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Posted to commits@commons.apache.org by er...@apache.org on 2013/03/19 15:51:30 UTC
svn commit: r1458323 - in /commons/proper/math/trunk/src: changes/
main/java/org/apache/commons/math3/optim/
main/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/
main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/
main/jav...
Author: erans
Date: Tue Mar 19 14:51:30 2013
New Revision: 1458323
URL: http://svn.apache.org/r1458323
Log:
MATH-949
Increment iteration counter.
By default, the maximum number of iterations is "Integer.MAX_VALUE".
Modified:
commons/proper/math/trunk/src/changes/changes.xml
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/BaseOptimizer.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/NonLinearConjugateGradientOptimizer.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizer.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizer.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizer.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/NonLinearConjugateGradientOptimizerTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerMultiDirectionalTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerNelderMeadTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/AbstractLeastSquaresOptimizerAbstractTest.java
Modified: commons/proper/math/trunk/src/changes/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Tue Mar 19 14:51:30 2013
@@ -55,6 +55,9 @@ This is a minor release: It combines bug
Changes to existing features were made in a backwards-compatible
way such as to allow drop-in replacement of the v3.1[.1] JAR file.
">
+ <action dev="erans" type="fix" issue="MATH-949">
+ Increment iteration counter in optimization algorithms.
+ </action>
<action dev="luc" type="add" issue="MATH-811" >
Added a way to trigger only increasing or decreasing events in ODE integration.
</action>
Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/BaseOptimizer.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/BaseOptimizer.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/BaseOptimizer.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/BaseOptimizer.java Tue Mar 19 14:51:30 2013
@@ -48,7 +48,7 @@ public abstract class BaseOptimizer<PAIR
this.checker = checker;
evaluations = new Incrementor(0, new MaxEvalCallback());
- iterations = new Incrementor(0, new MaxIterCallback());
+ iterations = new Incrementor(Integer.MAX_VALUE, new MaxIterCallback());
}
/**
Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/NonLinearConjugateGradientOptimizer.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/NonLinearConjugateGradientOptimizer.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/NonLinearConjugateGradientOptimizer.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/NonLinearConjugateGradientOptimizer.java Tue Mar 19 14:51:30 2013
@@ -211,16 +211,15 @@ public class NonLinearConjugateGradientO
}
PointValuePair current = null;
- int iter = 0;
int maxEval = getMaxEvaluations();
while (true) {
- ++iter;
+ incrementIterationCount();
final double objective = computeObjectiveValue(point);
PointValuePair previous = current;
current = new PointValuePair(point, objective);
if (previous != null) {
- if (checker.converged(iter, previous, current)) {
+ if (checker.converged(getIterations(), previous, current)) {
// We have found an optimum.
return current;
}
@@ -274,7 +273,7 @@ public class NonLinearConjugateGradientO
steepestDescent = newSteepestDescent;
// Compute conjugate search direction.
- if (iter % n == 0 ||
+ if (getIterations() % n == 0 ||
beta < 0) {
// Break conjugation: reset search direction.
searchDirection = steepestDescent.clone();
Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizer.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizer.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizer.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizer.java Tue Mar 19 14:51:30 2013
@@ -385,6 +385,8 @@ public class CMAESOptimizer
generationLoop:
for (iterations = 1; iterations <= maxIterations; iterations++) {
+ incrementIterationCount();
+
// Generate and evaluate lambda offspring
final RealMatrix arz = randn1(dimension, lambda);
final RealMatrix arx = zeros(dimension, lambda);
Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizer.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizer.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizer.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizer.java Tue Mar 19 14:51:30 2013
@@ -188,9 +188,8 @@ public class PowellOptimizer
double[] x = guess;
double fVal = computeObjectiveValue(x);
double[] x1 = x.clone();
- int iter = 0;
while (true) {
- ++iter;
+ incrementIterationCount();
double fX = fVal;
double fX2 = 0;
@@ -224,7 +223,7 @@ public class PowellOptimizer
final PointValuePair current = new PointValuePair(x, fVal);
if (!stop) { // User-defined stopping criteria.
if (checker != null) {
- stop = checker.converged(iter, previous, current);
+ stop = checker.converged(getIterations(), previous, current);
}
}
if (stop) {
Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizer.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizer.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizer.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizer.java Tue Mar 19 14:51:30 2013
@@ -155,7 +155,7 @@ public class SimplexOptimizer extends Mu
int iteration = 0;
final ConvergenceChecker<PointValuePair> checker = getConvergenceChecker();
while (true) {
- if (iteration > 0) {
+ if (getIterations() > 0) {
boolean converged = true;
for (int i = 0; i < simplex.getSize(); i++) {
PointValuePair prev = previous[i];
@@ -171,7 +171,8 @@ public class SimplexOptimizer extends Mu
// We still need to search.
