You are viewing a plain text version of this content. The canonical link for it is here.
Posted to commits@commons.apache.org by lu...@apache.org on 2013/04/07 01:42:02 UTC
svn commit: r857558 [21/39] - in
/websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3:
./ analysis/ analysis/differentiation/ analysis/interpolation/ complex/
dfp/ distribution/ distribution/fitting/ ex...
Modified: websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.html
==============================================================================
--- websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.html (original)
+++ websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.html Sat Apr 6 23:42:01 2013
@@ -21,237 +21,254 @@
<FONT color="green">018</FONT> <a name="line.18"></a>
<FONT color="green">019</FONT> import org.apache.commons.math3.analysis.MultivariateFunction;<a name="line.19"></a>
<FONT color="green">020</FONT> import org.apache.commons.math3.analysis.SumSincFunction;<a name="line.20"></a>
-<FONT color="green">021</FONT> import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;<a name="line.21"></a>
-<FONT color="green">022</FONT> import org.apache.commons.math3.optim.PointValuePair;<a name="line.22"></a>
-<FONT color="green">023</FONT> import org.apache.commons.math3.optim.InitialGuess;<a name="line.23"></a>
-<FONT color="green">024</FONT> import org.apache.commons.math3.optim.MaxEval;<a name="line.24"></a>
-<FONT color="green">025</FONT> import org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;<a name="line.25"></a>
-<FONT color="green">026</FONT> import org.apache.commons.math3.util.FastMath;<a name="line.26"></a>
-<FONT color="green">027</FONT> import org.junit.Assert;<a name="line.27"></a>
-<FONT color="green">028</FONT> import org.junit.Test;<a name="line.28"></a>
-<FONT color="green">029</FONT> <a name="line.29"></a>
-<FONT color="green">030</FONT> /**<a name="line.30"></a>
-<FONT color="green">031</FONT> * Test for {@link PowellOptimizer}.<a name="line.31"></a>
-<FONT color="green">032</FONT> */<a name="line.32"></a>
-<FONT color="green">033</FONT> public class PowellOptimizerTest {<a name="line.33"></a>
-<FONT color="green">034</FONT> <a name="line.34"></a>
-<FONT color="green">035</FONT> @Test<a name="line.35"></a>
-<FONT color="green">036</FONT> public void testSumSinc() {<a name="line.36"></a>
-<FONT color="green">037</FONT> final MultivariateFunction func = new SumSincFunction(-1);<a name="line.37"></a>
-<FONT color="green">038</FONT> <a name="line.38"></a>
-<FONT color="green">039</FONT> int dim = 2;<a name="line.39"></a>
-<FONT color="green">040</FONT> final double[] minPoint = new double[dim];<a name="line.40"></a>
-<FONT color="green">041</FONT> for (int i = 0; i < dim; i++) {<a name="line.41"></a>
-<FONT color="green">042</FONT> minPoint[i] = 0;<a name="line.42"></a>
-<FONT color="green">043</FONT> }<a name="line.43"></a>
-<FONT color="green">044</FONT> <a name="line.44"></a>
-<FONT color="green">045</FONT> double[] init = new double[dim];<a name="line.45"></a>
-<FONT color="green">046</FONT> <a name="line.46"></a>
-<FONT color="green">047</FONT> // Initial is minimum.<a name="line.47"></a>
-<FONT color="green">048</FONT> for (int i = 0; i < dim; i++) {<a name="line.48"></a>
-<FONT color="green">049</FONT> init[i] = minPoint[i];<a name="line.49"></a>
-<FONT color="green">050</FONT> }<a name="line.50"></a>
-<FONT color="green">051</FONT> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-9);<a name="line.51"></a>
-<FONT color="green">052</FONT> <a name="line.52"></a>
-<FONT color="green">053</FONT> // Initial is far from minimum.<a name="line.53"></a>
-<FONT color="green">054</FONT> for (int i = 0; i < dim; i++) {<a name="line.54"></a>
-<FONT color="green">055</FONT> init[i] = minPoint[i] + 3;<a name="line.55"></a>
-<FONT color="green">056</FONT> }<a name="line.56"></a>
-<FONT color="green">057</FONT> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-5);<a name="line.57"></a>
-<FONT color="green">058</FONT> // More stringent line search tolerance enhances the precision<a name="line.58"></a>
-<FONT color="green">059</FONT> // of the result.<a name="line.59"></a>
-<FONT color="green">060</FONT> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-9, 1e-7);<a name="line.60"></a>
-<FONT color="green">061</FONT> }<a name="line.61"></a>
-<FONT color="green">062</FONT> <a name="line.62"></a>
-<FONT color="green">063</FONT> @Test<a name="line.63"></a>
-<FONT color="green">064</FONT> public void testQuadratic() {<a name="line.64"></a>
-<FONT color="green">065</FONT> final MultivariateFunction func = new MultivariateFunction() {<a name="line.65"></a>
-<FONT color="green">066</FONT> public double value(double[] x) {<a name="line.66"></a>
-<FONT color="green">067</FONT> final double a = x[0] - 1;<a name="line.67"></a>
-<FONT color="green">068</FONT> final double b = x[1] - 1;<a name="line.68"></a>
-<FONT color="green">069</FONT> return a * a + b * b + 1;<a name="line.69"></a>
-<FONT color="green">070</FONT> }<a name="line.70"></a>
