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Posted to commits@commons.apache.org by lu...@apache.org on 2013/04/07 09:52:13 UTC
svn commit: r857590 [27/48] - in
/websites/production/commons/content/proper/commons-math/xref-test: ./
org/apache/commons/math3/ org/apache/commons/math3/analysis/
org/apache/commons/math3/analysis/differentiation/
org/apache/commons/math3/analysis/fu...
Modified: websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.html
==============================================================================
--- websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.html (original)
+++ websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.html Sun Apr 7 07:52:05 2013
@@ -28,237 +28,254 @@
<a class="jxr_linenumber" name="18" href="#18">18</a>
<a class="jxr_linenumber" name="19" href="#19">19</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.analysis.MultivariateFunction;
<a class="jxr_linenumber" name="20" href="#20">20</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.analysis.SumSincFunction;
-<a class="jxr_linenumber" name="21" href="#21">21</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.scalar.GoalType;
-<a class="jxr_linenumber" name="22" href="#22">22</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.PointValuePair;
-<a class="jxr_linenumber" name="23" href="#23">23</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.InitialGuess;
-<a class="jxr_linenumber" name="24" href="#24">24</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.MaxEval;
-<a class="jxr_linenumber" name="25" href="#25">25</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;
-<a class="jxr_linenumber" name="26" href="#26">26</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.util.FastMath;
-<a class="jxr_linenumber" name="27" href="#27">27</a> <strong class="jxr_keyword">import</strong> org.junit.Assert;
-<a class="jxr_linenumber" name="28" href="#28">28</a> <strong class="jxr_keyword">import</strong> org.junit.Test;
-<a class="jxr_linenumber" name="29" href="#29">29</a>
-<a class="jxr_linenumber" name="30" href="#30">30</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="31" href="#31">31</a> <em class="jxr_javadoccomment"> * Test for {@link PowellOptimizer}.</em>
-<a class="jxr_linenumber" name="32" href="#32">32</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="33" href="#33">33</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.html">PowellOptimizerTest</a> {
-<a class="jxr_linenumber" name="34" href="#34">34</a>
-<a class="jxr_linenumber" name="35" href="#35">35</a> @Test
-<a class="jxr_linenumber" name="36" href="#36">36</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testSumSinc() {
-<a class="jxr_linenumber" name="37" href="#37">37</a> <strong class="jxr_keyword">final</strong> MultivariateFunction func = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/analysis/SumSincFunction.html">SumSincFunction</a>(-1);
-<a class="jxr_linenumber" name="38" href="#38">38</a>
-<a class="jxr_linenumber" name="39" href="#39">39</a> <strong class="jxr_keyword">int</strong> dim = 2;
-<a class="jxr_linenumber" name="40" href="#40">40</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] minPoint = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
-<a class="jxr_linenumber" name="41" href="#41">41</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="42" href="#42">42</a> minPoint[i] = 0;
-<a class="jxr_linenumber" name="43" href="#43">43</a> }
-<a class="jxr_linenumber" name="44" href="#44">44</a>
-<a class="jxr_linenumber" name="45" href="#45">45</a> <strong class="jxr_keyword">double</strong>[] init = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
-<a class="jxr_linenumber" name="46" href="#46">46</a>
-<a class="jxr_linenumber" name="47" href="#47">47</a> <em class="jxr_comment">// Initial is minimum.</em>
-<a class="jxr_linenumber" name="48" href="#48">48</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="49" href="#49">49</a> init[i] = minPoint[i];
-<a class="jxr_linenumber" name="50" href="#50">50</a> }
-<a class="jxr_linenumber" name="51" href="#51">51</a> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-9);
-<a class="jxr_linenumber" name="52" href="#52">52</a>
-<a class="jxr_linenumber" name="53" href="#53">53</a> <em class="jxr_comment">// Initial is far from minimum.</em>
-<a class="jxr_linenumber" name="54" href="#54">54</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="55" href="#55">55</a> init[i] = minPoint[i] + 3;
-<a class="jxr_linenumber" name="56" href="#56">56</a> }
-<a class="jxr_linenumber" name="57" href="#57">57</a> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-5);
-<a class="jxr_linenumber" name="58" href="#58">58</a> <em class="jxr_comment">// More stringent line search tolerance enhances the precision</em>
-<a class="jxr_linenumber" name="59" href="#59">59</a> <em class="jxr_comment">// of the result.</em>
-<a class="jxr_linenumber" name="60" href="#60">60</a> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-9, 1e-7);
-<a class="jxr_linenumber" name="61" href="#61">61</a> }
-<a class="jxr_linenumber" name="62" href="#62">62</a>
-<a class="jxr_linenumber" name="63" href="#63">63</a> @Test
-<a class="jxr_linenumber" name="64" href="#64">64</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testQuadratic() {
-<a class="jxr_linenumber" name="65" href="#65">65</a> <strong class="jxr_keyword">final</strong> MultivariateFunction func = <strong class="jxr_keyword">new</strong> MultivariateFunction() {
-<a class="jxr_linenumber" name="66" href="#66">66</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> value(<strong class="jxr_keyword">double</strong>[] x) {
-<a class="jxr_linenumber" name="67" href="#67">67</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> a = x[0] - 1;
-<a class="jxr_linenumber" name="68" href="#68">68</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> b = x[1] - 1;
-<a class="jxr_linenumber" name="69" href="#69">69</a> <strong class="jxr_keyword">return</strong> a * a + b * b + 1;
-<a class="jxr_linenumber" name="70" href="#70">70</a> }
-<a class="jxr_linenumber" name="71" href="#71">71</a> };
-<a class="jxr_linenumber" name="72" href="#72">72</a>
-<a class="jxr_linenumber" name="73" href="#73">73</a> <strong class="jxr_keyword">int</strong> dim = 2;
-<a class="jxr_linenumber" name="74" href="#74">74</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] minPoint = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
-<a class="jxr_linenumber" name="75" href="#75">75</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="76" href="#76">76</a> minPoint[i] = 1;