previous = simplex.getPoints();
simplex.iterate(evalFunc, comparator);
- ++iteration;
+
+ incrementIterationCount();
}
}
Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java Tue Mar 19 14:51:30 2013
@@ -103,9 +103,8 @@ public class GaussNewtonOptimizer extend
// iterate until convergence is reached
PointVectorValuePair current = null;
- int iter = 0;
for (boolean converged = false; !converged;) {
- ++iter;
+ incrementIterationCount();
// evaluate the objective function and its jacobian
PointVectorValuePair previous = current;
@@ -157,7 +156,7 @@ public class GaussNewtonOptimizer extend
// Check convergence.
if (previous != null) {
- converged = checker.converged(iter, previous, current);
+ converged = checker.converged(getIterations(), previous, current);
if (converged) {
setCost(computeCost(currentResiduals));
return current;
Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java Tue Mar 19 14:51:30 2013
@@ -319,10 +319,10 @@ public class LevenbergMarquardtOptimizer
// Outer loop.
lmPar = 0;
boolean firstIteration = true;
- int iter = 0;
final ConvergenceChecker<PointVectorValuePair> checker = getConvergenceChecker();
while (true) {
- ++iter;
+ incrementIterationCount();
+
final PointVectorValuePair previous = current;
// QR decomposition of the jacobian matrix
@@ -486,7 +486,7 @@ public class LevenbergMarquardtOptimizer
// tests for convergence.
if (checker != null) {
// we use the vectorial convergence checker
- if (checker.converged(iter, previous, current)) {
+ if (checker.converged(getIterations(), previous, current)) {
setCost(currentCost);
return current;
}
Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/NonLinearConjugateGradientOptimizerTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/NonLinearConjugateGradientOptimizerTest.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/NonLinearConjugateGradientOptimizerTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/gradient/NonLinearConjugateGradientOptimizerTest.java Tue Mar 19 14:51:30 2013
@@ -136,6 +136,9 @@ public class NonLinearConjugateGradientO
new InitialGuess(new double[] { 0 }));
Assert.assertEquals(1.5, optimum.getPoint()[0], 1.0e-10);
Assert.assertEquals(0.0, optimum.getValue(), 1.0e-10);
+
+ // Check that the number of iterations is updated (MATH-949).
+ Assert.assertTrue(optimizer.getIterations() > 0);
}
@Test
Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/CMAESOptimizerTest.java Tue Mar 19 14:51:30 2013
@@ -49,7 +49,7 @@ public class CMAESOptimizerTest {
static final int DIM = 13;
static final int LAMBDA = 4 + (int)(3.*Math.log(DIM));
-
+
@Test(expected = NumberIsTooLargeException.class)
public void testInitOutofbounds1() {
double[] startPoint = point(DIM,3);
@@ -510,6 +510,8 @@ public class CMAESOptimizerTest {
for (int i = 0; i < dim; i++) {
Assert.assertEquals(expected.getPoint()[i], result.getPoint()[i], pointTol);
}
+
+ Assert.assertTrue(optim.getIterations() > 0);
}
private static double[] point(int n, double value) {
Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.java Tue Mar 19 14:51:30 2013
@@ -262,5 +262,7 @@ public class PowellOptimizerTest {
Assert.assertEquals("found[" + i + "]=" + point[i] + " value=" + result.getValue(),
optimum[i], point[i], pointTol);
}
+
+ Assert.assertTrue(optim.getIterations() > 0);
}
}
Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerMultiDirectionalTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerMultiDirectionalTest.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerMultiDirectionalTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerMultiDirectionalTest.java Tue Mar 19 14:51:30 2013
@@ -61,6 +61,9 @@ public class SimplexOptimizerMultiDirect
Assert.assertEquals(fourExtrema.valueXmYp, optimum.getValue(), 8e-13);
Assert.assertTrue(optimizer.getEvaluations() > 120);
Assert.assertTrue(optimizer.getEvaluations() < 150);
+
+ // Check that the number of iterations is updated (MATH-949).
+ Assert.assertTrue(optimizer.getIterations() > 0);
}
@Test
@@ -79,6 +82,9 @@ public class SimplexOptimizerMultiDirect
Assert.assertEquals(fourExtrema.valueXpYm, optimum.getValue(), 2e-12);
Assert.assertTrue(optimizer.getEvaluations() > 120);
Assert.assertTrue(optimizer.getEvaluations() < 150);
+
+ // Check that the number of iterations is updated (MATH-949).