-<FONT color="green">071</FONT> };<a name="line.71"></a>
-<FONT color="green">072</FONT> <a name="line.72"></a>
-<FONT color="green">073</FONT> int dim = 2;<a name="line.73"></a>
-<FONT color="green">074</FONT> final double[] minPoint = new double[dim];<a name="line.74"></a>
-<FONT color="green">075</FONT> for (int i = 0; i < dim; i++) {<a name="line.75"></a>
-<FONT color="green">076</FONT> minPoint[i] = 1;<a name="line.76"></a>
-<FONT color="green">077</FONT> }<a name="line.77"></a>
-<FONT color="green">078</FONT> <a name="line.78"></a>
-<FONT color="green">079</FONT> double[] init = new double[dim];<a name="line.79"></a>
-<FONT color="green">080</FONT> <a name="line.80"></a>
-<FONT color="green">081</FONT> // Initial is minimum.<a name="line.81"></a>
-<FONT color="green">082</FONT> for (int i = 0; i < dim; i++) {<a name="line.82"></a>
-<FONT color="green">083</FONT> init[i] = minPoint[i];<a name="line.83"></a>
-<FONT color="green">084</FONT> }<a name="line.84"></a>
-<FONT color="green">085</FONT> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);<a name="line.85"></a>
-<FONT color="green">086</FONT> <a name="line.86"></a>
-<FONT color="green">087</FONT> // Initial is far from minimum.<a name="line.87"></a>
-<FONT color="green">088</FONT> for (int i = 0; i < dim; i++) {<a name="line.88"></a>
-<FONT color="green">089</FONT> init[i] = minPoint[i] - 20;<a name="line.89"></a>
-<FONT color="green">090</FONT> }<a name="line.90"></a>
-<FONT color="green">091</FONT> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);<a name="line.91"></a>
-<FONT color="green">092</FONT> }<a name="line.92"></a>
+<FONT color="green">021</FONT> import org.apache.commons.math3.optim.PointValuePair;<a name="line.21"></a>
+<FONT color="green">022</FONT> import org.apache.commons.math3.optim.InitialGuess;<a name="line.22"></a>
+<FONT color="green">023</FONT> import org.apache.commons.math3.optim.MaxEval;<a name="line.23"></a>
+<FONT color="green">024</FONT> import org.apache.commons.math3.optim.SimpleBounds;<a name="line.24"></a>
+<FONT color="green">025</FONT> import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;<a name="line.25"></a>
+<FONT color="green">026</FONT> import org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;<a name="line.26"></a>
+<FONT color="green">027</FONT> import org.apache.commons.math3.exception.MathUnsupportedOperationException;<a name="line.27"></a>
+<FONT color="green">028</FONT> import org.apache.commons.math3.util.FastMath;<a name="line.28"></a>
+<FONT color="green">029</FONT> import org.junit.Assert;<a name="line.29"></a>
+<FONT color="green">030</FONT> import org.junit.Test;<a name="line.30"></a>
+<FONT color="green">031</FONT> <a name="line.31"></a>
+<FONT color="green">032</FONT> /**<a name="line.32"></a>
+<FONT color="green">033</FONT> * Test for {@link PowellOptimizer}.<a name="line.33"></a>
+<FONT color="green">034</FONT> */<a name="line.34"></a>
+<FONT color="green">035</FONT> public class PowellOptimizerTest {<a name="line.35"></a>
+<FONT color="green">036</FONT> @Test(expected=MathUnsupportedOperationException.class)<a name="line.36"></a>
+<FONT color="green">037</FONT> public void testBoundsUnsupported() {<a name="line.37"></a>
+<FONT color="green">038</FONT> final MultivariateFunction func = new SumSincFunction(-1);<a name="line.38"></a>
+<FONT color="green">039</FONT> final PowellOptimizer optim = new PowellOptimizer(1e-8, 1e-5,<a name="line.39"></a>
+<FONT color="green">040</FONT> 1e-4, 1e-4);<a name="line.40"></a>
+<FONT color="green">041</FONT> <a name="line.41"></a>
+<FONT color="green">042</FONT> optim.optimize(new MaxEval(100),<a name="line.42"></a>
+<FONT color="green">043</FONT> new ObjectiveFunction(func),<a name="line.43"></a>
+<FONT color="green">044</FONT> GoalType.MINIMIZE,<a name="line.44"></a>
+<FONT color="green">045</FONT> new InitialGuess(new double[] { -3, 0 }),<a name="line.45"></a>
+<FONT color="green">046</FONT> new SimpleBounds(new double[] { -5, -1 },<a name="line.46"></a>
+<FONT color="green">047</FONT> new double[] { 5, 1 }));<a name="line.47"></a>
+<FONT color="green">048</FONT> }<a name="line.48"></a>
+<FONT color="green">049</FONT> <a name="line.49"></a>
+<FONT color="green">050</FONT> @Test<a name="line.50"></a>
+<FONT color="green">051</FONT> public void testSumSinc() {<a name="line.51"></a>
+<FONT color="green">052</FONT> final MultivariateFunction func = new SumSincFunction(-1);<a name="line.52"></a>
+<FONT color="green">053</FONT> <a name="line.53"></a>
+<FONT color="green">054</FONT> int dim = 2;<a name="line.54"></a>
+<FONT color="green">055</FONT> final double[] minPoint = new double[dim];<a name="line.55"></a>
+<FONT color="green">056</FONT> for (int i = 0; i < dim; i++) {<a name="line.56"></a>
+<FONT color="green">057</FONT> minPoint[i] = 0;<a name="line.57"></a>
+<FONT color="green">058</FONT> }<a name="line.58"></a>
+<FONT color="green">059</FONT> <a name="line.59"></a>
+<FONT color="green">060</FONT> double[] init = new double[dim];<a name="line.60"></a>