-<a class="jxr_linenumber" name="77" href="#77">77</a> }
-<a class="jxr_linenumber" name="78" href="#78">78</a>
-<a class="jxr_linenumber" name="79" href="#79">79</a> <strong class="jxr_keyword">double</strong>[] init = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
-<a class="jxr_linenumber" name="80" href="#80">80</a>
-<a class="jxr_linenumber" name="81" href="#81">81</a> <em class="jxr_comment">// Initial is minimum.</em>
-<a class="jxr_linenumber" name="82" href="#82">82</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="83" href="#83">83</a> init[i] = minPoint[i];
-<a class="jxr_linenumber" name="84" href="#84">84</a> }
-<a class="jxr_linenumber" name="85" href="#85">85</a> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);
-<a class="jxr_linenumber" name="86" href="#86">86</a>
-<a class="jxr_linenumber" name="87" href="#87">87</a> <em class="jxr_comment">// Initial is far from minimum.</em>
-<a class="jxr_linenumber" name="88" href="#88">88</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="89" href="#89">89</a> init[i] = minPoint[i] - 20;
-<a class="jxr_linenumber" name="90" href="#90">90</a> }
-<a class="jxr_linenumber" name="91" href="#91">91</a> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);
-<a class="jxr_linenumber" name="92" href="#92">92</a> }
+<a class="jxr_linenumber" name="21" href="#21">21</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.PointValuePair;
+<a class="jxr_linenumber" name="22" href="#22">22</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.InitialGuess;
+<a class="jxr_linenumber" name="23" href="#23">23</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.MaxEval;
+<a class="jxr_linenumber" name="24" href="#24">24</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.SimpleBounds;
+<a class="jxr_linenumber" name="25" href="#25">25</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.scalar.GoalType;
+<a class="jxr_linenumber" name="26" href="#26">26</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;
+<a class="jxr_linenumber" name="27" href="#27">27</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.exception.MathUnsupportedOperationException;
+<a class="jxr_linenumber" name="28" href="#28">28</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.util.FastMath;
+<a class="jxr_linenumber" name="29" href="#29">29</a> <strong class="jxr_keyword">import</strong> org.junit.Assert;
+<a class="jxr_linenumber" name="30" href="#30">30</a> <strong class="jxr_keyword">import</strong> org.junit.Test;
+<a class="jxr_linenumber" name="31" href="#31">31</a>
+<a class="jxr_linenumber" name="32" href="#32">32</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="33" href="#33">33</a> <em class="jxr_javadoccomment"> * Test for {@link PowellOptimizer}.</em>
+<a class="jxr_linenumber" name="34" href="#34">34</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="35" href="#35">35</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/noderiv/PowellOptimizerTest.html">PowellOptimizerTest</a> {
+<a class="jxr_linenumber" name="36" href="#36">36</a> @Test(expected=MathUnsupportedOperationException.<strong class="jxr_keyword">class</strong>)
+<a class="jxr_linenumber" name="37" href="#37">37</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testBoundsUnsupported() {
+<a class="jxr_linenumber" name="38" href="#38">38</a> <strong class="jxr_keyword">final</strong> MultivariateFunction func = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/analysis/SumSincFunction.html">SumSincFunction</a>(-1);
+<a class="jxr_linenumber" name="39" href="#39">39</a> <strong class="jxr_keyword">final</strong> PowellOptimizer optim = <strong class="jxr_keyword">new</strong> PowellOptimizer(1e-8, 1e-5,
+<a class="jxr_linenumber" name="40" href="#40">40</a> 1e-4, 1e-4);
+<a class="jxr_linenumber" name="41" href="#41">41</a>
+<a class="jxr_linenumber" name="42" href="#42">42</a> optim.optimize(<strong class="jxr_keyword">new</strong> MaxEval(100),
+<a class="jxr_linenumber" name="43" href="#43">43</a> <strong class="jxr_keyword">new</strong> ObjectiveFunction(func),
+<a class="jxr_linenumber" name="44" href="#44">44</a> GoalType.MINIMIZE,
+<a class="jxr_linenumber" name="45" href="#45">45</a> <strong class="jxr_keyword">new</strong> InitialGuess(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { -3, 0 }),
+<a class="jxr_linenumber" name="46" href="#46">46</a> <strong class="jxr_keyword">new</strong> SimpleBounds(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { -5, -1 },
+<a class="jxr_linenumber" name="47" href="#47">47</a> <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 5, 1 }));
+<a class="jxr_linenumber" name="48" href="#48">48</a> }
+<a class="jxr_linenumber" name="49" href="#49">49</a>
+<a class="jxr_linenumber" name="50" href="#50">50</a> @Test
+<a class="jxr_linenumber" name="51" href="#51">51</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testSumSinc() {
+<a class="jxr_linenumber" name="52" href="#52">52</a> <strong class="jxr_keyword">final</strong> MultivariateFunction func = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/analysis/SumSincFunction.html">SumSincFunction</a>(-1);
+<a class="jxr_linenumber" name="53" href="#53">53</a>
+<a class="jxr_linenumber" name="54" href="#54">54</a> <strong class="jxr_keyword">int</strong> dim = 2;
+<a class="jxr_linenumber" name="55" href="#55">55</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] minPoint = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
+<a class="jxr_linenumber" name="56" href="#56">56</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="57" href="#57">57</a> minPoint[i] = 0;
+<a class="jxr_linenumber" name="58" href="#58">58</a> }
+<a class="jxr_linenumber" name="59" href="#59">59</a>
+<a class="jxr_linenumber" name="60" href="#60">60</a> <strong class="jxr_keyword">double</strong>[] init = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
+<a class="jxr_linenumber" name="61" href="#61">61</a>
+<a class="jxr_linenumber" name="62" href="#62">62</a> <em class="jxr_comment">// Initial is minimum.</em>
+<a class="jxr_linenumber" name="63" href="#63">63</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="64" href="#64">64</a> init[i] = minPoint[i];
+<a class="jxr_linenumber" name="65" href="#65">65</a> }
+<a class="jxr_linenumber" name="66" href="#66">66</a> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-9);
+<a class="jxr_linenumber" name="67" href="#67">67</a>
+<a class="jxr_linenumber" name="68" href="#68">68</a> <em class="jxr_comment">// Initial is far from minimum.</em>
