Example usage for org.apache.commons.math.optimization.univariate BrentOptimizer BrentOptimizer

Introduction

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

Prototype

public BrentOptimizer() 

Source Link

Document

Construct a solver.

Usage

From source file:OughtaFocus.java

private double runAutofocusAlgorithm() throws Exception {
    UnivariateRealFunction scoreFun = new UnivariateRealFunction() {
        public double value(double d) throws FunctionEvaluationException {
            try {
                return measureFocusScore(d);
            } catch (Exception e) {
                throw new FunctionEvaluationException(e, d);
            }//from ww  w .  ja v  a 2  s. c  o m
        }
    };
    BrentOptimizer brentOptimizer = new BrentOptimizer();
    brentOptimizer.setAbsoluteAccuracy(tolerance);
    imageCount_ = 0;

    CMMCore core = app_.getMMCore();
    double z = core.getPosition(core.getFocusDevice());
    startZUm_ = z;
    //      getCurrentFocusScore();
    double zResult = brentOptimizer.optimize(scoreFun, GoalType.MAXIMIZE, z - searchRange / 2,
            z + searchRange / 2);
    ReportingUtils.logMessage("OughtaFocus Iterations: " + brentOptimizer.getIterationCount() + ", z="
            + TextUtils.FMT2.format(zResult) + ", dz=" + TextUtils.FMT2.format(zResult - startZUm_) + ", t="
            + (System.currentTimeMillis() - startTimeMs_));
    return zResult;
}

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

/**
 * {@inheritDoc}//from www.  j  ava  2 s . co  m
 */
@Override
public OptimizationResultVO optimizeSingleParam(final StrategyGroup strategyGroup, final String parameter,
        final double min, final double max, final double accuracy) {

    Validate.notEmpty(parameter, "Parameter is empty");

    try {
        UnivariateRealFunction function = new UnivariateFunction(this, strategyGroup, parameter);
        UnivariateRealOptimizer optimizer = new BrentOptimizer();
        optimizer.setAbsoluteAccuracy(accuracy);
        optimizer.optimize(function, GoalType.MAXIMIZE, min, max);
        OptimizationResultVO optimizationResult = new OptimizationResultVO();
        optimizationResult.setParameter(parameter);
        optimizationResult.setResult(optimizer.getResult());
        optimizationResult.setFunctionValue(optimizer.getFunctionValue());
        optimizationResult.setIterations(optimizer.getIterationCount());

        return optimizationResult;
    } catch (MathException ex) {
        throw new SimulationExecutorException(ex);
    }
}

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From source file:org.renjin.primitives.optimize.Optimizations.java

/**
 * Searches the interval from lower to upper for a minimum or maximum of the
 * function f with respect to its first argument.
 *
 * <p>This implementation uses the BrentOptimizer from Apache Commons Math, which
 * is the same reference used by the original R:
 *
 * <p>/*from w  w  w.j av a  2s  .com*/
 * Brent, R. (1973) Algorithms for Minimization without Derivatives. Englewood Cliffs N.J.: Prentice-Hall.
 */
public static double fmin(@Current Context context, @Current Environment rho, Function fn, double lower,
        double upper, double tol) {

    BrentOptimizer optimizer = new BrentOptimizer();
    optimizer.setAbsoluteAccuracy(tol);
    try {
        return optimizer.optimize(new UnivariateRealClosure(context, rho, fn), GoalType.MINIMIZE, lower, upper);
    } catch (MaxIterationsExceededException e) {
        throw new EvalException("maximum iterations reached", e);
    } catch (FunctionEvaluationException e) {
        throw new EvalException(e);
    }
}

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From source file:org.renjin.stats.internals.optimize.Optimizations.java

/**
 * Searches the interval from lower to upper for a minimum or maximum of the
 * function f with respect to its first argument.
 *
 * <p>This implementation uses the BrentOptimizer from Apache Commons Math, which
 * is the same reference used by the original R:
 *
 * <p>/*from   w  w w . ja v  a  2  s  .c  o m*/
 * Brent, R. (1973) Algorithms for Minimization without Derivatives. Englewood Cliffs N.J.: Prentice-Hall.
 */
@Internal
public static double fmin(@Current Context context, @Current Environment rho, Function fn, double lower,
        double upper, double tol) {

    BrentOptimizer optimizer = new BrentOptimizer();
    optimizer.setAbsoluteAccuracy(tol);
    try {
        return optimizer.optimize(new UnivariateRealClosure(context, rho, fn), GoalType.MINIMIZE, lower, upper);
    } catch (MaxIterationsExceededException e) {
        throw new EvalException("maximum iterations reached", e);
    } catch (FunctionEvaluationException e) {
        throw new EvalException(e);
    }
}

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