+<FONT color="green">061</FONT> <a name="line.61"></a>
+<FONT color="green">062</FONT> // Initial is minimum.<a name="line.62"></a>
+<FONT color="green">063</FONT> for (int i = 0; i < dim; i++) {<a name="line.63"></a>
+<FONT color="green">064</FONT> init[i] = minPoint[i];<a name="line.64"></a>
+<FONT color="green">065</FONT> }<a name="line.65"></a>
+<FONT color="green">066</FONT> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-9);<a name="line.66"></a>
+<FONT color="green">067</FONT> <a name="line.67"></a>
+<FONT color="green">068</FONT> // Initial is far from minimum.<a name="line.68"></a>
+<FONT color="green">069</FONT> for (int i = 0; i < dim; i++) {<a name="line.69"></a>
+<FONT color="green">070</FONT> init[i] = minPoint[i] + 3;<a name="line.70"></a>
+<FONT color="green">071</FONT> }<a name="line.71"></a>
+<FONT color="green">072</FONT> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-5);<a name="line.72"></a>
+<FONT color="green">073</FONT> // More stringent line search tolerance enhances the precision<a name="line.73"></a>
+<FONT color="green">074</FONT> // of the result.<a name="line.74"></a>
+<FONT color="green">075</FONT> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-9, 1e-7);<a name="line.75"></a>
+<FONT color="green">076</FONT> }<a name="line.76"></a>
+<FONT color="green">077</FONT> <a name="line.77"></a>
+<FONT color="green">078</FONT> @Test<a name="line.78"></a>
+<FONT color="green">079</FONT> public void testQuadratic() {<a name="line.79"></a>
+<FONT color="green">080</FONT> final MultivariateFunction func = new MultivariateFunction() {<a name="line.80"></a>
+<FONT color="green">081</FONT> public double value(double[] x) {<a name="line.81"></a>
+<FONT color="green">082</FONT> final double a = x[0] - 1;<a name="line.82"></a>
+<FONT color="green">083</FONT> final double b = x[1] - 1;<a name="line.83"></a>
+<FONT color="green">084</FONT> return a * a + b * b + 1;<a name="line.84"></a>
+<FONT color="green">085</FONT> }<a name="line.85"></a>
+<FONT color="green">086</FONT> };<a name="line.86"></a>
+<FONT color="green">087</FONT> <a name="line.87"></a>
+<FONT color="green">088</FONT> int dim = 2;<a name="line.88"></a>
+<FONT color="green">089</FONT> final double[] minPoint = new double[dim];<a name="line.89"></a>
+<FONT color="green">090</FONT> for (int i = 0; i < dim; i++) {<a name="line.90"></a>
+<FONT color="green">091</FONT> minPoint[i] = 1;<a name="line.91"></a>
+<FONT color="green">092</FONT> }<a name="line.92"></a>
<FONT color="green">093</FONT> <a name="line.93"></a>
-<FONT color="green">094</FONT> @Test<a name="line.94"></a>
-<FONT color="green">095</FONT> public void testMaximizeQuadratic() {<a name="line.95"></a>
-<FONT color="green">096</FONT> final MultivariateFunction func = new MultivariateFunction() {<a name="line.96"></a>
-<FONT color="green">097</FONT> public double value(double[] x) {<a name="line.97"></a>
-<FONT color="green">098</FONT> final double a = x[0] - 1;<a name="line.98"></a>
-<FONT color="green">099</FONT> final double b = x[1] - 1;<a name="line.99"></a>
-<FONT color="green">100</FONT> return -a * a - b * b + 1;<a name="line.100"></a>
-<FONT color="green">101</FONT> }<a name="line.101"></a>
-<FONT color="green">102</FONT> };<a name="line.102"></a>
-<FONT color="green">103</FONT> <a name="line.103"></a>
-<FONT color="green">104</FONT> int dim = 2;<a name="line.104"></a>
-<FONT color="green">105</FONT> final double[] maxPoint = new double[dim];<a name="line.105"></a>
-<FONT color="green">106</FONT> for (int i = 0; i < dim; i++) {<a name="line.106"></a>
-<FONT color="green">107</FONT> maxPoint[i] = 1;<a name="line.107"></a>
-<FONT color="green">108</FONT> }<a name="line.108"></a>
-<FONT color="green">109</FONT> <a name="line.109"></a>
-<FONT color="green">110</FONT> double[] init = new double[dim];<a name="line.110"></a>
-<FONT color="green">111</FONT> <a name="line.111"></a>
-<FONT color="green">112</FONT> // Initial is minimum.<a name="line.112"></a>
-<FONT color="green">113</FONT> for (int i = 0; i < dim; i++) {<a name="line.113"></a>
-<FONT color="green">114</FONT> init[i] = maxPoint[i];<a name="line.114"></a>
-<FONT color="green">115</FONT> }<a name="line.115"></a>
-<FONT color="green">116</FONT> doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);<a name="line.116"></a>
-<FONT color="green">117</FONT> <a name="line.117"></a>
-<FONT color="green">118</FONT> // Initial is far from minimum.<a name="line.118"></a>
-<FONT color="green">119</FONT> for (int i = 0; i < dim; i++) {<a name="line.119"></a>
-<FONT color="green">120</FONT> init[i] = maxPoint[i] - 20;<a name="line.120"></a>
-<FONT color="green">121</FONT> }<a name="line.121"></a>
-<FONT color="green">122</FONT> doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);<a name="line.122"></a>
-<FONT color="green">123</FONT> }<a name="line.123"></a>
+<FONT color="green">094</FONT> double[] init = new double[dim];<a name="line.94"></a>
+<FONT color="green">095</FONT> <a name="line.95"></a>
+<FONT color="green">096</FONT> // Initial is minimum.<a name="line.96"></a>
