algorithm - * iteration with different points. This can be detected by checking the - * iteration number at each call if needed. Each time this method is - * called, the previous and current point correspond to points with the - * same role at each iteration, so they can be compared. As an example, - * simplex-based algorithms call this method for all points of the simplex, - * not only for the best or worst ones. - * - * @param iteration Index of current iteration - * @param previous Best point in the previous iteration. - * @param current Best point in the current iteration. - * @return {@code true} if the algorithm has converged. - */ - @Override - public boolean converged(final int iteration, - final PointValuePair previous, - final PointValuePair current) { - if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { - return true; - } - - final double p = previous.getValue(); - final double c = current.getValue(); - final double difference = FastMath.abs(p - c); - final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c)); - return difference <= size * getRelativeThreshold() || - difference <= getAbsoluteThreshold(); - } -} http://git-wip-us.apache.org/repos/asf/commons-math/blob/b4669aad/src/main/java/org/apache/commons/math4/optimization/SimpleVectorValueChecker.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/optimization/SimpleVectorValueChecker.java b/src/main/java/org/apache/commons/math4/optimization/SimpleVectorValueChecker.java deleted file mode 100644 index 8105988..0000000 --- a/src/main/java/org/apache/commons/math4/optimization/SimpleVectorValueChecker.java +++ /dev/null @@ -1,145 +0,0 @@ -/* - * Licensed to the Apache Software Foundation (ASF) under one or more - * contributor license agreements. See the NOTICE file distributed with - * this work for additional information regarding copyright ownership. - * The ASF licenses this file to You under the Apache License, Version 2.0 - * (the "License"); you may not use this file except in compliance with - * the License. You may obtain a copy of the License at - * - * http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. - */ - -package org.apache.commons.math4.optimization; - -import org.apache.commons.math4.exception.NotStrictlyPositiveException; -import org.apache.commons.math4.util.FastMath; - -/** - * Simple implementation of the {@link ConvergenceChecker} interface using - * only objective function values. - * - * Convergence is considered to have been reached if either the relative - * difference between the objective function values is smaller than a - * threshold or if either the absolute difference between the objective - * function values is smaller than another threshold for all vectors elements. - * <br/> - * The {@link #converged(int,PointVectorValuePair,PointVectorValuePair) converged} - * method will also return {@code true} if the number of iterations has been set - * (see {@link #SimpleVectorValueChecker(double,double,int) this constructor}). - * - * @deprecated As of 3.1 (to be removed in 4.0). - * @since 3.0 - */ -@Deprecated -public class SimpleVectorValueChecker - extends AbstractConvergenceChecker<PointVectorValuePair> { - /** - * If {@link #maxIterationCount} is set to this value, the number of - * iterations will never cause - * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} - * to return {@code true}. - */ - private static final int ITERATION_CHECK_DISABLED = -1; - /** - * Number of iterations after which the - * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} method - * will return true (unless the check is disabled). - */ - private final int maxIterationCount; - - /** - * Build an instance with default thresholds. - * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()} - */ - @Deprecated - public SimpleVectorValueChecker() { - maxIterationCount = ITERATION_CHECK_DISABLED; - } - - /** - * Build an instance with specified thresholds. - * - * In order to perform only relative checks, the absolute tolerance - * must be set to a negative value. In order to perform only absolute - * checks, the relative tolerance must be set to a negative value. - * - * @param relativeThreshold relative tolerance threshold - * @param absoluteThreshold absolute tolerance threshold - */ - public SimpleVectorValueChecker(final double relativeThreshold, - final double absoluteThreshold) { - super(relativeThreshold, absoluteThreshold); - maxIterationCount = ITERATION_CHECK_DISABLED; - } - - /** - * Builds an instance with specified tolerance thresholds and - * iteration count. - * - * In order to perform only relative checks, the absolute tolerance - * must be set to a negative value. In order to perform only absolute - * checks, the relative tolerance must be set to a negative value. - * - * @param relativeThreshold Relative tolerance threshold. - * @param absoluteThreshold Absolute tolerance threshold. - * @param maxIter Maximum iteration count. - * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. - * - * @since 3.1 - */ - public SimpleVectorValueChecker(final double relativeThreshold, - final double absoluteThreshold, - final int maxIter) { - super(relativeThreshold, absoluteThreshold); - - if (maxIter <= 0) { - throw new NotStrictlyPositiveException(maxIter); - } - maxIterationCount = maxIter; - } - - /** - * Check if the optimization algorithm has converged considering the - * last two points. - * This method may be called several times from the same algorithm - * iteration with different points. This can be detected by checking the - * iteration number at each call if needed. Each time this method is - * called, the previous and current point correspond to points with the - * same role at each iteration, so they can be compared. As an example, - * simplex-based algorithms call this method for all points of the simplex, - * not only for the best or worst ones. - * - * @param iteration Index of current iteration - * @param previous Best point in the previous iteration. - * @param current Best point in the current iteration. - * @return {@code true} if the arguments satify the convergence criterion. - */ - @Override - public boolean converged(final int iteration, - final PointVectorValuePair previous, - final PointVectorValuePair current) { - if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { - return true; - } - - final double[] p = previous.getValueRef(); - final double[] c = current.getValueRef(); - for (int i = 0; i < p.length; ++i) { - final double pi = p[i]; - final double ci = c[i]; - final double difference = FastMath.abs(pi - ci); - final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci)); - if (difference > size * getRelativeThreshold() && - difference > getAbsoluteThreshold()) { - return false; - } - } - return true; - } -} http://git-wip-us.apache.org/repos/asf/commons-math/blob/b4669aad/src/main/java/org/apache/commons/math4/optimization/Target.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/optimization/Target.java b/src/main/java/org/apache/commons/math4/optimization/Target.java deleted file mode 100644 index 380d841..0000000 --- a/src/main/java/org/apache/commons/math4/optimization/Target.java +++ /dev/null @@ -1,50 +0,0 @@ -/* - * Licensed to the Apache Software Foundation (ASF) under one or more - * contributor license agreements. See the NOTICE file distributed with - * this work for additional information regarding copyright ownership. - * The ASF licenses this file to You under the Apache License, Version 2.0 - * (the "License"); you may not use this file except in compliance with - * the License. You may obtain a copy of the License at - * - * http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. - */ - -package org.apache.commons.math4.optimization; - -/** - * Target of the optimization procedure. - * They are the values which the objective vector function must reproduce - * When the parameters of the model have been optimized. - * <br/> - * Immutable class. - * - * @deprecated As of 3.1 (to be removed in 4.0). - * @since 3.1 - */ -@Deprecated -public class Target implements OptimizationData { - /** Target values (of the objective vector function). */ - private final double[] target; - - /** - * @param observations Target values. - */ - public Target(double[] observations) { - target = observations.clone(); - } - - /** - * Gets the initial guess. - * - * @return the initial guess. - */ - public double[] getTarget() { - return target.clone(); - } -} http://git-wip-us.apache.org/repos/asf/commons-math/blob/b4669aad/src/main/java/org/apache/commons/math4/optimization/Weight.