List of usage examples for org.apache.commons.math3.optim.nonlinear.scalar.noderiv CMAESOptimizer.Sigma CMAESOptimizer.Sigma
public Sigma(double[] s) throws NotPositiveException
From source file:edu.cmu.tetrad.sem.GeneralizedSemEstimator.java
private double[] optimize(MultivariateFunction function, double[] values, int optimizer) { PointValuePair pair = null;/* w w w . j a v a2 s . c o m*/ if (optimizer == 1) { // 0.01, 0.000001 //2.0D * FastMath.ulp(1.0D), 1e-8 MultivariateOptimizer search = new PowellOptimizer(1e-7, 1e-7); pair = search.optimize(new InitialGuess(values), new ObjectiveFunction(function), GoalType.MINIMIZE, new MaxEval(100000)); } else if (optimizer == 2) { MultivariateOptimizer search = new SimplexOptimizer(1e-7, 1e-7); pair = search.optimize(new InitialGuess(values), new ObjectiveFunction(function), GoalType.MINIMIZE, new MaxEval(100000), new NelderMeadSimplex(values.length)); } else if (optimizer == 3) { int dim = values.length; int additionalInterpolationPoints = 0; final int numIterpolationPoints = 2 * dim + 1 + additionalInterpolationPoints; BOBYQAOptimizer search = new BOBYQAOptimizer(numIterpolationPoints); pair = search.optimize(new MaxEval(100000), new ObjectiveFunction(function), GoalType.MINIMIZE, new InitialGuess(values), SimpleBounds.unbounded(dim)); } else if (optimizer == 4) { MultivariateOptimizer search = new CMAESOptimizer(3000000, .05, false, 0, 0, new MersenneTwister(), false, new SimplePointChecker<PointValuePair>(0.5, 0.5)); pair = search.optimize(new MaxEval(30000), new ObjectiveFunction(function), GoalType.MINIMIZE, new InitialGuess(values), new CMAESOptimizer.Sigma(new double[values.length]), new CMAESOptimizer.PopulationSize(1000)); } else if (optimizer == 5) { // 0.01, 0.000001 //2.0D * FastMath.ulp(1.0D), 1e-8 MultivariateOptimizer search = new PowellOptimizer(.05, .05); pair = search.optimize(new InitialGuess(values), new ObjectiveFunction(function), GoalType.MINIMIZE, new MaxEval(100000)); } else if (optimizer == 6) { MultivariateOptimizer search = new PowellOptimizer(1e-7, 1e-7); pair = search.optimize(new InitialGuess(values), new ObjectiveFunction(function), GoalType.MAXIMIZE, new MaxEval(10000)); } return pair.getPoint(); }