+<FONT color="green">097</FONT> for (int i = 0; i < dim; i++) {<a name="line.97"></a>
+<FONT color="green">098</FONT> init[i] = minPoint[i];<a name="line.98"></a>
+<FONT color="green">099</FONT> }<a name="line.99"></a>
+<FONT color="green">100</FONT> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);<a name="line.100"></a>
+<FONT color="green">101</FONT> <a name="line.101"></a>
+<FONT color="green">102</FONT> // Initial is far from minimum.<a name="line.102"></a>
+<FONT color="green">103</FONT> for (int i = 0; i < dim; i++) {<a name="line.103"></a>
+<FONT color="green">104</FONT> init[i] = minPoint[i] - 20;<a name="line.104"></a>
+<FONT color="green">105</FONT> }<a name="line.105"></a>
+<FONT color="green">106</FONT> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);<a name="line.106"></a>
+<FONT color="green">107</FONT> }<a name="line.107"></a>
+<FONT color="green">108</FONT> <a name="line.108"></a>
+<FONT color="green">109</FONT> @Test<a name="line.109"></a>
+<FONT color="green">110</FONT> public void testMaximizeQuadratic() {<a name="line.110"></a>
+<FONT color="green">111</FONT> final MultivariateFunction func = new MultivariateFunction() {<a name="line.111"></a>
+<FONT color="green">112</FONT> public double value(double[] x) {<a name="line.112"></a>
+<FONT color="green">113</FONT> final double a = x[0] - 1;<a name="line.113"></a>
+<FONT color="green">114</FONT> final double b = x[1] - 1;<a name="line.114"></a>
+<FONT color="green">115</FONT> return -a * a - b * b + 1;<a name="line.115"></a>
+<FONT color="green">116</FONT> }<a name="line.116"></a>
+<FONT color="green">117</FONT> };<a name="line.117"></a>
+<FONT color="green">118</FONT> <a name="line.118"></a>
+<FONT color="green">119</FONT> int dim = 2;<a name="line.119"></a>
+<FONT color="green">120</FONT> final double[] maxPoint = new double[dim];<a name="line.120"></a>
+<FONT color="green">121</FONT> for (int i = 0; i < dim; i++) {<a name="line.121"></a>
+<FONT color="green">122</FONT> maxPoint[i] = 1;<a name="line.122"></a>
+<FONT color="green">123</FONT> }<a name="line.123"></a>
<FONT color="green">124</FONT> <a name="line.124"></a>
-<FONT color="green">125</FONT> /**<a name="line.125"></a>
-<FONT color="green">126</FONT> * Ensure that we do not increase the number of function evaluations when<a name="line.126"></a>
-<FONT color="green">127</FONT> * the function values are scaled up.<a name="line.127"></a>
-<FONT color="green">128</FONT> * Note that the tolerances parameters passed to the constructor must<a name="line.128"></a>
-<FONT color="green">129</FONT> * still hold sensible values because they are used to set the line search<a name="line.129"></a>
-<FONT color="green">130</FONT> * tolerances.<a name="line.130"></a>
-<FONT color="green">131</FONT> */<a name="line.131"></a>
-<FONT color="green">132</FONT> @Test<a name="line.132"></a>
-<FONT color="green">133</FONT> public void testRelativeToleranceOnScaledValues() {<a name="line.133"></a>
-<FONT color="green">134</FONT> final MultivariateFunction func = new MultivariateFunction() {<a name="line.134"></a>
-<FONT color="green">135</FONT> public double value(double[] x) {<a name="line.135"></a>
-<FONT color="green">136</FONT> final double a = x[0] - 1;<a name="line.136"></a>
-<FONT color="green">137</FONT> final double b = x[1] - 1;<a name="line.137"></a>
-<FONT color="green">138</FONT> return a * a * FastMath.sqrt(FastMath.abs(a)) + b * b + 1;<a name="line.138"></a>
-<FONT color="green">139</FONT> }<a name="line.139"></a>
-<FONT color="green">140</FONT> };<a name="line.140"></a>
-<FONT color="green">141</FONT> <a name="line.141"></a>
-<FONT color="green">142</FONT> int dim = 2;<a name="line.142"></a>
-<FONT color="green">143</FONT> final double[] minPoint = new double[dim];<a name="line.143"></a>
-<FONT color="green">144</FONT> for (int i = 0; i < dim; i++) {<a name="line.144"></a>
-<FONT color="green">145</FONT> minPoint[i] = 1;<a name="line.145"></a>
-<FONT color="green">146</FONT> }<a name="line.146"></a>
-<FONT color="green">147</FONT> <a name="line.147"></a>
-<FONT color="green">148</FONT> double[] init = new double[dim];<a name="line.148"></a>
-<FONT color="green">149</FONT> // Initial is far from minimum.<a name="line.149"></a>
-<FONT color="green">150</FONT> for (int i = 0; i < dim; i++) {<a name="line.150"></a>
-<FONT color="green">151</FONT> init[i] = minPoint[i] - 20;<a name="line.151"></a>
-<FONT color="green">152</FONT> }<a name="line.152"></a>
-<FONT color="green">153</FONT> <a name="line.153"></a>
-<FONT color="green">154</FONT> final double relTol = 1e-10;<a name="line.154"></a>
-<FONT color="green">155</FONT> <a name="line.155"></a>
-<FONT color="green">156</FONT> final int maxEval = 1000;<a name="line.156"></a>
-<FONT color="green">157</FONT> // Very small absolute tolerance to rely solely on the relative<a name="line.157"></a>
-<FONT color="green">158</FONT> // tolerance as a stopping criterion<a name="line.158"></a>