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/optimization/Weight.java b/src/main/java/org/apache/commons/math4/optimization/Weight.java deleted file mode 100644 index e5a3a9e..0000000 --- a/src/main/java/org/apache/commons/math4/optimization/Weight.java +++ /dev/null @@ -1,68 +0,0 @@ -/* - * Licensed to the Apache Software Foundation (ASF) under one or more - * contributor license agreements. See the NOTICE file distributed with - * this work for additional information regarding copyright ownership. - * The ASF licenses this file to You under the Apache License, Version 2.0 - * (the "License"); you may not use this file except in compliance with - * the License. You may obtain a copy of the License at - * - * http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. - */ - -package org.apache.commons.math4.optimization; - -import org.apache.commons.math4.linear.DiagonalMatrix; -import org.apache.commons.math4.linear.NonSquareMatrixException; -import org.apache.commons.math4.linear.RealMatrix; - -/** - * Weight matrix of the residuals between model and observations. - * <br/> - * Immutable class. - * - * @deprecated As of 3.1 (to be removed in 4.0). - * @since 3.1 - */ -@Deprecated -public class Weight implements OptimizationData { - /** Weight matrix. */ - private final RealMatrix weightMatrix; - - /** - * Creates a diagonal weight matrix. - * - * @param weight List of the values of the diagonal. - */ - public Weight(double[] weight) { - weightMatrix = new DiagonalMatrix(weight); - } - - /** - * @param weight Weight matrix. - * @throws NonSquareMatrixException if the argument is not - * a square matrix. - */ - public Weight(RealMatrix weight) { - if (weight.getColumnDimension() != weight.getRowDimension()) { - throw new NonSquareMatrixException(weight.getColumnDimension(), - weight.getRowDimension()); - } - - weightMatrix = weight.copy(); - } - - /** - * Gets the initial guess. - * - * @return the initial guess. - */ - public RealMatrix getWeight() { - return weightMatrix.copy(); - } -} http://git-wip-us.apache.org/repos/asf/commons-math/blob/b4669aad/src/main/java/org/apache/commons/math4/optimization/direct/AbstractSimplex.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/optimization/direct/AbstractSimplex.java b/src/main/java/org/apache/commons/math4/optimization/direct/AbstractSimplex.java deleted file mode 100644 index d30a0c6..0000000 --- a/src/main/java/org/apache/commons/math4/optimization/direct/AbstractSimplex.java +++ /dev/null @@ -1,347 +0,0 @@ -/* - * Licensed to the Apache Software Foundation (ASF) under one or more - * contributor license agreements. See the NOTICE file distributed with - * this work for additional information regarding copyright ownership. - * The ASF licenses this file to You under the Apache License, Version 2.0 - * (the "License"); you may not use this file except in compliance with - * the License. You may obtain a copy of the License at - * - * http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. - */ - -package org.apache.commons.math4.optimization.direct; - -import java.util.Arrays; -import java.util.Comparator; - -import org.apache.commons.math4.analysis.MultivariateFunction; -import org.apache.commons.math4.exception.DimensionMismatchException; -import org.apache.commons.math4.exception.MathIllegalArgumentException; -import org.apache.commons.math4.exception.NotStrictlyPositiveException; -import org.apache.commons.math4.exception.NullArgumentException; -import org.apache.commons.math4.exception.OutOfRangeException; -import org.apache.commons.math4.exception.ZeroException; -import org.apache.commons.math4.exception.util.LocalizedFormats; -import org.apache.commons.math4.optimization.OptimizationData; -import org.apache.commons.math4.optimization.PointValuePair; - -/** - * This class implements the simplex concept. - * It is intended to be used in conjunction with {@link SimplexOptimizer}. - * <br/> - * The initial configuration of the simplex is set by the constructors - * {@link #AbstractSimplex(double[])} or {@link #AbstractSimplex(double[][])}. - * The other {@link #AbstractSimplex(int) constructor} will set all steps - * to 1, thus building a default configuration from a unit hypercube. - * <br/> - * Users <em>must</em> call the {@link #build(double[]) build} method in order - * to create the data structure that will be acted on by the other methods of - * this class. - * - * @see SimplexOptimizer - * @deprecated As of 3.1 (to be removed in 4.0). - * @since 3.0 - */ -@Deprecated -public abstract class AbstractSimplex implements OptimizationData { - /** Simplex. */ - private PointValuePair[] simplex; - /** Start simplex configuration. */ - private