+<a class="jxr_linenumber" name="69" href="#69">69</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="70" href="#70">70</a> init[i] = minPoint[i] + 3;
+<a class="jxr_linenumber" name="71" href="#71">71</a> }
+<a class="jxr_linenumber" name="72" href="#72">72</a> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-5);
+<a class="jxr_linenumber" name="73" href="#73">73</a> <em class="jxr_comment">// More stringent line search tolerance enhances the precision</em>
+<a class="jxr_linenumber" name="74" href="#74">74</a> <em class="jxr_comment">// of the result.</em>
+<a class="jxr_linenumber" name="75" href="#75">75</a> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-9, 1e-7);
+<a class="jxr_linenumber" name="76" href="#76">76</a> }
+<a class="jxr_linenumber" name="77" href="#77">77</a>
+<a class="jxr_linenumber" name="78" href="#78">78</a> @Test
+<a class="jxr_linenumber" name="79" href="#79">79</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testQuadratic() {
+<a class="jxr_linenumber" name="80" href="#80">80</a> <strong class="jxr_keyword">final</strong> MultivariateFunction func = <strong class="jxr_keyword">new</strong> MultivariateFunction() {
+<a class="jxr_linenumber" name="81" href="#81">81</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> value(<strong class="jxr_keyword">double</strong>[] x) {
+<a class="jxr_linenumber" name="82" href="#82">82</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> a = x[0] - 1;
+<a class="jxr_linenumber" name="83" href="#83">83</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> b = x[1] - 1;
+<a class="jxr_linenumber" name="84" href="#84">84</a> <strong class="jxr_keyword">return</strong> a * a + b * b + 1;
+<a class="jxr_linenumber" name="85" href="#85">85</a> }
+<a class="jxr_linenumber" name="86" href="#86">86</a> };
+<a class="jxr_linenumber" name="87" href="#87">87</a>
+<a class="jxr_linenumber" name="88" href="#88">88</a> <strong class="jxr_keyword">int</strong> dim = 2;
+<a class="jxr_linenumber" name="89" href="#89">89</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] minPoint = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
+<a class="jxr_linenumber" name="90" href="#90">90</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="91" href="#91">91</a> minPoint[i] = 1;
+<a class="jxr_linenumber" name="92" href="#92">92</a> }
<a class="jxr_linenumber" name="93" href="#93">93</a>
-<a class="jxr_linenumber" name="94" href="#94">94</a> @Test
-<a class="jxr_linenumber" name="95" href="#95">95</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testMaximizeQuadratic() {
-<a class="jxr_linenumber" name="96" href="#96">96</a> <strong class="jxr_keyword">final</strong> MultivariateFunction func = <strong class="jxr_keyword">new</strong> MultivariateFunction() {
-<a class="jxr_linenumber" name="97" href="#97">97</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> value(<strong class="jxr_keyword">double</strong>[] x) {
-<a class="jxr_linenumber" name="98" href="#98">98</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> a = x[0] - 1;
-<a class="jxr_linenumber" name="99" href="#99">99</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> b = x[1] - 1;
-<a class="jxr_linenumber" name="100" href="#100">100</a> <strong class="jxr_keyword">return</strong> -a * a - b * b + 1;
-<a class="jxr_linenumber" name="101" href="#101">101</a> }
-<a class="jxr_linenumber" name="102" href="#102">102</a> };
-<a class="jxr_linenumber" name="103" href="#103">103</a>
-<a class="jxr_linenumber" name="104" href="#104">104</a> <strong class="jxr_keyword">int</strong> dim = 2;
-<a class="jxr_linenumber" name="105" href="#105">105</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] maxPoint = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
-<a class="jxr_linenumber" name="106" href="#106">106</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="107" href="#107">107</a> maxPoint[i] = 1;
-<a class="jxr_linenumber" name="108" href="#108">108</a> }
-<a class="jxr_linenumber" name="109" href="#109">109</a>
-<a class="jxr_linenumber" name="110" href="#110">110</a> <strong class="jxr_keyword">double</strong>[] init = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
-<a class="jxr_linenumber" name="111" href="#111">111</a>
-<a class="jxr_linenumber" name="112" href="#112">112</a> <em class="jxr_comment">// Initial is minimum.</em>
-<a class="jxr_linenumber" name="113" href="#113">113</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="114" href="#114">114</a> init[i] = maxPoint[i];
-<a class="jxr_linenumber" name="115" href="#115">115</a> }
-<a class="jxr_linenumber" name="116" href="#116">116</a> doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);
-<a class="jxr_linenumber" name="117" href="#117">117</a>
-<a class="jxr_linenumber" name="118" href="#118">118</a> <em class="jxr_comment">// Initial is far from minimum.</em>
-<a class="jxr_linenumber" name="119" href="#119">119</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="120" href="#120">120</a> init[i] = maxPoint[i] - 20;
-<a class="jxr_linenumber" name="121" href="#121">121</a> }
-<a class="jxr_linenumber" name="122" href="#122">122</a> doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);
-<a class="jxr_linenumber" name="123" href="#123">123</a> }
+<a class="jxr_linenumber" name="94" href="#94">94</a> <strong class="jxr_keyword">double</strong>[] init = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
+<a class="jxr_linenumber" name="95" href="#95">95</a>
+<a class="jxr_linenumber" name="96" href="#96">96</a> <em class="jxr_comment">// Initial is minimum.</em>
+<a class="jxr_linenumber" name="97" href="#97">97</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="98" href="#98">98</a> init[i] = minPoint[i];
+<a class="jxr_linenumber" name="99" href="#99">99</a> }
+<a class="jxr_linenumber" name="100" href="#100">100</a> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);
+<a class="jxr_linenumber" name="101" href="#101">101</a>
+<a class="jxr_linenumber" name="102" href="#102">102</a> <em class="jxr_comment">// Initial is far from minimum.</em>
+<a class="jxr_linenumber" name="103" href="#103">103</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="104" href="#104">104</a> init[i] = minPoint[i] - 20;
+<a class="jxr_linenumber" name="105" href="#105">105</a> }
+<a class="jxr_linenumber" name="106" href="#106">106</a> doTest(func, minPoint, init, GoalType.MINIMIZE, 1e-9, 1e-8);
+<a class="jxr_linenumber" name="107" href="#107">107</a> }