-<FONT color="green">159</FONT> final PowellOptimizer optim = new PowellOptimizer(relTol, 1e-100);<a name="line.159"></a>
-<FONT color="green">160</FONT> <a name="line.160"></a>
-<FONT color="green">161</FONT> final PointValuePair funcResult = optim.optimize(new MaxEval(maxEval),<a name="line.161"></a>
-<FONT color="green">162</FONT> new ObjectiveFunction(func),<a name="line.162"></a>
-<FONT color="green">163</FONT> GoalType.MINIMIZE,<a name="line.163"></a>
-<FONT color="green">164</FONT> new InitialGuess(init));<a name="line.164"></a>
-<FONT color="green">165</FONT> final double funcValue = func.value(funcResult.getPoint());<a name="line.165"></a>
-<FONT color="green">166</FONT> final int funcEvaluations = optim.getEvaluations();<a name="line.166"></a>
-<FONT color="green">167</FONT> <a name="line.167"></a>
-<FONT color="green">168</FONT> final double scale = 1e10;<a name="line.168"></a>
-<FONT color="green">169</FONT> final MultivariateFunction funcScaled = new MultivariateFunction() {<a name="line.169"></a>
-<FONT color="green">170</FONT> public double value(double[] x) {<a name="line.170"></a>
-<FONT color="green">171</FONT> return scale * func.value(x);<a name="line.171"></a>
-<FONT color="green">172</FONT> }<a name="line.172"></a>
-<FONT color="green">173</FONT> };<a name="line.173"></a>
-<FONT color="green">174</FONT> <a name="line.174"></a>
-<FONT color="green">175</FONT> final PointValuePair funcScaledResult = optim.optimize(new MaxEval(maxEval),<a name="line.175"></a>
-<FONT color="green">176</FONT> new ObjectiveFunction(funcScaled),<a name="line.176"></a>
-<FONT color="green">177</FONT> GoalType.MINIMIZE,<a name="line.177"></a>
-<FONT color="green">178</FONT> new InitialGuess(init));<a name="line.178"></a>
-<FONT color="green">179</FONT> final double funcScaledValue = funcScaled.value(funcScaledResult.getPoint());<a name="line.179"></a>
-<FONT color="green">180</FONT> final int funcScaledEvaluations = optim.getEvaluations();<a name="line.180"></a>
-<FONT color="green">181</FONT> <a name="line.181"></a>
-<FONT color="green">182</FONT> // Check that both minima provide the same objective funciton values,<a name="line.182"></a>
-<FONT color="green">183</FONT> // within the relative function tolerance.<a name="line.183"></a>
-<FONT color="green">184</FONT> Assert.assertEquals(1, funcScaledValue / (scale * funcValue), relTol);<a name="line.184"></a>
-<FONT color="green">185</FONT> <a name="line.185"></a>
-<FONT color="green">186</FONT> // Check that the numbers of evaluations are the same.<a name="line.186"></a>
-<FONT color="green">187</FONT> Assert.assertEquals(funcEvaluations, funcScaledEvaluations);<a name="line.187"></a>
-<FONT color="green">188</FONT> }<a name="line.188"></a>
+<FONT color="green">125</FONT> double[] init = new double[dim];<a name="line.125"></a>
+<FONT color="green">126</FONT> <a name="line.126"></a>
+<FONT color="green">127</FONT> // Initial is minimum.<a name="line.127"></a>
+<FONT color="green">128</FONT> for (int i = 0; i < dim; i++) {<a name="line.128"></a>
+<FONT color="green">129</FONT> init[i] = maxPoint[i];<a name="line.129"></a>
+<FONT color="green">130</FONT> }<a name="line.130"></a>
+<FONT color="green">131</FONT> doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);<a name="line.131"></a>
+<FONT color="green">132</FONT> <a name="line.132"></a>
+<FONT color="green">133</FONT> // Initial is far from minimum.<a name="line.133"></a>
+<FONT color="green">134</FONT> for (int i = 0; i < dim; i++) {<a name="line.134"></a>
+<FONT color="green">135</FONT> init[i] = maxPoint[i] - 20;<a name="line.135"></a>
+<FONT color="green">136</FONT> }<a name="line.136"></a>
+<FONT color="green">137</FONT> doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);<a name="line.137"></a>
+<FONT color="green">138</FONT> }<a name="line.138"></a>
+<FONT color="green">139</FONT> <a name="line.139"></a>
+<FONT color="green">140</FONT> /**<a name="line.140"></a>
+<FONT color="green">141</FONT> * Ensure that we do not increase the number of function evaluations when<a name="line.141"></a>
+<FONT color="green">142</FONT> * the function values are scaled up.<a name="line.142"></a>
+<FONT color="green">143</FONT> * Note that the tolerances parameters passed to the constructor must<a name="line.143"></a>
+<FONT color="green">144</FONT> * still hold sensible values because they are used to set the line search<a name="line.144"></a>
+<FONT color="green">145</FONT> * tolerances.<a name="line.145"></a>
+<FONT color="green">146</FONT> */<a name="line.146"></a>
+<FONT color="green">147</FONT> @Test<a name="line.147"></a>
+<FONT color="green">148</FONT> public void testRelativeToleranceOnScaledValues() {<a name="line.148"></a>
+<FONT color="green">149</FONT> final MultivariateFunction func = new MultivariateFunction() {<a name="line.149"></a>
+<FONT color="green">150</FONT> public double value(double[] x) {<a name="line.150"></a>
+<FONT color="green">151</FONT> final double a = x[0] - 1;<a name="line.151"></a>
+<FONT color="green">152</FONT> final double b = x[1] - 1;<a name="line.152"></a>
