Example usage for org.apache.commons.math3.optimization.direct BOBYQAOptimizer BOBYQAOptimizer

Introduction

In this page you can find the example usage for org.apache.commons.math3.optimization.direct BOBYQAOptimizer BOBYQAOptimizer.

Prototype

public BOBYQAOptimizer(int numberOfInterpolationPoints) 

Source Link

Usage

From source file:gamlss.smoothing.PB.java

/**
 * Constructor of PB class.// w  ww .j  a v a 2 s.co m
 * @param distr - object of the fitted distribution belonging
 *  to the gamlss family
 * @param rConnect - object of ConnectionToR class
 * @param smoothMatrices - initially suplied smoother matrices for each 
 * of the distribution parameters
 */
public PB(final GAMLSSFamilyDistribution distr, final ConnectionToR rConnect,
        final HashMap<Integer, BlockRealMatrix> smoothMatrices) {

    nonLinObj = new NonLinObjFunction();
    uniRootObj = new UniRootObjFunction();
    optimizer = new BOBYQAOptimizer(Controls.BOBYQA_INTERPOL_POINTS);
    this.rConnection = rConnect;
    this.smootherMatrices = smoothMatrices;

    for (int i = 1; i < distr.getNumberOfDistribtionParameters() + 1; i++) {
        if (smoothMatrices.get(i) != null) {
            //            if (smoothMatrices.containsKey(i)) {
            // Create smoother matrices of zeros
            lambdas.put(i, Controls.INITIAL_LAMBDA);
            for (int j = 0; j < smoothMatrices.get(i).getColumnDimension(); j++) {
                buildMatrices((ArrayRealVector) smoothMatrices.get(i).getColumnVector(j),
                        Controls.DF_USER_DEFINED[i - 1], j);
            }
            baseMatricesSet.put(i, baseMatrices.clone());
            penaltyMatricesSet.put(i, penaltyMatrices.clone());
            dfValuesSet.put(i, dfValues.clone());
            baseMatrices.clear();
            penaltyMatrices.clear();
            dfValues.clear();

            //            }
        }
    }
}

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