+ Assert.assertTrue(optimizer.getIterations() > 0);
}
@Test
@@ -97,6 +103,9 @@ public class SimplexOptimizerMultiDirect
Assert.assertEquals(fourExtrema.valueXmYm, optimum.getValue(), 2e-14);
Assert.assertTrue(optimizer.getEvaluations() > 120);
Assert.assertTrue(optimizer.getEvaluations() < 150);
+
+ // Check that the number of iterations is updated (MATH-949).
+ Assert.assertTrue(optimizer.getIterations() > 0);
}
@Test
@@ -115,6 +124,9 @@ public class SimplexOptimizerMultiDirect
Assert.assertEquals(fourExtrema.valueXpYp, optimum.getValue(), 2e-12);
Assert.assertTrue(optimizer.getEvaluations() > 180);
Assert.assertTrue(optimizer.getEvaluations() < 220);
+
+ // Check that the number of iterations is updated (MATH-949).
+ Assert.assertTrue(optimizer.getIterations() > 0);
}
@Test
Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerNelderMeadTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerNelderMeadTest.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerNelderMeadTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerNelderMeadTest.java Tue Mar 19 14:51:30 2013
@@ -66,6 +66,9 @@ public class SimplexOptimizerNelderMeadT
Assert.assertEquals(fourExtrema.valueXmYp, optimum.getValue(), 6e-12);
Assert.assertTrue(optimizer.getEvaluations() > 60);
Assert.assertTrue(optimizer.getEvaluations() < 90);
+
+ // Check that the number of iterations is updated (MATH-949).
+ Assert.assertTrue(optimizer.getIterations() > 0);
}
@Test
@@ -84,6 +87,9 @@ public class SimplexOptimizerNelderMeadT
Assert.assertEquals(fourExtrema.valueXpYm, optimum.getValue(), 1e-11);
Assert.assertTrue(optimizer.getEvaluations() > 60);
Assert.assertTrue(optimizer.getEvaluations() < 90);
+
+ // Check that the number of iterations is updated (MATH-949).
+ Assert.assertTrue(optimizer.getIterations() > 0);
}
@Test
@@ -102,6 +108,9 @@ public class SimplexOptimizerNelderMeadT
Assert.assertEquals(fourExtrema.valueXmYm, optimum.getValue(), 3e-12);
Assert.assertTrue(optimizer.getEvaluations() > 60);
Assert.assertTrue(optimizer.getEvaluations() < 90);
+
+ // Check that the number of iterations is updated (MATH-949).
+ Assert.assertTrue(optimizer.getIterations() > 0);
}
@Test
@@ -120,6 +129,9 @@ public class SimplexOptimizerNelderMeadT
Assert.assertEquals(fourExtrema.valueXpYp, optimum.getValue(), 7e-12);
Assert.assertTrue(optimizer.getEvaluations() > 60);
Assert.assertTrue(optimizer.getEvaluations() < 90);
+
+ // Check that the number of iterations is updated (MATH-949).
+ Assert.assertTrue(optimizer.getIterations() > 0);
}
@Test
Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/AbstractLeastSquaresOptimizerAbstractTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/AbstractLeastSquaresOptimizerAbstractTest.java?rev=1458323&r1=1458322&r2=1458323&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/AbstractLeastSquaresOptimizerAbstractTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/AbstractLeastSquaresOptimizerAbstractTest.java Tue Mar 19 14:51:30 2013
@@ -106,6 +106,32 @@ public abstract class AbstractLeastSquar
public abstract AbstractLeastSquaresOptimizer createOptimizer();
@Test
+ public void testGetIterations() {
+ AbstractLeastSquaresOptimizer optim = createOptimizer();
+ optim.optimize(new MaxEval(100), new Target(new double[] { 1 }),
+ new Weight(new double[] { 1 }),
+ new InitialGuess(new double[] { 3 }),
+ new ModelFunction(new MultivariateVectorFunction() {
+ @Override
+ public double[] value(double[] point) {
+ return new double[] {
+ FastMath.pow(point[0], 4)
+ };
+ }
+ }),
+ new ModelFunctionJacobian(new MultivariateMatrixFunction() {
+ @Override
+ public double[][] value(double[] point) {
+ return new double[][] {
+ { 0.25 * FastMath.pow(point[0], 3) }
+ };
+ }
+ }));
+
+ Assert.assertTrue(optim.getIterations() > 0);
+ }
+
+ @Test
public void testTrivial() {
LinearProblem problem
= new LinearProblem(new double[][] { { 2 } }, new double[] { 3 });