+<FONT color="green">153</FONT> return a * a * FastMath.sqrt(FastMath.abs(a)) + b * b + 1;<a name="line.153"></a>
+<FONT color="green">154</FONT> }<a name="line.154"></a>
+<FONT color="green">155</FONT> };<a name="line.155"></a>
+<FONT color="green">156</FONT> <a name="line.156"></a>
+<FONT color="green">157</FONT> int dim = 2;<a name="line.157"></a>
+<FONT color="green">158</FONT> final double[] minPoint = new double[dim];<a name="line.158"></a>
+<FONT color="green">159</FONT> for (int i = 0; i < dim; i++) {<a name="line.159"></a>
+<FONT color="green">160</FONT> minPoint[i] = 1;<a name="line.160"></a>
+<FONT color="green">161</FONT> }<a name="line.161"></a>
+<FONT color="green">162</FONT> <a name="line.162"></a>
+<FONT color="green">163</FONT> double[] init = new double[dim];<a name="line.163"></a>
+<FONT color="green">164</FONT> // Initial is far from minimum.<a name="line.164"></a>
+<FONT color="green">165</FONT> for (int i = 0; i < dim; i++) {<a name="line.165"></a>
+<FONT color="green">166</FONT> init[i] = minPoint[i] - 20;<a name="line.166"></a>
+<FONT color="green">167</FONT> }<a name="line.167"></a>
+<FONT color="green">168</FONT> <a name="line.168"></a>
+<FONT color="green">169</FONT> final double relTol = 1e-10;<a name="line.169"></a>
+<FONT color="green">170</FONT> <a name="line.170"></a>
+<FONT color="green">171</FONT> final int maxEval = 1000;<a name="line.171"></a>
+<FONT color="green">172</FONT> // Very small absolute tolerance to rely solely on the relative<a name="line.172"></a>
+<FONT color="green">173</FONT> // tolerance as a stopping criterion<a name="line.173"></a>
+<FONT color="green">174</FONT> final PowellOptimizer optim = new PowellOptimizer(relTol, 1e-100);<a name="line.174"></a>
+<FONT color="green">175</FONT> <a name="line.175"></a>
+<FONT color="green">176</FONT> final PointValuePair funcResult = optim.optimize(new MaxEval(maxEval),<a name="line.176"></a>
+<FONT color="green">177</FONT> new ObjectiveFunction(func),<a name="line.177"></a>
+<FONT color="green">178</FONT> GoalType.MINIMIZE,<a name="line.178"></a>
+<FONT color="green">179</FONT> new InitialGuess(init));<a name="line.179"></a>
+<FONT color="green">180</FONT> final double funcValue = func.value(funcResult.getPoint());<a name="line.180"></a>
+<FONT color="green">181</FONT> final int funcEvaluations = optim.getEvaluations();<a name="line.181"></a>
+<FONT color="green">182</FONT> <a name="line.182"></a>
+<FONT color="green">183</FONT> final double scale = 1e10;<a name="line.183"></a>
+<FONT color="green">184</FONT> final MultivariateFunction funcScaled = new MultivariateFunction() {<a name="line.184"></a>
+<FONT color="green">185</FONT> public double value(double[] x) {<a name="line.185"></a>
+<FONT color="green">186</FONT> return scale * func.value(x);<a name="line.186"></a>
+<FONT color="green">187</FONT> }<a name="line.187"></a>
+<FONT color="green">188</FONT> };<a name="line.188"></a>
<FONT color="green">189</FONT> <a name="line.189"></a>
-<FONT color="green">190</FONT> /**<a name="line.190"></a>
-<FONT color="green">191</FONT> * @param func Function to optimize.<a name="line.191"></a>
-<FONT color="green">192</FONT> * @param optimum Expected optimum.<a name="line.192"></a>
-<FONT color="green">193</FONT> * @param init Starting point.<a name="line.193"></a>
-<FONT color="green">194</FONT> * @param goal Minimization or maximization.<a name="line.194"></a>
-<FONT color="green">195</FONT> * @param fTol Tolerance (relative error on the objective function) for<a name="line.195"></a>
-<FONT color="green">196</FONT> * "Powell" algorithm.<a name="line.196"></a>
-<FONT color="green">197</FONT> * @param pointTol Tolerance for checking that the optimum is correct.<a name="line.197"></a>
-<FONT color="green">198</FONT> */<a name="line.198"></a>
-<FONT color="green">199</FONT> private void doTest(MultivariateFunction func,<a name="line.199"></a>
-<FONT color="green">200</FONT> double[] optimum,<a name="line.200"></a>
-<FONT color="green">201</FONT> double[] init,<a name="line.201"></a>
-<FONT color="green">202</FONT> GoalType goal,<a name="line.202"></a>
-<FONT color="green">203</FONT> double fTol,<a name="line.203"></a>
-<FONT color="green">204</FONT> double pointTol) {<a name="line.204"></a>
-<FONT color="green">205</FONT> final PowellOptimizer optim = new PowellOptimizer(fTol, Math.ulp(1d));<a name="line.205"></a>
-<FONT color="green">206</FONT> <a name="line.206"></a>
-<FONT color="green">207</FONT> final PointValuePair result = optim.optimize(new MaxEval(1000),<a name="line.207"></a>
-<FONT color="green">208</FONT> new ObjectiveFunction(func),<a name="line.208"></a>
-<FONT color="green">209</FONT> goal,<a name="line.209"></a>
-<FONT color="green">210</FONT> new InitialGuess(init));<a name="line.210"></a>
-<FONT color="green">211</FONT> final double[] point = result.getPoint();<a name="line.211"></a>
-<FONT color="green">212</FONT> <a name="line.212"></a>
-<FONT color="green">213</FONT> for (int i = 0, dim = optimum.length; i < dim; i++) {<a name="line.213"></a>
