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Posted to commits@commons.apache.org by lu...@apache.org on 2013/04/07 01:42:02 UTC

svn commit: r857558 [22/39] - 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/SimplexOptimizerMultiDirectionalTest.html
==============================================================================
--- websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerMultiDirectionalTest.html (original)
+++ websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerMultiDirectionalTest.html Sat Apr  6 23:42:01 2013
@@ -22,213 +22,241 @@
 <FONT color="green">019</FONT>    <a name="line.19"></a>
 <FONT color="green">020</FONT>    import org.apache.commons.math3.analysis.MultivariateFunction;<a name="line.20"></a>
 <FONT color="green">021</FONT>    import org.apache.commons.math3.optim.MaxEval;<a name="line.21"></a>
-<FONT color="green">022</FONT>    import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;<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.PointValuePair;<a name="line.24"></a>
-<FONT color="green">025</FONT>    import org.apache.commons.math3.optim.SimpleValueChecker;<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.util.FastMath;<a name="line.27"></a>
-<FONT color="green">028</FONT>    import org.junit.Assert;<a name="line.28"></a>
-<FONT color="green">029</FONT>    import org.junit.Test;<a name="line.29"></a>
-<FONT color="green">030</FONT>    <a name="line.30"></a>
-<FONT color="green">031</FONT>    public class SimplexOptimizerMultiDirectionalTest {<a name="line.31"></a>
-<FONT color="green">032</FONT>        @Test<a name="line.32"></a>
-<FONT color="green">033</FONT>        public void testMinimize1() {<a name="line.33"></a>
-<FONT color="green">034</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(1e-11, 1e-30);<a name="line.34"></a>
-<FONT color="green">035</FONT>            final FourExtrema fourExtrema = new FourExtrema();<a name="line.35"></a>
-<FONT color="green">036</FONT>    <a name="line.36"></a>
-<FONT color="green">037</FONT>            final PointValuePair optimum<a name="line.37"></a>
-<FONT color="green">038</FONT>                = optimizer.optimize(new MaxEval(200),<a name="line.38"></a>
-<FONT color="green">039</FONT>                                     new ObjectiveFunction(fourExtrema),<a name="line.39"></a>
-<FONT color="green">040</FONT>                                     GoalType.MINIMIZE,<a name="line.40"></a>
-<FONT color="green">041</FONT>                                     new InitialGuess(new double[] { -3, 0 }),<a name="line.41"></a>
-<FONT color="green">042</FONT>                                     new MultiDirectionalSimplex(new double[] { 0.2, 0.2 }));<a name="line.42"></a>
-<FONT color="green">043</FONT>            Assert.assertEquals(fourExtrema.xM, optimum.getPoint()[0], 4e-6);<a name="line.43"></a>
-<FONT color="green">044</FONT>            Assert.assertEquals(fourExtrema.yP, optimum.getPoint()[1], 3e-6);<a name="line.44"></a>
-<FONT color="green">045</FONT>            Assert.assertEquals(fourExtrema.valueXmYp, optimum.getValue(), 8e-13);<a name="line.45"></a>
-<FONT color="green">046</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 120);<a name="line.46"></a>
-<FONT color="green">047</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 150);<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 testMinimize2() {<a name="line.51"></a>
-<FONT color="green">052</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(1e-11, 1e-30);<a name="line.52"></a>
-<FONT color="green">053</FONT>            final FourExtrema fourExtrema = new FourExtrema();<a name="line.53"></a>
-<FONT color="green">054</FONT>    <a name="line.54"></a>
-<FONT color="green">055</FONT>            final PointValuePair optimum<a name="line.55"></a>
-<FONT color="green">056</FONT>                = optimizer.optimize(new MaxEval(200),<a name="line.56"></a>
-<FONT color="green">057</FONT>                                     new ObjectiveFunction(fourExtrema),<a name="line.57"></a>
-<FONT color="green">058</FONT>                                     GoalType.MINIMIZE,<a name="line.58"></a>
