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

Introduction

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

Prototype

void setConvergenceChecker(RealConvergenceChecker checker);

Source Link

Document

Set the convergence checker.

Usage

From source file:com.martinkampjensen.thesis.minimization.NelderMeadMinimizer.java

private MultivariateRealOptimizer createOptimizer() {
    final MultivariateRealOptimizer optimizer = new NelderMead(_reflection, _expansion, _contraction,
            _shrinkage);/*from  w ww . j a v a2s.  c om*/

    optimizer.setConvergenceChecker(_convergence);
    optimizer.setMaxEvaluations(_maxEvaluations);
    optimizer.setMaxIterations(_maxIterations);

    return optimizer;
}

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

/**
 * {@inheritDoc}/*  w  w  w .ja va  2 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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