-<FONT color="green">214</FONT> Assert.assertEquals("found[" + i + "]=" + point[i] + " value=" + result.getValue(),<a name="line.214"></a>
-<FONT color="green">215</FONT> optimum[i], point[i], pointTol);<a name="line.215"></a>
-<FONT color="green">216</FONT> }<a name="line.216"></a>
-<FONT color="green">217</FONT> }<a name="line.217"></a>
-<FONT color="green">218</FONT> <a name="line.218"></a>
-<FONT color="green">219</FONT> /**<a name="line.219"></a>
-<FONT color="green">220</FONT> * @param func Function to optimize.<a name="line.220"></a>
-<FONT color="green">221</FONT> * @param optimum Expected optimum.<a name="line.221"></a>
-<FONT color="green">222</FONT> * @param init Starting point.<a name="line.222"></a>
-<FONT color="green">223</FONT> * @param goal Minimization or maximization.<a name="line.223"></a>
-<FONT color="green">224</FONT> * @param fTol Tolerance (relative error on the objective function) for<a name="line.224"></a>
-<FONT color="green">225</FONT> * "Powell" algorithm.<a name="line.225"></a>
-<FONT color="green">226</FONT> * @param fLineTol Tolerance (relative error on the objective function)<a name="line.226"></a>
-<FONT color="green">227</FONT> * for the internal line search algorithm.<a name="line.227"></a>
-<FONT color="green">228</FONT> * @param pointTol Tolerance for checking that the optimum is correct.<a name="line.228"></a>
-<FONT color="green">229</FONT> */<a name="line.229"></a>
-<FONT color="green">230</FONT> private void doTest(MultivariateFunction func,<a name="line.230"></a>
-<FONT color="green">231</FONT> double[] optimum,<a name="line.231"></a>
-<FONT color="green">232</FONT> double[] init,<a name="line.232"></a>
-<FONT color="green">233</FONT> GoalType goal,<a name="line.233"></a>
-<FONT color="green">234</FONT> double fTol,<a name="line.234"></a>
-<FONT color="green">235</FONT> double fLineTol,<a name="line.235"></a>
-<FONT color="green">236</FONT> double pointTol) {<a name="line.236"></a>
-<FONT color="green">237</FONT> final PowellOptimizer optim = new PowellOptimizer(fTol, Math.ulp(1d),<a name="line.237"></a>
-<FONT color="green">238</FONT> fLineTol, Math.ulp(1d));<a name="line.238"></a>
-<FONT color="green">239</FONT> <a name="line.239"></a>
-<FONT color="green">240</FONT> final PointValuePair result = optim.optimize(new MaxEval(1000),<a name="line.240"></a>
-<FONT color="green">241</FONT> new ObjectiveFunction(func),<a name="line.241"></a>
-<FONT color="green">242</FONT> goal,<a name="line.242"></a>
-<FONT color="green">243</FONT> new InitialGuess(init));<a name="line.243"></a>
-<FONT color="green">244</FONT> final double[] point = result.getPoint();<a name="line.244"></a>
-<FONT color="green">245</FONT> <a name="line.245"></a>
-<FONT color="green">246</FONT> for (int i = 0, dim = optimum.length; i < dim; i++) {<a name="line.246"></a>
-<FONT color="green">247</FONT> Assert.assertEquals("found[" + i + "]=" + point[i] + " value=" + result.getValue(),<a name="line.247"></a>
-<FONT color="green">248</FONT> optimum[i], point[i], pointTol);<a name="line.248"></a>
-<FONT color="green">249</FONT> }<a name="line.249"></a>
-<FONT color="green">250</FONT> }<a name="line.250"></a>
-<FONT color="green">251</FONT> }<a name="line.251"></a>
+<FONT color="green">190</FONT> final PointValuePair funcScaledResult = optim.optimize(new MaxEval(maxEval),<a name="line.190"></a>
+<FONT color="green">191</FONT> new ObjectiveFunction(funcScaled),<a name="line.191"></a>
+<FONT color="green">192</FONT> GoalType.MINIMIZE,<a name="line.192"></a>
+<FONT color="green">193</FONT> new InitialGuess(init));<a name="line.193"></a>
+<FONT color="green">194</FONT> final double funcScaledValue = funcScaled.value(funcScaledResult.getPoint());<a name="line.194"></a>
+<FONT color="green">195</FONT> final int funcScaledEvaluations = optim.getEvaluations();<a name="line.195"></a>
+<FONT color="green">196</FONT> <a name="line.196"></a>
+<FONT color="green">197</FONT> // Check that both minima provide the same objective funciton values,<a name="line.197"></a>
+<FONT color="green">198</FONT> // within the relative function tolerance.<a name="line.198"></a>
+<FONT color="green">199</FONT> Assert.assertEquals(1, funcScaledValue / (scale * funcValue), relTol);<a name="line.199"></a>
+<FONT color="green">200</FONT> <a name="line.200"></a>
+<FONT color="green">201</FONT> // Check that the numbers of evaluations are the same.<a name="line.201"></a>
+<FONT color="green">202</FONT> Assert.assertEquals(funcEvaluations, funcScaledEvaluations);<a name="line.202"></a>
+<FONT color="green">203</FONT> }<a name="line.203"></a>
+<FONT color="green">204</FONT> <a name="line.204"></a>
+<FONT color="green">205</FONT> /**<a name="line.205"></a>
+<FONT color="green">206</FONT> * @param func Function to optimize.<a name="line.206"></a>
+<FONT color="green">207</FONT> * @param optimum Expected optimum.<a name="line.207"></a>
+<FONT color="green">208</FONT> * @param init Starting point.<a name="line.208"></a>
+<FONT color="green">209</FONT> * @param goal Minimization or maximization.<a name="line.209"></a>