+<a class="jxr_linenumber" name="108" href="#108">108</a>
+<a class="jxr_linenumber" name="109" href="#109">109</a> @Test
+<a class="jxr_linenumber" name="110" href="#110">110</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testMaximizeQuadratic() {
+<a class="jxr_linenumber" name="111" href="#111">111</a> <strong class="jxr_keyword">final</strong> MultivariateFunction func = <strong class="jxr_keyword">new</strong> MultivariateFunction() {
+<a class="jxr_linenumber" name="112" href="#112">112</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> value(<strong class="jxr_keyword">double</strong>[] x) {
+<a class="jxr_linenumber" name="113" href="#113">113</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> a = x[0] - 1;
+<a class="jxr_linenumber" name="114" href="#114">114</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> b = x[1] - 1;
+<a class="jxr_linenumber" name="115" href="#115">115</a> <strong class="jxr_keyword">return</strong> -a * a - b * b + 1;
+<a class="jxr_linenumber" name="116" href="#116">116</a> }
+<a class="jxr_linenumber" name="117" href="#117">117</a> };
+<a class="jxr_linenumber" name="118" href="#118">118</a>
+<a class="jxr_linenumber" name="119" href="#119">119</a> <strong class="jxr_keyword">int</strong> dim = 2;
+<a class="jxr_linenumber" name="120" href="#120">120</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] maxPoint = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
+<a class="jxr_linenumber" name="121" href="#121">121</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="122" href="#122">122</a> maxPoint[i] = 1;
+<a class="jxr_linenumber" name="123" href="#123">123</a> }
<a class="jxr_linenumber" name="124" href="#124">124</a>
-<a class="jxr_linenumber" name="125" href="#125">125</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="126" href="#126">126</a> <em class="jxr_javadoccomment"> * Ensure that we do not increase the number of function evaluations when</em>
-<a class="jxr_linenumber" name="127" href="#127">127</a> <em class="jxr_javadoccomment"> * the function values are scaled up.</em>
-<a class="jxr_linenumber" name="128" href="#128">128</a> <em class="jxr_javadoccomment"> * Note that the tolerances parameters passed to the constructor must</em>
-<a class="jxr_linenumber" name="129" href="#129">129</a> <em class="jxr_javadoccomment"> * still hold sensible values because they are used to set the line search</em>
-<a class="jxr_linenumber" name="130" href="#130">130</a> <em class="jxr_javadoccomment"> * tolerances.</em>
-<a class="jxr_linenumber" name="131" href="#131">131</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="132" href="#132">132</a> @Test
-<a class="jxr_linenumber" name="133" href="#133">133</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testRelativeToleranceOnScaledValues() {
-<a class="jxr_linenumber" name="134" href="#134">134</a> <strong class="jxr_keyword">final</strong> MultivariateFunction func = <strong class="jxr_keyword">new</strong> MultivariateFunction() {
-<a class="jxr_linenumber" name="135" href="#135">135</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> value(<strong class="jxr_keyword">double</strong>[] x) {
-<a class="jxr_linenumber" name="136" href="#136">136</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> a = x[0] - 1;
-<a class="jxr_linenumber" name="137" href="#137">137</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> b = x[1] - 1;
-<a class="jxr_linenumber" name="138" href="#138">138</a> <strong class="jxr_keyword">return</strong> a * a * FastMath.sqrt(FastMath.abs(a)) + b * b + 1;
-<a class="jxr_linenumber" name="139" href="#139">139</a> }
-<a class="jxr_linenumber" name="140" href="#140">140</a> };
-<a class="jxr_linenumber" name="141" href="#141">141</a>
-<a class="jxr_linenumber" name="142" href="#142">142</a> <strong class="jxr_keyword">int</strong> dim = 2;
-<a class="jxr_linenumber" name="143" href="#143">143</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] minPoint = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
-<a class="jxr_linenumber" name="144" href="#144">144</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="145" href="#145">145</a> minPoint[i] = 1;
-<a class="jxr_linenumber" name="146" href="#146">146</a> }
-<a class="jxr_linenumber" name="147" href="#147">147</a>
-<a class="jxr_linenumber" name="148" href="#148">148</a> <strong class="jxr_keyword">double</strong>[] init = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
-<a class="jxr_linenumber" name="149" href="#149">149</a> <em class="jxr_comment">// Initial is far from minimum.</em>
-<a class="jxr_linenumber" name="150" href="#150">150</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
-<a class="jxr_linenumber" name="151" href="#151">151</a> init[i] = minPoint[i] - 20;
-<a class="jxr_linenumber" name="152" href="#152">152</a> }
-<a class="jxr_linenumber" name="153" href="#153">153</a>
-<a class="jxr_linenumber" name="154" href="#154">154</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> relTol = 1e-10;
-<a class="jxr_linenumber" name="155" href="#155">155</a>
-<a class="jxr_linenumber" name="156" href="#156">156</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> maxEval = 1000;
-<a class="jxr_linenumber" name="157" href="#157">157</a> <em class="jxr_comment">// Very small absolute tolerance to rely solely on the relative</em>
-<a class="jxr_linenumber" name="158" href="#158">158</a> <em class="jxr_comment">// tolerance as a stopping criterion</em>
-<a class="jxr_linenumber" name="159" href="#159">159</a> <strong class="jxr_keyword">final</strong> PowellOptimizer optim = <strong class="jxr_keyword">new</strong> PowellOptimizer(relTol, 1e-100);
-<a class="jxr_linenumber" name="160" href="#160">160</a>
-<a class="jxr_linenumber" name="161" href="#161">161</a> <strong class="jxr_keyword">final</strong> PointValuePair funcResult = optim.optimize(<strong class="jxr_keyword">new</strong> MaxEval(maxEval),
-<a class="jxr_linenumber" name="162" href="#162">162</a> <strong class="jxr_keyword">new</strong> ObjectiveFunction(func),
-<a class="jxr_linenumber" name="163" href="#163">163</a> GoalType.MINIMIZE,
-<a class="jxr_linenumber" name="164" href="#164">164</a> <strong class="jxr_keyword">new</strong> InitialGuess(init));
-<a class="jxr_linenumber" name="165" href="#165">165</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> funcValue = func.value(funcResult.getPoint());
-<a class="jxr_linenumber" name="166" href="#166">166</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> funcEvaluations = optim.getEvaluations();