-<FONT color="green">059</FONT>                                     new InitialGuess(new double[] { 1, 0 }),<a name="line.59"></a>
-<FONT color="green">060</FONT>                                     new MultiDirectionalSimplex(new double[] { 0.2, 0.2 }));<a name="line.60"></a>
-<FONT color="green">061</FONT>            Assert.assertEquals(fourExtrema.xP, optimum.getPoint()[0], 2e-8);<a name="line.61"></a>
-<FONT color="green">062</FONT>            Assert.assertEquals(fourExtrema.yM, optimum.getPoint()[1], 3e-6);<a name="line.62"></a>
-<FONT color="green">063</FONT>            Assert.assertEquals(fourExtrema.valueXpYm, optimum.getValue(), 2e-12);<a name="line.63"></a>
-<FONT color="green">064</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 120);<a name="line.64"></a>
-<FONT color="green">065</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 150);<a name="line.65"></a>
-<FONT color="green">066</FONT>        }<a name="line.66"></a>
-<FONT color="green">067</FONT>    <a name="line.67"></a>
-<FONT color="green">068</FONT>        @Test<a name="line.68"></a>
-<FONT color="green">069</FONT>        public void testMaximize1() {<a name="line.69"></a>
-<FONT color="green">070</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(1e-11, 1e-30);<a name="line.70"></a>
-<FONT color="green">071</FONT>            final FourExtrema fourExtrema = new FourExtrema();<a name="line.71"></a>
-<FONT color="green">072</FONT>    <a name="line.72"></a>
-<FONT color="green">073</FONT>            final PointValuePair optimum<a name="line.73"></a>
-<FONT color="green">074</FONT>                = optimizer.optimize(new MaxEval(200),<a name="line.74"></a>
-<FONT color="green">075</FONT>                                     new ObjectiveFunction(fourExtrema),<a name="line.75"></a>
-<FONT color="green">076</FONT>                                     GoalType.MAXIMIZE,<a name="line.76"></a>
-<FONT color="green">077</FONT>                                     new InitialGuess(new double[] { -3.0, 0.0 }),<a name="line.77"></a>
-<FONT color="green">078</FONT>                                     new MultiDirectionalSimplex(new double[] { 0.2, 0.2 }));<a name="line.78"></a>
-<FONT color="green">079</FONT>            Assert.assertEquals(fourExtrema.xM, optimum.getPoint()[0], 7e-7);<a name="line.79"></a>
-<FONT color="green">080</FONT>            Assert.assertEquals(fourExtrema.yM, optimum.getPoint()[1], 3e-7);<a name="line.80"></a>
-<FONT color="green">081</FONT>            Assert.assertEquals(fourExtrema.valueXmYm, optimum.getValue(), 2e-14);<a name="line.81"></a>
-<FONT color="green">082</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 120);<a name="line.82"></a>
-<FONT color="green">083</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 150);<a name="line.83"></a>
-<FONT color="green">084</FONT>        }<a name="line.84"></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.PointValuePair;<a name="line.23"></a>
+<FONT color="green">024</FONT>    import org.apache.commons.math3.optim.SimpleValueChecker;<a name="line.24"></a>
+<FONT color="green">025</FONT>    import org.apache.commons.math3.optim.SimpleBounds;<a name="line.25"></a>
+<FONT color="green">026</FONT>    import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;<a name="line.26"></a>
+<FONT color="green">027</FONT>    import org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;<a name="line.27"></a>
+<FONT color="green">028</FONT>    import org.apache.commons.math3.exception.MathUnsupportedOperationException;<a name="line.28"></a>
+<FONT color="green">029</FONT>    import org.apache.commons.math3.util.FastMath;<a name="line.29"></a>
+<FONT color="green">030</FONT>    import org.junit.Assert;<a name="line.30"></a>
+<FONT color="green">031</FONT>    import org.junit.Test;<a name="line.31"></a>
+<FONT color="green">032</FONT>    <a name="line.32"></a>
+<FONT color="green">033</FONT>    public class SimplexOptimizerMultiDirectionalTest {<a name="line.33"></a>
+<FONT color="green">034</FONT>        @Test(expected=MathUnsupportedOperationException.class)<a name="line.34"></a>
+<FONT color="green">035</FONT>        public void testBoundsUnsupported() {<a name="line.35"></a>