+<FONT color="green">210</FONT> * @param fTol Tolerance (relative error on the objective function) for<a name="line.210"></a>
+<FONT color="green">211</FONT> * "Powell" algorithm.<a name="line.211"></a>
+<FONT color="green">212</FONT> * @param pointTol Tolerance for checking that the optimum is correct.<a name="line.212"></a>
+<FONT color="green">213</FONT> */<a name="line.213"></a>
+<FONT color="green">214</FONT> private void doTest(MultivariateFunction func,<a name="line.214"></a>
+<FONT color="green">215</FONT> double[] optimum,<a name="line.215"></a>
+<FONT color="green">216</FONT> double[] init,<a name="line.216"></a>
+<FONT color="green">217</FONT> GoalType goal,<a name="line.217"></a>
+<FONT color="green">218</FONT> double fTol,<a name="line.218"></a>
+<FONT color="green">219</FONT> double pointTol) {<a name="line.219"></a>
+<FONT color="green">220</FONT> final PowellOptimizer optim = new PowellOptimizer(fTol, Math.ulp(1d));<a name="line.220"></a>
+<FONT color="green">221</FONT> <a name="line.221"></a>
+<FONT color="green">222</FONT> final PointValuePair result = optim.optimize(new MaxEval(1000),<a name="line.222"></a>
+<FONT color="green">223</FONT> new ObjectiveFunction(func),<a name="line.223"></a>
+<FONT color="green">224</FONT> goal,<a name="line.224"></a>
+<FONT color="green">225</FONT> new InitialGuess(init));<a name="line.225"></a>
+<FONT color="green">226</FONT> final double[] point = result.getPoint();<a name="line.226"></a>
+<FONT color="green">227</FONT> <a name="line.227"></a>
+<FONT color="green">228</FONT> for (int i = 0, dim = optimum.length; i < dim; i++) {<a name="line.228"></a>
+<FONT color="green">229</FONT> Assert.assertEquals("found[" + i + "]=" + point[i] + " value=" + result.getValue(),<a name="line.229"></a>
+<FONT color="green">230</FONT> optimum[i], point[i], pointTol);<a name="line.230"></a>
+<FONT color="green">231</FONT> }<a name="line.231"></a>
+<FONT color="green">232</FONT> }<a name="line.232"></a>
+<FONT color="green">233</FONT> <a name="line.233"></a>
+<FONT color="green">234</FONT> /**<a name="line.234"></a>
+<FONT color="green">235</FONT> * @param func Function to optimize.<a name="line.235"></a>
+<FONT color="green">236</FONT> * @param optimum Expected optimum.<a name="line.236"></a>
+<FONT color="green">237</FONT> * @param init Starting point.<a name="line.237"></a>
+<FONT color="green">238</FONT> * @param goal Minimization or maximization.<a name="line.238"></a>
+<FONT color="green">239</FONT> * @param fTol Tolerance (relative error on the objective function) for<a name="line.239"></a>
+<FONT color="green">240</FONT> * "Powell" algorithm.<a name="line.240"></a>
+<FONT color="green">241</FONT> * @param fLineTol Tolerance (relative error on the objective function)<a name="line.241"></a>
+<FONT color="green">242</FONT> * for the internal line search algorithm.<a name="line.242"></a>
+<FONT color="green">243</FONT> * @param pointTol Tolerance for checking that the optimum is correct.<a name="line.243"></a>
+<FONT color="green">244</FONT> */<a name="line.244"></a>
+<FONT color="green">245</FONT> private void doTest(MultivariateFunction func,<a name="line.245"></a>
+<FONT color="green">246</FONT> double[] optimum,<a name="line.246"></a>
+<FONT color="green">247</FONT> double[] init,<a name="line.247"></a>
+<FONT color="green">248</FONT> GoalType goal,<a name="line.248"></a>
+<FONT color="green">249</FONT> double fTol,<a name="line.249"></a>
+<FONT color="green">250</FONT> double fLineTol,<a name="line.250"></a>
+<FONT color="green">251</FONT> double pointTol) {<a name="line.251"></a>
+<FONT color="green">252</FONT> final PowellOptimizer optim = new PowellOptimizer(fTol, Math.ulp(1d),<a name="line.252"></a>
+<FONT color="green">253</FONT> fLineTol, Math.ulp(1d));<a name="line.253"></a>
+<FONT color="green">254</FONT> <a name="line.254"></a>
+<FONT color="green">255</FONT> final PointValuePair result = optim.optimize(new MaxEval(1000),<a name="line.255"></a>
+<FONT color="green">256</FONT> new ObjectiveFunction(func),<a name="line.256"></a>
+<FONT color="green">257</FONT> goal,<a name="line.257"></a>
+<FONT color="green">258</FONT> new InitialGuess(init));<a name="line.258"></a>
+<FONT color="green">259</FONT> final double[] point = result.getPoint();<a name="line.259"></a>
+<FONT color="green">260</FONT> <a name="line.260"></a>
+<FONT color="green">261</FONT> for (int i = 0, dim = optimum.length; i < dim; i++) {<a name="line.261"></a>
+<FONT color="green">262</FONT> Assert.assertEquals("found[" + i + "]=" + point[i] + " value=" + result.getValue(),<a name="line.262"></a>
+<FONT color="green">263</FONT> optimum[i], point[i], pointTol);<a name="line.263"></a>
+<FONT color="green">264</FONT> }<a name="line.264"></a>
+<FONT color="green">265</FONT> <a name="line.265"></a>
+<FONT color="green">266</FONT> Assert.assertTrue(optim.getIterations() > 0);<a name="line.266"></a>
+<FONT color="green">267</FONT> }<a name="line.267"></a>
+<FONT color="green">268</FONT> }<a name="line.268"></a>