Java tutorial
/* * This file is part of CRISIS, an economics simulator. * * Copyright (C) 2015 John Kieran Phillips * * CRISIS is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * CRISIS is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with CRISIS. If not, see <http://www.gnu.org/licenses/>. */ package eu.crisis_economics.abm.markets.clearing.heterogeneous; import org.apache.commons.math3.fitting.leastsquares.LeastSquaresFactory; import org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer.Optimum; import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem; import org.apache.commons.math3.fitting.leastsquares.LevenbergMarquardtOptimizer; import org.apache.commons.math3.fitting.leastsquares.MultivariateJacobianFunction; import org.apache.commons.math3.linear.ArrayRealVector; import org.apache.commons.math3.linear.RealVector; import org.apache.commons.math3.optim.ConvergenceChecker; import org.apache.commons.math3.optim.SimpleVectorValueChecker; import com.google.common.base.Preconditions; /** * An implementation of the Levenberg-Marquardt SSQ fitting algorithm * for mixed network clearing. * * @author phillips */ final class LevenbergMarquardtClearingAlgorithm extends NumericalDerivativeClearingAlgorithm { private final int maximumIterations, maximumEvaluations; private final double absErrorTarget, relErrorTarget; public LevenbergMarquardtClearingAlgorithm( // Immutable final int maximumIterations, final int maximumEvaluations, final double absErrorTarget, final double relErrorTarget) { this.maximumIterations = maximumIterations; this.maximumEvaluations = maximumEvaluations; this.absErrorTarget = absErrorTarget; this.relErrorTarget = relErrorTarget; } @Override public double applyToNetwork(final MixedClearingNetwork network) { Preconditions.checkNotNull(network); final VectorCostFunction function = super.getVectorCostFunction(network); final MultivariateJacobianFunction model = LeastSquaresFactory.model(function, super.getJacobianMatrixFunction(network)); final RealVector observed = new ArrayRealVector(super.calculateTarget(network)), start = new ArrayRealVector(network.getNumberOfEdges()); for (int i = 0; i < network.getNumberOfEdges(); ++i) start.setEntry(i, network.getEdges().get(i).getMaximumRateAdmissibleByBothParties()); start.set(1.0); final ConvergenceChecker<LeastSquaresProblem.Evaluation> evaluationChecker = LeastSquaresFactory .evaluationChecker(new SimpleVectorValueChecker(relErrorTarget, absErrorTarget)); final LeastSquaresProblem problem = LeastSquaresFactory.create(model, observed, start, evaluationChecker, maximumEvaluations, maximumIterations); final LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer(); final Optimum result = optimizer.optimize(problem); final double residualCost = result.getRMS(); System.out.println("Network cleared: residual cost: " + residualCost + "."); return residualCost; } /** * @return The maximum number of Levenberg iterations. */ public int getMaximumIterations() { return maximumIterations; } /** * @return The maximum number of network cost evaluations. */ public int getMaximumEvaluations() { return maximumEvaluations; } /** * @return The absolute residual error threshold target. */ public double getAbsErrorTarget() { return absErrorTarget; } /** * @return The relative residual error threshold target. */ public double getRelErrorTarget() { return relErrorTarget; } /* * Returns a brief description of this object. The exact details of the * string are subject to change, and as such should not be regarded as fixed. */ @Override public String toString() { return "Levenberg Marquardt Clearing Algorithm, maximum iterations:" + maximumIterations + ", maximum network cost evaluations:" + maximumEvaluations + ", absolute error target:" + absErrorTarget + ", relative error target:" + relErrorTarget + "."; } }