Example usage for org.apache.commons.math3.optim.nonlinear.scalar.noderiv BOBYQAOptimizer BOBYQAOptimizer

Introduction

In this page you can find the example usage for org.apache.commons.math3.optim.nonlinear.scalar.noderiv BOBYQAOptimizer BOBYQAOptimizer.

Prototype

public BOBYQAOptimizer(int numberOfInterpolationPoints, double initialTrustRegionRadius,
        double stoppingTrustRegionRadius) 

Source Link

Usage

From source file:edu.ucsf.valelab.saim.calculations.SaimErrorFunctionFitter.java

public double[] fit(Collection<WeightedObservedPoint> observedPoints) {
    SaimErrorFunction ser = new SaimErrorFunction(data_, observedPoints);
    MultivariateOptimizer optimizer = new BOBYQAOptimizer(6, 10, 1.0E-8);
    double[] lb = { 0.0, 0.0, 0.0 };
    double[] ub = { 64000, 64000, 1000 };
    SimpleBounds sb = new SimpleBounds(lb, ub);
    PointValuePair results = optimizer.optimize(new MaxEval(20000), GoalType.MINIMIZE, new InitialGuess(guess_),
            new ObjectiveFunction(ser), sb);
    System.out.println("Value: " + results.getValue());
    return results.getPoint();

}

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From source file:eu.crisis_economics.abm.markets.clearing.heterogeneous.BoundedQuadraticEstimationClearingAlgorithm.java

@Override
public double applyToNetwork(final MixedClearingNetwork network) {
    Preconditions.checkNotNull(network);
    final int dimension = network.getNumberOfEdges();

    final ResidualCostFunction aggregateCostFunction = super.getResidualScalarCostFunction(network);
    final RealVector start = new ArrayRealVector(network.getNumberOfEdges());
    start.set(1.0); // Initial rate guess.

    final BOBYQAOptimizer optimizer = new BOBYQAOptimizer(2 * dimension + 1, 1.2, 1.e-8);
    final PointValuePair result = optimizer.optimize(new MaxEval(maximumEvaluations),
            new ObjectiveFunction(aggregateCostFunction), GoalType.MINIMIZE,
            new SimpleBounds(new double[dimension], ArrayUtil.ones(dimension)),
            new InitialGuess(start.toArray()));

    final double residualCost = result.getValue();
    System.out.println("Network cleared: residual cost: " + residualCost + ".");

    return residualCost;
}

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From source file:edu.utexas.cs.tactex.tariffoptimization.OptimizerWrapperApacheBOBYQA.java

@Override
public TreeMap<Double, TariffSpecification> findOptimum(TariffUtilityEstimate tariffUtilityEstimate,
        int NUM_RATES, int numEval) {

    double[] startingVertex = new double[NUM_RATES]; // start from the fixed-rate tariff's offset
    Arrays.fill(startingVertex, 0.0);
    //Arrays.fill(startingVertex, 0.5 * INITIAL_TRUST_REGION_RADIUS);
    //Arrays.fill(startingVertex, 1 * INITIAL_TRUST_REGION_RADIUS);

    final int numIterpolationPoints = 2 * NUM_RATES + 1; // BOBYQA recommends 2n+1 points
    BOBYQAOptimizer optimizer = new BOBYQAOptimizer(numIterpolationPoints, INITIAL_TRUST_REGION_RADIUS,
            STOPPING_TRUST_REGION_RADIUS);

    // needed since one optimization found positive 
    // charges (paying customer to consume...)
    double[][] boundaries = createBoundaries(NUM_RATES);

    final PointValuePair optimum = optimizer.optimize(new MaxEval(numEval),
            new ObjectiveFunction(new OptimizerWrapperApacheObjective(tariffUtilityEstimate)),
            GoalType.MAXIMIZE, new InitialGuess(startingVertex),
            //new SimpleBounds(boundaries[0], boundaries[1]));
            SimpleBounds.unbounded(NUM_RATES));

    TreeMap<Double, TariffSpecification> eval2TOUTariff = new TreeMap<Double, TariffSpecification>();
    eval2TOUTariff.put(optimum.getValue(), tariffUtilityEstimate.getCorrespondingSpec(optimum.getKey()));
    return eval2TOUTariff;
}

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From source file:com.wwidesigner.optimization.ObjectiveFunctionOptimizer.java

protected static PointValuePair doSingleStart(BaseObjectiveFunction objective, double[] startPoint,
        int maxEvaluations, double[] nextStart) {
    singleRunEvaluations = 0;/*from   ww  w.j  a  va 2  s.  com*/
    PointValuePair result = null;
    try {
        int numVariables = objective.getNrDimensions();
        if (numVariables > 1) // Use BOBYQA
        {
            double trustRegion = objective.getInitialTrustRegionRadius(nextStart);
            double stoppingTrustRegion = objective.getStoppingTrustRegionRadius();
            BOBYQAOptimizer optimizer = new BOBYQAOptimizer(objective.getNrInterpolations(), trustRegion,
                    stoppingTrustRegion);
            result = runBobyqa(optimizer, objective, nextStart, maxEvaluations);
            singleRunEvaluations = optimizer.getEvaluations();
        } else
        // Use Brent
        {
            BrentOptimizer optimizer = new BrentOptimizer(1.e-6, 1.e-14);
            UnivariatePointValuePair outcome = runBrent(optimizer, objective, startPoint);
            result = new PointValuePair(new double[] { outcome.getPoint() }, outcome.getValue());
            singleRunEvaluations = optimizer.getEvaluations();
        }
        double value = result.getValue();
        if (value == Double.POSITIVE_INFINITY) {
            System.out.print("no valid solution found");
        } else {
            System.out.print("optimum " + result.getValue());
        }
    } catch (TooManyEvaluationsException e) {
        System.out.println("Exception: " + e.getMessage());
    }
    // Thrown by BOBYQA for no apparent reason: a bug?
    catch (NoSuchElementException e) {
        System.out.println("no valid solution found");
    } catch (OperationCancelledException e) {
        // Restore starting point.
        objective.setGeometryPoint(startPoint);
        // Re-throw the exception to give up the whole multi-start
        // optimization.
        throw new OperationCancelledException(e.getMessage());
    } catch (Exception e) {
        System.out.println("Exception: " + e.getMessage());
        // e.printStackTrace();
    } finally {
        System.out.println(" at start point " + Arrays.toString(nextStart));
    }

    return result;
}

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From source file:com.wwidesigner.optimization.ObjectiveFunctionOptimizer.java

protected static PointValuePair runBobyqa(BaseObjectiveFunction objective, double[] startPoint)
        throws TooManyEvaluationsException {
    double trustRegion = objective.getInitialTrustRegionRadius(startPoint);
    double stoppingTrustRegion = objective.getStoppingTrustRegionRadius();
    BOBYQAOptimizer optimizer = new BOBYQAOptimizer(objective.getNrInterpolations(), trustRegion,
            stoppingTrustRegion);/*from   w ww  .  j  a v  a2  s.c  om*/

    return runBobyqa(optimizer, objective, startPoint, objective.getMaxEvaluations());
}

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