-<a class="jxr_linenumber" name="167" href="#167">167</a>
-<a class="jxr_linenumber" name="168" href="#168">168</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> scale = 1e10;
-<a class="jxr_linenumber" name="169" href="#169">169</a> <strong class="jxr_keyword">final</strong> MultivariateFunction funcScaled = <strong class="jxr_keyword">new</strong> MultivariateFunction() {
-<a class="jxr_linenumber" name="170" href="#170">170</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> value(<strong class="jxr_keyword">double</strong>[] x) {
-<a class="jxr_linenumber" name="171" href="#171">171</a> <strong class="jxr_keyword">return</strong> scale * func.value(x);
-<a class="jxr_linenumber" name="172" href="#172">172</a> }
-<a class="jxr_linenumber" name="173" href="#173">173</a> };
-<a class="jxr_linenumber" name="174" href="#174">174</a>
-<a class="jxr_linenumber" name="175" href="#175">175</a> <strong class="jxr_keyword">final</strong> PointValuePair funcScaledResult = optim.optimize(<strong class="jxr_keyword">new</strong> MaxEval(maxEval),
-<a class="jxr_linenumber" name="176" href="#176">176</a> <strong class="jxr_keyword">new</strong> ObjectiveFunction(funcScaled),
-<a class="jxr_linenumber" name="177" href="#177">177</a> GoalType.MINIMIZE,
-<a class="jxr_linenumber" name="178" href="#178">178</a> <strong class="jxr_keyword">new</strong> InitialGuess(init));
-<a class="jxr_linenumber" name="179" href="#179">179</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> funcScaledValue = funcScaled.value(funcScaledResult.getPoint());
-<a class="jxr_linenumber" name="180" href="#180">180</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> funcScaledEvaluations = optim.getEvaluations();
-<a class="jxr_linenumber" name="181" href="#181">181</a>
-<a class="jxr_linenumber" name="182" href="#182">182</a> <em class="jxr_comment">// Check that both minima provide the same objective funciton values,</em>
-<a class="jxr_linenumber" name="183" href="#183">183</a> <em class="jxr_comment">// within the relative function tolerance.</em>
-<a class="jxr_linenumber" name="184" href="#184">184</a> Assert.assertEquals(1, funcScaledValue / (scale * funcValue), relTol);
-<a class="jxr_linenumber" name="185" href="#185">185</a>
-<a class="jxr_linenumber" name="186" href="#186">186</a> <em class="jxr_comment">// Check that the numbers of evaluations are the same.</em>
-<a class="jxr_linenumber" name="187" href="#187">187</a> Assert.assertEquals(funcEvaluations, funcScaledEvaluations);
-<a class="jxr_linenumber" name="188" href="#188">188</a> }
+<a class="jxr_linenumber" name="125" href="#125">125</a> <strong class="jxr_keyword">double</strong>[] init = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
+<a class="jxr_linenumber" name="126" href="#126">126</a>
+<a class="jxr_linenumber" name="127" href="#127">127</a> <em class="jxr_comment">// Initial is minimum.</em>
+<a class="jxr_linenumber" name="128" href="#128">128</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="129" href="#129">129</a> init[i] = maxPoint[i];
+<a class="jxr_linenumber" name="130" href="#130">130</a> }
+<a class="jxr_linenumber" name="131" href="#131">131</a> doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);
+<a class="jxr_linenumber" name="132" href="#132">132</a>
+<a class="jxr_linenumber" name="133" href="#133">133</a> <em class="jxr_comment">// Initial is far from minimum.</em>
+<a class="jxr_linenumber" name="134" href="#134">134</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="135" href="#135">135</a> init[i] = maxPoint[i] - 20;
+<a class="jxr_linenumber" name="136" href="#136">136</a> }
+<a class="jxr_linenumber" name="137" href="#137">137</a> doTest(func, maxPoint, init, GoalType.MAXIMIZE, 1e-9, 1e-8);
+<a class="jxr_linenumber" name="138" href="#138">138</a> }
+<a class="jxr_linenumber" name="139" href="#139">139</a>
+<a class="jxr_linenumber" name="140" href="#140">140</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="141" href="#141">141</a> <em class="jxr_javadoccomment"> * Ensure that we do not increase the number of function evaluations when</em>
+<a class="jxr_linenumber" name="142" href="#142">142</a> <em class="jxr_javadoccomment"> * the function values are scaled up.</em>
+<a class="jxr_linenumber" name="143" href="#143">143</a> <em class="jxr_javadoccomment"> * Note that the tolerances parameters passed to the constructor must</em>
+<a class="jxr_linenumber" name="144" href="#144">144</a> <em class="jxr_javadoccomment"> * still hold sensible values because they are used to set the line search</em>
+<a class="jxr_linenumber" name="145" href="#145">145</a> <em class="jxr_javadoccomment"> * tolerances.</em>
+<a class="jxr_linenumber" name="146" href="#146">146</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="147" href="#147">147</a> @Test
+<a class="jxr_linenumber" name="148" href="#148">148</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testRelativeToleranceOnScaledValues() {
+<a class="jxr_linenumber" name="149" href="#149">149</a> <strong class="jxr_keyword">final</strong> MultivariateFunction func = <strong class="jxr_keyword">new</strong> MultivariateFunction() {
+<a class="jxr_linenumber" name="150" href="#150">150</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> value(<strong class="jxr_keyword">double</strong>[] x) {
+<a class="jxr_linenumber" name="151" href="#151">151</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> a = x[0] - 1;
+<a class="jxr_linenumber" name="152" href="#152">152</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> b = x[1] - 1;
+<a class="jxr_linenumber" name="153" href="#153">153</a> <strong class="jxr_keyword">return</strong> a * a * FastMath.sqrt(FastMath.abs(a)) + b * b + 1;
+<a class="jxr_linenumber" name="154" href="#154">154</a> }
+<a class="jxr_linenumber" name="155" href="#155">155</a> };
+<a class="jxr_linenumber" name="156" href="#156">156</a>
+<a class="jxr_linenumber" name="157" href="#157">157</a> <strong class="jxr_keyword">int</strong> dim = 2;
+<a class="jxr_linenumber" name="158" href="#158">158</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] minPoint = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
+<a class="jxr_linenumber" name="159" href="#159">159</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="160" href="#160">160</a> minPoint[i] = 1;
+<a class="jxr_linenumber" name="161" href="#161">161</a> }
+<a class="jxr_linenumber" name="162" href="#162">162</a>
+<a class="jxr_linenumber" name="163" href="#163">163</a> <strong class="jxr_keyword">double</strong>[] init = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[dim];
