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

Introduction

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

Prototype

public NelderMeadSimplex(final int n, double sideLength) 

Source Link

Document

Build a Nelder-Mead simplex with default coefficients.

Usage

From source file:edu.utexas.cs.tactex.tariffoptimization.OptimizerWrapperApacheAmoeba.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, -0.5 * SIMPLEX_EDGE);
    //Arrays.fill(startingVertex, -1 * SIMPLEX_EDGE);

    // TODO if there are convergence issues, change these guessed thresholds
    //SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30); 
    //SimplexOptimizer optimizer = new SimplexOptimizer(1e-4, 1e-4); 
    //SimplexOptimizer optimizer = new SimplexOptimizer(1e-2, 10); 
    SimplexOptimizer optimizer = new SimplexOptimizer(1e-3, 5);
    //SimplexOptimizer optimizer = new SimplexOptimizer(1e-2, 5); 

    final PointValuePair optimum = optimizer.optimize(new MaxEval(numEval),
            new ObjectiveFunction(new OptimizerWrapperApacheObjective(tariffUtilityEstimate)),
            GoalType.MAXIMIZE, new InitialGuess(startingVertex),
            //new NelderMeadSimplex(NUM_RATES, -1 * SIMPLEX_EDGE)); 
            new NelderMeadSimplex(NUM_RATES, SIMPLEX_EDGE));// should be positive since this reflects decrease in (negative) charges

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

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