double[][] startConfiguration; - /** Simplex dimension (must be equal to {@code simplex.length - 1}). */ - private final int dimension; - - /** - * Build a unit hypercube simplex. - * - * @param n Dimension of the simplex. - */ - protected AbstractSimplex(int n) { - this(n, 1d); - } - - /** - * Build a hypercube simplex with the given side length. - * - * @param n Dimension of the simplex. - * @param sideLength Length of the sides of the hypercube. - */ - protected AbstractSimplex(int n, - double sideLength) { - this(createHypercubeSteps(n, sideLength)); - } - - /** - * The start configuration for simplex is built from a box parallel to - * the canonical axes of the space. The simplex is the subset of vertices - * of a box parallel to the canonical axes. It is built as the path followed - * while traveling from one vertex of the box to the diagonally opposite - * vertex moving only along the box edges. The first vertex of the box will - * be located at the start point of the optimization. - * As an example, in dimension 3 a simplex has 4 vertices. Setting the - * steps to (1, 10, 2) and the start point to (1, 1, 1) would imply the - * start simplex would be: { (1, 1, 1), (2, 1, 1), (2, 11, 1), (2, 11, 3) }. - * The first vertex would be set to the start point at (1, 1, 1) and the - * last vertex would be set to the diagonally opposite vertex at (2, 11, 3). - * - * @param steps Steps along the canonical axes representing box edges. They - * may be negative but not zero. - * @throws NullArgumentException if {@code steps} is {@code null}. - * @throws ZeroException if one of the steps is zero. - */ - protected AbstractSimplex(final double[] steps) { - if (steps == null) { - throw new NullArgumentException(); - } - if (steps.length == 0) { - throw new ZeroException(); - } - dimension = steps.length; - - // Only the relative position of the n final vertices with respect - // to the first one are stored. - startConfiguration = new double[dimension][dimension]; - for (int i = 0; i < dimension; i++) { - final double[] vertexI = startConfiguration[i]; - for (int j = 0; j < i + 1; j++) { - if (steps[j] == 0) { - throw new ZeroException(LocalizedFormats.EQUAL_VERTICES_IN_SIMPLEX); - } - System.arraycopy(steps, 0, vertexI, 0, j + 1); - } - } - } - - /** - * The real initial simplex will be set up by moving the reference - * simplex such that its first point is located at the start point of the - * optimization. - * - * @param referenceSimplex Reference simplex. - * @throws NotStrictlyPositiveException if the reference simplex does not - * contain at least one point. - * @throws DimensionMismatchException if there is a dimension mismatch - * in the reference simplex. - * @throws IllegalArgumentException if one of its vertices is duplicated. - */ - protected AbstractSimplex(final double[][] referenceSimplex) { - if (referenceSimplex.length <= 0) { - throw new NotStrictlyPositiveException(LocalizedFormats.SIMPLEX_NEED_ONE_POINT, - referenceSimplex.length); - } - dimension = referenceSimplex.length - 1; - - // Only the relative position of the n final vertices with respect - // to the first one are stored. - startConfiguration = new double[dimension][dimension]; - final double[] ref0 = referenceSimplex[0]; - - // Loop over vertices. - for (int i = 0; i < referenceSimplex.length; i++) { - final double[] refI = referenceSimplex[i]; - - // Safety checks. - if (refI.length != dimension) { - throw new DimensionMismatchException(refI.length, dimension); - } - for (int j = 0; j < i; j++) { - final double[] refJ = referenceSimplex[j]; - boolean allEquals = true; - for (int k = 0; k < dimension; k++) { - if (refI[k] != refJ[k]) { - allEquals = false; - break; - } - } - if (allEquals) { - throw new MathIllegalArgumentException(LocalizedFormats.EQUAL_VERTICES_IN_SIMPLEX, - i, j); - } - } - - // Store vertex i position relative to vertex 0 position. - if (i > 0) { - final double[] confI = startConfiguration[i - 1]; - for (int k = 0; k < dimension; k++) { - confI[k] = refI[k] - ref0[k]; - } - } - } - } - - /** - * Get simplex dimension. - * - * @return the dimension of the simplex. - */ - public int getDimension() { - return dimension; - } - - /** - * Get simplex size. - * After calling the {@link #build(double[]) build} method, this method will - * will be equivalent to {@code getDimension() + 1}. - * - * @return the size of the simplex. - */ - public int getSize() { - return