+<a class="jxr_linenumber" name="164" href="#164">164</a> <em class="jxr_comment">// Initial is far from minimum.</em>
+<a class="jxr_linenumber" name="165" href="#165">165</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < dim; i++) {
+<a class="jxr_linenumber" name="166" href="#166">166</a> init[i] = minPoint[i] - 20;
+<a class="jxr_linenumber" name="167" href="#167">167</a> }
+<a class="jxr_linenumber" name="168" href="#168">168</a>
+<a class="jxr_linenumber" name="169" href="#169">169</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> relTol = 1e-10;
+<a class="jxr_linenumber" name="170" href="#170">170</a>
+<a class="jxr_linenumber" name="171" href="#171">171</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> maxEval = 1000;
+<a class="jxr_linenumber" name="172" href="#172">172</a> <em class="jxr_comment">// Very small absolute tolerance to rely solely on the relative</em>
+<a class="jxr_linenumber" name="173" href="#173">173</a> <em class="jxr_comment">// tolerance as a stopping criterion</em>
+<a class="jxr_linenumber" name="174" href="#174">174</a> <strong class="jxr_keyword">final</strong> PowellOptimizer optim = <strong class="jxr_keyword">new</strong> PowellOptimizer(relTol, 1e-100);
+<a class="jxr_linenumber" name="175" href="#175">175</a>
+<a class="jxr_linenumber" name="176" href="#176">176</a> <strong class="jxr_keyword">final</strong> PointValuePair funcResult = optim.optimize(<strong class="jxr_keyword">new</strong> MaxEval(maxEval),
+<a class="jxr_linenumber" name="177" href="#177">177</a> <strong class="jxr_keyword">new</strong> ObjectiveFunction(func),
+<a class="jxr_linenumber" name="178" href="#178">178</a> GoalType.MINIMIZE,
+<a class="jxr_linenumber" name="179" href="#179">179</a> <strong class="jxr_keyword">new</strong> InitialGuess(init));
+<a class="jxr_linenumber" name="180" href="#180">180</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> funcValue = func.value(funcResult.getPoint());
+<a class="jxr_linenumber" name="181" href="#181">181</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> funcEvaluations = optim.getEvaluations();
+<a class="jxr_linenumber" name="182" href="#182">182</a>
+<a class="jxr_linenumber" name="183" href="#183">183</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> scale = 1e10;
+<a class="jxr_linenumber" name="184" href="#184">184</a> <strong class="jxr_keyword">final</strong> MultivariateFunction funcScaled = <strong class="jxr_keyword">new</strong> MultivariateFunction() {
+<a class="jxr_linenumber" name="185" href="#185">185</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> value(<strong class="jxr_keyword">double</strong>[] x) {
+<a class="jxr_linenumber" name="186" href="#186">186</a> <strong class="jxr_keyword">return</strong> scale * func.value(x);
+<a class="jxr_linenumber" name="187" href="#187">187</a> }
+<a class="jxr_linenumber" name="188" href="#188">188</a> };
<a class="jxr_linenumber" name="189" href="#189">189</a>
-<a class="jxr_linenumber" name="190" href="#190">190</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="191" href="#191">191</a> <em class="jxr_javadoccomment"> * @param func Function to optimize.</em>
-<a class="jxr_linenumber" name="192" href="#192">192</a> <em class="jxr_javadoccomment"> * @param optimum Expected optimum.</em>
-<a class="jxr_linenumber" name="193" href="#193">193</a> <em class="jxr_javadoccomment"> * @param init Starting point.</em>
-<a class="jxr_linenumber" name="194" href="#194">194</a> <em class="jxr_javadoccomment"> * @param goal Minimization or maximization.</em>
-<a class="jxr_linenumber" name="195" href="#195">195</a> <em class="jxr_javadoccomment"> * @param fTol Tolerance (relative error on the objective function) for</em>
-<a class="jxr_linenumber" name="196" href="#196">196</a> <em class="jxr_javadoccomment"> * "Powell" algorithm.</em>
-<a class="jxr_linenumber" name="197" href="#197">197</a> <em class="jxr_javadoccomment"> * @param pointTol Tolerance for checking that the optimum is correct.</em>
-<a class="jxr_linenumber" name="198" href="#198">198</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="199" href="#199">199</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">void</strong> doTest(MultivariateFunction func,
-<a class="jxr_linenumber" name="200" href="#200">200</a> <strong class="jxr_keyword">double</strong>[] optimum,
-<a class="jxr_linenumber" name="201" href="#201">201</a> <strong class="jxr_keyword">double</strong>[] init,
-<a class="jxr_linenumber" name="202" href="#202">202</a> GoalType goal,
-<a class="jxr_linenumber" name="203" href="#203">203</a> <strong class="jxr_keyword">double</strong> fTol,
-<a class="jxr_linenumber" name="204" href="#204">204</a> <strong class="jxr_keyword">double</strong> pointTol) {
-<a class="jxr_linenumber" name="205" href="#205">205</a> <strong class="jxr_keyword">final</strong> PowellOptimizer optim = <strong class="jxr_keyword">new</strong> PowellOptimizer(fTol, Math.ulp(1d));
-<a class="jxr_linenumber" name="206" href="#206">206</a>
-<a class="jxr_linenumber" name="207" href="#207">207</a> <strong class="jxr_keyword">final</strong> PointValuePair result = optim.optimize(<strong class="jxr_keyword">new</strong> MaxEval(1000),
-<a class="jxr_linenumber" name="208" href="#208">208</a> <strong class="jxr_keyword">new</strong> ObjectiveFunction(func),
-<a class="jxr_linenumber" name="209" href="#209">209</a> goal,
-<a class="jxr_linenumber" name="210" href="#210">210</a> <strong class="jxr_keyword">new</strong> InitialGuess(init));
-<a class="jxr_linenumber" name="211" href="#211">211</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] point = result.getPoint();
-<a class="jxr_linenumber" name="212" href="#212">212</a>
-<a class="jxr_linenumber" name="213" href="#213">213</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0, dim = optimum.length; i < dim; i++) {
-<a class="jxr_linenumber" name="214" href="#214">214</a> Assert.assertEquals(<span class="jxr_string">"found["</span> + i + <span class="jxr_string">"]="</span> + point[i] + <span class="jxr_string">" value="</span> + result.getValue(),
-<a class="jxr_linenumber" name="215" href="#215">215</a> optimum[i], point[i], pointTol);
-<a class="jxr_linenumber" name="216" href="#216">216</a> }
-<a class="jxr_linenumber" name="217" href="#217">217</a> }
-<a class="jxr_linenumber" name="218" href="#218">218</a>
-<a class="jxr_linenumber" name="219" href="#219">219</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="220" href="#220">220</a> <em class="jxr_javadoccomment"> * @param func Function to optimize.</em>