+<FONT color="green">036</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);<a name="line.36"></a>
+<FONT color="green">037</FONT>            final FourExtrema fourExtrema = new FourExtrema();<a name="line.37"></a>
+<FONT color="green">038</FONT>    <a name="line.38"></a>
+<FONT color="green">039</FONT>            optimizer.optimize(new MaxEval(100),<a name="line.39"></a>
+<FONT color="green">040</FONT>                               new ObjectiveFunction(fourExtrema),<a name="line.40"></a>
+<FONT color="green">041</FONT>                               GoalType.MINIMIZE,<a name="line.41"></a>
+<FONT color="green">042</FONT>                               new InitialGuess(new double[] { -3, 0 }),<a name="line.42"></a>
+<FONT color="green">043</FONT>                               new NelderMeadSimplex(new double[] { 0.2, 0.2 }),<a name="line.43"></a>
+<FONT color="green">044</FONT>                               new SimpleBounds(new double[] { -5, -1 },<a name="line.44"></a>
+<FONT color="green">045</FONT>                                                new double[] { 5, 1 }));<a name="line.45"></a>
+<FONT color="green">046</FONT>        }<a name="line.46"></a>
+<FONT color="green">047</FONT>    <a name="line.47"></a>
+<FONT color="green">048</FONT>        @Test<a name="line.48"></a>
+<FONT color="green">049</FONT>        public void testMinimize1() {<a name="line.49"></a>
+<FONT color="green">050</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(1e-11, 1e-30);<a name="line.50"></a>
+<FONT color="green">051</FONT>            final FourExtrema fourExtrema = new FourExtrema();<a name="line.51"></a>
+<FONT color="green">052</FONT>    <a name="line.52"></a>
+<FONT color="green">053</FONT>            final PointValuePair optimum<a name="line.53"></a>
+<FONT color="green">054</FONT>                = optimizer.optimize(new MaxEval(200),<a name="line.54"></a>
+<FONT color="green">055</FONT>                                     new ObjectiveFunction(fourExtrema),<a name="line.55"></a>
+<FONT color="green">056</FONT>                                     GoalType.MINIMIZE,<a name="line.56"></a>
+<FONT color="green">057</FONT>                                     new InitialGuess(new double[] { -3, 0 }),<a name="line.57"></a>
+<FONT color="green">058</FONT>                                     new MultiDirectionalSimplex(new double[] { 0.2, 0.2 }));<a name="line.58"></a>
+<FONT color="green">059</FONT>            Assert.assertEquals(fourExtrema.xM, optimum.getPoint()[0], 4e-6);<a name="line.59"></a>
+<FONT color="green">060</FONT>            Assert.assertEquals(fourExtrema.yP, optimum.getPoint()[1], 3e-6);<a name="line.60"></a>
+<FONT color="green">061</FONT>            Assert.assertEquals(fourExtrema.valueXmYp, optimum.getValue(), 8e-13);<a name="line.61"></a>
+<FONT color="green">062</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 120);<a name="line.62"></a>
+<FONT color="green">063</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 150);<a name="line.63"></a>
+<FONT color="green">064</FONT>    <a name="line.64"></a>
+<FONT color="green">065</FONT>            // Check that the number of iterations is updated (MATH-949).<a name="line.65"></a>
+<FONT color="green">066</FONT>            Assert.assertTrue(optimizer.getIterations() &gt; 0);<a name="line.66"></a>
+<FONT color="green">067</FONT>        }<a name="line.67"></a>
+<FONT color="green">068</FONT>    <a name="line.68"></a>
+<FONT color="green">069</FONT>        @Test<a name="line.69"></a>
+<FONT color="green">070</FONT>        public void testMinimize2() {<a name="line.70"></a>
+<FONT color="green">071</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(1e-11, 1e-30);<a name="line.71"></a>
+<FONT color="green">072</FONT>            final FourExtrema fourExtrema = new FourExtrema();<a name="line.72"></a>
+<FONT color="green">073</FONT>    <a name="line.73"></a>
+<FONT color="green">074</FONT>            final PointValuePair optimum<a name="line.74"></a>
+<FONT color="green">075</FONT>                = optimizer.optimize(new MaxEval(200),<a name="line.75"></a>
+<FONT color="green">076</FONT>                                     new ObjectiveFunction(fourExtrema),<a name="line.76"></a>
