Example usage for org.apache.commons.math.optimization MultivariateRealOptimizer getEvaluations

Introduction

In this page you can find the example usage for org.apache.commons.math.optimization MultivariateRealOptimizer getEvaluations.

Prototype

int getEvaluations();

Source Link

Document

Get the number of evaluations of the objective function.

Usage

From source file:ch.algotrader.simulation.SimulationExecutorImpl.java

/**
 * {@inheritDoc}//from  www  . j a  v  a2 s  .c o  m
 */
@Override
public void optimizeMultiParam(final StrategyGroup strategyGroup, final String[] parameters,
        final double[] starts) {

    Validate.notNull(parameters, "Parameter is null");
    Validate.notNull(starts, "Starts is null");

    RealPointValuePair result;
    try {
        MultivariateRealFunction function = new MultivariateFunction(this, strategyGroup, parameters);
        MultivariateRealOptimizer optimizer = new MultiDirectional();
        optimizer.setConvergenceChecker(new SimpleScalarValueChecker(0.0, 0.01));
        result = optimizer.optimize(function, GoalType.MAXIMIZE, starts);
        if (RESULT_LOGGER.isInfoEnabled()) {
            for (int i = 0; i < result.getPoint().length; i++) {
                RESULT_LOGGER.info("optimal value for {}={}", parameters[i],
                        format.format(result.getPoint()[i]));
            }
            RESULT_LOGGER.info("functionValue: {} needed iterations: {})", format.format(result.getValue()),
                    optimizer.getEvaluations());
        }
    } catch (MathException ex) {
        throw new SimulationExecutorException(ex);
    }
}

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