-<a class="jxr_linenumber" name="221" href="#221">221</a> <em class="jxr_javadoccomment"> * @param optimum Expected optimum.</em>
-<a class="jxr_linenumber" name="222" href="#222">222</a> <em class="jxr_javadoccomment"> * @param init Starting point.</em>
-<a class="jxr_linenumber" name="223" href="#223">223</a> <em class="jxr_javadoccomment"> * @param goal Minimization or maximization.</em>
-<a class="jxr_linenumber" name="224" href="#224">224</a> <em class="jxr_javadoccomment"> * @param fTol Tolerance (relative error on the objective function) for</em>
-<a class="jxr_linenumber" name="225" href="#225">225</a> <em class="jxr_javadoccomment"> * "Powell" algorithm.</em>
-<a class="jxr_linenumber" name="226" href="#226">226</a> <em class="jxr_javadoccomment"> * @param fLineTol Tolerance (relative error on the objective function)</em>
-<a class="jxr_linenumber" name="227" href="#227">227</a> <em class="jxr_javadoccomment"> * for the internal line search algorithm.</em>
-<a class="jxr_linenumber" name="228" href="#228">228</a> <em class="jxr_javadoccomment"> * @param pointTol Tolerance for checking that the optimum is correct.</em>
-<a class="jxr_linenumber" name="229" href="#229">229</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="230" href="#230">230</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">void</strong> doTest(MultivariateFunction func,
-<a class="jxr_linenumber" name="231" href="#231">231</a> <strong class="jxr_keyword">double</strong>[] optimum,
-<a class="jxr_linenumber" name="232" href="#232">232</a> <strong class="jxr_keyword">double</strong>[] init,
-<a class="jxr_linenumber" name="233" href="#233">233</a> GoalType goal,
-<a class="jxr_linenumber" name="234" href="#234">234</a> <strong class="jxr_keyword">double</strong> fTol,
-<a class="jxr_linenumber" name="235" href="#235">235</a> <strong class="jxr_keyword">double</strong> fLineTol,
-<a class="jxr_linenumber" name="236" href="#236">236</a> <strong class="jxr_keyword">double</strong> pointTol) {
-<a class="jxr_linenumber" name="237" href="#237">237</a> <strong class="jxr_keyword">final</strong> PowellOptimizer optim = <strong class="jxr_keyword">new</strong> PowellOptimizer(fTol, Math.ulp(1d),
-<a class="jxr_linenumber" name="238" href="#238">238</a> fLineTol, Math.ulp(1d));
-<a class="jxr_linenumber" name="239" href="#239">239</a>
-<a class="jxr_linenumber" name="240" href="#240">240</a> <strong class="jxr_keyword">final</strong> PointValuePair result = optim.optimize(<strong class="jxr_keyword">new</strong> MaxEval(1000),
-<a class="jxr_linenumber" name="241" href="#241">241</a> <strong class="jxr_keyword">new</strong> ObjectiveFunction(func),
-<a class="jxr_linenumber" name="242" href="#242">242</a> goal,
-<a class="jxr_linenumber" name="243" href="#243">243</a> <strong class="jxr_keyword">new</strong> InitialGuess(init));
-<a class="jxr_linenumber" name="244" href="#244">244</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] point = result.getPoint();
-<a class="jxr_linenumber" name="245" href="#245">245</a>
-<a class="jxr_linenumber" name="246" href="#246">246</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0, dim = optimum.length; i < dim; i++) {
-<a class="jxr_linenumber" name="247" href="#247">247</a> Assert.assertEquals(<span class="jxr_string">"found["</span> + i + <span class="jxr_string">"]="</span> + point[i] + <span class="jxr_string">" value="</span> + result.getValue(),
-<a class="jxr_linenumber" name="248" href="#248">248</a> optimum[i], point[i], pointTol);
-<a class="jxr_linenumber" name="249" href="#249">249</a> }
-<a class="jxr_linenumber" name="250" href="#250">250</a> }
-<a class="jxr_linenumber" name="251" href="#251">251</a> }
+<a class="jxr_linenumber" name="190" href="#190">190</a> <strong class="jxr_keyword">final</strong> PointValuePair funcScaledResult = optim.optimize(<strong class="jxr_keyword">new</strong> MaxEval(maxEval),
+<a class="jxr_linenumber" name="191" href="#191">191</a> <strong class="jxr_keyword">new</strong> ObjectiveFunction(funcScaled),
+<a class="jxr_linenumber" name="192" href="#192">192</a> GoalType.MINIMIZE,
+<a class="jxr_linenumber" name="193" href="#193">193</a> <strong class="jxr_keyword">new</strong> InitialGuess(init));
+<a class="jxr_linenumber" name="194" href="#194">194</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> funcScaledValue = funcScaled.value(funcScaledResult.getPoint());
+<a class="jxr_linenumber" name="195" href="#195">195</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> funcScaledEvaluations = optim.getEvaluations();
+<a class="jxr_linenumber" name="196" href="#196">196</a>
+<a class="jxr_linenumber" name="197" href="#197">197</a> <em class="jxr_comment">// Check that both minima provide the same objective funciton values,</em>
+<a class="jxr_linenumber" name="198" href="#198">198</a> <em class="jxr_comment">// within the relative function tolerance.</em>
+<a class="jxr_linenumber" name="199" href="#199">199</a> Assert.assertEquals(1, funcScaledValue / (scale * funcValue), relTol);
+<a class="jxr_linenumber" name="200" href="#200">200</a>
+<a class="jxr_linenumber" name="201" href="#201">201</a> <em class="jxr_comment">// Check that the numbers of evaluations are the same.</em>
+<a class="jxr_linenumber" name="202" href="#202">202</a> Assert.assertEquals(funcEvaluations, funcScaledEvaluations);
+<a class="jxr_linenumber" name="203" href="#203">203</a> }
+<a class="jxr_linenumber" name="204" href="#204">204</a>
+<a class="jxr_linenumber" name="205" href="#205">205</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="206" href="#206">206</a> <em class="jxr_javadoccomment"> * @param func Function to optimize.</em>
+<a class="jxr_linenumber" name="207" href="#207">207</a> <em class="jxr_javadoccomment"> * @param optimum Expected optimum.</em>
+<a class="jxr_linenumber" name="208" href="#208">208</a> <em class="jxr_javadoccomment"> * @param init Starting point.</em>
+<a class="jxr_linenumber" name="209" href="#209">209</a> <em class="jxr_javadoccomment"> * @param goal Minimization or maximization.</em>
+<a class="jxr_linenumber" name="210" href="#210">210</a> <em class="jxr_javadoccomment"> * @param fTol Tolerance (relative error on the objective function) for</em>
+<a class="jxr_linenumber" name="211" href="#211">211</a> <em class="jxr_javadoccomment"> * "Powell" algorithm.</em>
+<a class="jxr_linenumber" name="212" href="#212">212</a> <em class="jxr_javadoccomment"> * @param pointTol Tolerance for checking that the optimum is correct.</em>