simplex.length; - } - - /** - * Compute the next simplex of the algorithm. - * - * @param evaluationFunction Evaluation function. - * @param comparator Comparator to use to sort simplex vertices from best - * to worst. - * @throws org.apache.commons.math4.exception.TooManyEvaluationsException - * if the algorithm fails to converge. - */ - public abstract void iterate(final MultivariateFunction evaluationFunction, - final Comparator<PointValuePair> comparator); - - /** - * Build an initial simplex. - * - * @param startPoint First point of the simplex. - * @throws DimensionMismatchException if the start point does not match - * simplex dimension. - */ - public void build(final double[] startPoint) { - if (dimension != startPoint.length) { - throw new DimensionMismatchException(dimension, startPoint.length); - } - - // Set first vertex. - simplex = new PointValuePair[dimension + 1]; - simplex[0] = new PointValuePair(startPoint, Double.NaN); - - // Set remaining vertices. - for (int i = 0; i < dimension; i++) { - final double[] confI = startConfiguration[i]; - final double[] vertexI = new double[dimension]; - for (int k = 0; k < dimension; k++) { - vertexI[k] = startPoint[k] + confI[k]; - } - simplex[i + 1] = new PointValuePair(vertexI, Double.NaN); - } - } - - /** - * Evaluate all the non-evaluated points of the simplex. - * - * @param evaluationFunction Evaluation function. - * @param comparator Comparator to use to sort simplex vertices from best to worst. - * @throws org.apache.commons.math4.exception.TooManyEvaluationsException - * if the maximal number of evaluations is exceeded. - */ - public void evaluate(final MultivariateFunction evaluationFunction, - final Comparator<PointValuePair> comparator) { - // Evaluate the objective function at all non-evaluated simplex points. - for (int i = 0; i < simplex.length; i++) { - final PointValuePair vertex = simplex[i]; - final double[] point = vertex.getPointRef(); - if (Double.isNaN(vertex.getValue())) { - simplex[i] = new PointValuePair(point, evaluationFunction.value(point), false); - } - } - - // Sort the simplex from best to worst. - Arrays.sort(simplex, comparator); - } - - /** - * Replace the worst point of the simplex by a new point. - * - * @param pointValuePair Point to insert. - * @param comparator Comparator to use for sorting the simplex vertices - * from best to worst. - */ - protected void replaceWorstPoint(PointValuePair pointValuePair, - final Comparator<PointValuePair> comparator) { - for (int i = 0; i < dimension; i++) { - if (comparator.compare(simplex[i], pointValuePair) > 0) { - PointValuePair tmp = simplex[i]; - simplex[i] = pointValuePair; - pointValuePair = tmp; - } - } - simplex[dimension] = pointValuePair; - } - - /** - * Get the points of the simplex. - * - * @return all the simplex points. - */ - public PointValuePair[] getPoints() { - final PointValuePair[] copy = new PointValuePair[simplex.length]; - System.arraycopy(simplex, 0, copy, 0, simplex.length); - return copy; - } - - /** - * Get the simplex point stored at the requested {@code index}. - * - * @param index Location. - * @return the point at location {@code index}. - */ - public PointValuePair getPoint(int index) { - if (index < 0 || - index >= simplex.length) { - throw new OutOfRangeException(index, 0, simplex.length - 1); - } - return simplex[index]; - } - - /** - * Store a new point at location {@code index}. - * Note that no deep-copy of {@code point} is performed. - * - * @param index Location. - * @param point New value. - */ - protected void setPoint(int index, PointValuePair point) { - if (index < 0 || - index >= simplex.length) { - throw new OutOfRangeException(index, 0, simplex.length - 1); - } - simplex[index] = point; - } - - /** - * Replace all points. - * Note that no deep-copy of {@code points} is performed. - * - * @param points New Points. - */ - protected void setPoints(PointValuePair[] points) { - if (points.length != simplex.length) { - throw new DimensionMismatchException(points.length, simplex.length); - } - simplex = points; - } - - /** - * Create steps for a unit hypercube. - * - * @param n Dimension of the hypercube. - * @param sideLength Length of the sides of the hypercube. - * @return the steps. - */ - private static double[] createHypercubeSteps(int n, - double sideLength) { - final double[] steps = new double[n]; - for (int i = 0; i < n; i++) { - steps[i] = sideLength; - } - return steps; - } -}