+<a class="jxr_linenumber" name="213" href="#213">213</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="214" href="#214">214</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">void</strong> doTest(MultivariateFunction func,
+<a class="jxr_linenumber" name="215" href="#215">215</a> <strong class="jxr_keyword">double</strong>[] optimum,
+<a class="jxr_linenumber" name="216" href="#216">216</a> <strong class="jxr_keyword">double</strong>[] init,
+<a class="jxr_linenumber" name="217" href="#217">217</a> GoalType goal,
+<a class="jxr_linenumber" name="218" href="#218">218</a> <strong class="jxr_keyword">double</strong> fTol,
+<a class="jxr_linenumber" name="219" href="#219">219</a> <strong class="jxr_keyword">double</strong> pointTol) {
+<a class="jxr_linenumber" name="220" href="#220">220</a> <strong class="jxr_keyword">final</strong> PowellOptimizer optim = <strong class="jxr_keyword">new</strong> PowellOptimizer(fTol, Math.ulp(1d));
+<a class="jxr_linenumber" name="221" href="#221">221</a>
+<a class="jxr_linenumber" name="222" href="#222">222</a> <strong class="jxr_keyword">final</strong> PointValuePair result = optim.optimize(<strong class="jxr_keyword">new</strong> MaxEval(1000),
+<a class="jxr_linenumber" name="223" href="#223">223</a> <strong class="jxr_keyword">new</strong> ObjectiveFunction(func),
+<a class="jxr_linenumber" name="224" href="#224">224</a> goal,
+<a class="jxr_linenumber" name="225" href="#225">225</a> <strong class="jxr_keyword">new</strong> InitialGuess(init));
+<a class="jxr_linenumber" name="226" href="#226">226</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] point = result.getPoint();
+<a class="jxr_linenumber" name="227" href="#227">227</a>
+<a class="jxr_linenumber" name="228" href="#228">228</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0, dim = optimum.length; i < dim; i++) {
+<a class="jxr_linenumber" name="229" href="#229">229</a> Assert.assertEquals(<span class="jxr_string">"found["</span> + i + <span class="jxr_string">"]="</span> + point[i] + <span class="jxr_string">" value="</span> + result.getValue(),
+<a class="jxr_linenumber" name="230" href="#230">230</a> optimum[i], point[i], pointTol);
+<a class="jxr_linenumber" name="231" href="#231">231</a> }
+<a class="jxr_linenumber" name="232" href="#232">232</a> }
+<a class="jxr_linenumber" name="233" href="#233">233</a>
+<a class="jxr_linenumber" name="234" href="#234">234</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="235" href="#235">235</a> <em class="jxr_javadoccomment"> * @param func Function to optimize.</em>
+<a class="jxr_linenumber" name="236" href="#236">236</a> <em class="jxr_javadoccomment"> * @param optimum Expected optimum.</em>
+<a class="jxr_linenumber" name="237" href="#237">237</a> <em class="jxr_javadoccomment"> * @param init Starting point.</em>
+<a class="jxr_linenumber" name="238" href="#238">238</a> <em class="jxr_javadoccomment"> * @param goal Minimization or maximization.</em>
+<a class="jxr_linenumber" name="239" href="#239">239</a> <em class="jxr_javadoccomment"> * @param fTol Tolerance (relative error on the objective function) for</em>
+<a class="jxr_linenumber" name="240" href="#240">240</a> <em class="jxr_javadoccomment"> * "Powell" algorithm.</em>
+<a class="jxr_linenumber" name="241" href="#241">241</a> <em class="jxr_javadoccomment"> * @param fLineTol Tolerance (relative error on the objective function)</em>
+<a class="jxr_linenumber" name="242" href="#242">242</a> <em class="jxr_javadoccomment"> * for the internal line search algorithm.</em>
+<a class="jxr_linenumber" name="243" href="#243">243</a> <em class="jxr_javadoccomment"> * @param pointTol Tolerance for checking that the optimum is correct.</em>
+<a class="jxr_linenumber" name="244" href="#244">244</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="245" href="#245">245</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">void</strong> doTest(MultivariateFunction func,
+<a class="jxr_linenumber" name="246" href="#246">246</a> <strong class="jxr_keyword">double</strong>[] optimum,
+<a class="jxr_linenumber" name="247" href="#247">247</a> <strong class="jxr_keyword">double</strong>[] init,
+<a class="jxr_linenumber" name="248" href="#248">248</a> GoalType goal,
+<a class="jxr_linenumber" name="249" href="#249">249</a> <strong class="jxr_keyword">double</strong> fTol,
+<a class="jxr_linenumber" name="250" href="#250">250</a> <strong class="jxr_keyword">double</strong> fLineTol,
+<a class="jxr_linenumber" name="251" href="#251">251</a> <strong class="jxr_keyword">double</strong> pointTol) {
+<a class="jxr_linenumber" name="252" href="#252">252</a> <strong class="jxr_keyword">final</strong> PowellOptimizer optim = <strong class="jxr_keyword">new</strong> PowellOptimizer(fTol, Math.ulp(1d),
+<a class="jxr_linenumber" name="253" href="#253">253</a> fLineTol, Math.ulp(1d));
+<a class="jxr_linenumber" name="254" href="#254">254</a>
+<a class="jxr_linenumber" name="255" href="#255">255</a> <strong class="jxr_keyword">final</strong> PointValuePair result = optim.optimize(<strong class="jxr_keyword">new</strong> MaxEval(1000),
+<a class="jxr_linenumber" name="256" href="#256">256</a> <strong class="jxr_keyword">new</strong> ObjectiveFunction(func),
+<a class="jxr_linenumber" name="257" href="#257">257</a> goal,
+<a class="jxr_linenumber" name="258" href="#258">258</a> <strong class="jxr_keyword">new</strong> InitialGuess(init));
+<a class="jxr_linenumber" name="259" href="#259">259</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] point = result.getPoint();
+<a class="jxr_linenumber" name="260" href="#260">260</a>
+<a class="jxr_linenumber" name="261" href="#261">261</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0, dim = optimum.length; i < dim; i++) {
+<a class="jxr_linenumber" name="262" href="#262">262</a> Assert.assertEquals(<span class="jxr_string">"found["</span> + i + <span class="jxr_string">"]="</span> + point[i] + <span class="jxr_string">" value="</span> + result.getValue(),
+<a class="jxr_linenumber" name="263" href="#263">263</a> optimum[i], point[i], pointTol);
+<a class="jxr_linenumber" name="264" href="#264">264</a> }
+<a class="jxr_linenumber" name="265" href="#265">265</a>
+<a class="jxr_linenumber" name="266" href="#266">266</a> Assert.assertTrue(optim.getIterations() > 0);
+<a class="jxr_linenumber" name="267" href="#267">267</a> }
+<a class="jxr_linenumber" name="268" href="#268">268</a> }
</pre>
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