+<FONT color="green">077</FONT>                                     GoalType.MINIMIZE,<a name="line.77"></a>
+<FONT color="green">078</FONT>                                     new InitialGuess(new double[] { 1, 0 }),<a name="line.78"></a>
+<FONT color="green">079</FONT>                                     new MultiDirectionalSimplex(new double[] { 0.2, 0.2 }));<a name="line.79"></a>
+<FONT color="green">080</FONT>            Assert.assertEquals(fourExtrema.xP, optimum.getPoint()[0], 2e-8);<a name="line.80"></a>
+<FONT color="green">081</FONT>            Assert.assertEquals(fourExtrema.yM, optimum.getPoint()[1], 3e-6);<a name="line.81"></a>
+<FONT color="green">082</FONT>            Assert.assertEquals(fourExtrema.valueXpYm, optimum.getValue(), 2e-12);<a name="line.82"></a>
+<FONT color="green">083</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 120);<a name="line.83"></a>
+<FONT color="green">084</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 150);<a name="line.84"></a>
 <FONT color="green">085</FONT>    <a name="line.85"></a>
-<FONT color="green">086</FONT>        @Test<a name="line.86"></a>
-<FONT color="green">087</FONT>        public void testMaximize2() {<a name="line.87"></a>
-<FONT color="green">088</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(new SimpleValueChecker(1e-15, 1e-30));<a name="line.88"></a>
-<FONT color="green">089</FONT>            final FourExtrema fourExtrema = new FourExtrema();<a name="line.89"></a>
-<FONT color="green">090</FONT>    <a name="line.90"></a>
-<FONT color="green">091</FONT>            final PointValuePair optimum<a name="line.91"></a>
-<FONT color="green">092</FONT>                = optimizer.optimize(new MaxEval(200),<a name="line.92"></a>
-<FONT color="green">093</FONT>                                     new ObjectiveFunction(fourExtrema),<a name="line.93"></a>
-<FONT color="green">094</FONT>                                     GoalType.MAXIMIZE,<a name="line.94"></a>
-<FONT color="green">095</FONT>                                     new InitialGuess(new double[] { 1, 0 }),<a name="line.95"></a>
-<FONT color="green">096</FONT>                                     new MultiDirectionalSimplex(new double[] { 0.2, 0.2 }));<a name="line.96"></a>
-<FONT color="green">097</FONT>            Assert.assertEquals(fourExtrema.xP, optimum.getPoint()[0], 2e-8);<a name="line.97"></a>
-<FONT color="green">098</FONT>            Assert.assertEquals(fourExtrema.yP, optimum.getPoint()[1], 3e-6);<a name="line.98"></a>
-<FONT color="green">099</FONT>            Assert.assertEquals(fourExtrema.valueXpYp, optimum.getValue(), 2e-12);<a name="line.99"></a>
-<FONT color="green">100</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 180);<a name="line.100"></a>
-<FONT color="green">101</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 220);<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>        @Test<a name="line.104"></a>
-<FONT color="green">105</FONT>        public void testRosenbrock() {<a name="line.105"></a>
-<FONT color="green">106</FONT>            MultivariateFunction rosenbrock<a name="line.106"></a>
-<FONT color="green">107</FONT>                = new MultivariateFunction() {<a name="line.107"></a>
-<FONT color="green">108</FONT>                        public double value(double[] x) {<a name="line.108"></a>
-<FONT color="green">109</FONT>                            ++count;<a name="line.109"></a>
-<FONT color="green">110</FONT>                            double a = x[1] - x[0] * x[0];<a name="line.110"></a>
-<FONT color="green">111</FONT>                            double b = 1.0 - x[0];<a name="line.111"></a>
-<FONT color="green">112</FONT>                            return 100 * a * a + b * b;<a name="line.112"></a>
-<FONT color="green">113</FONT>                        }<a name="line.113"></a>
-<FONT color="green">114</FONT>                    };<a name="line.114"></a>
+<FONT color="green">086</FONT>            // Check that the number of iterations is updated (MATH-949).<a name="line.86"></a>
+<FONT color="green">087</FONT>            Assert.assertTrue(optimizer.getIterations() &gt; 0);<a name="line.87"></a>
+<FONT color="green">088</FONT>        }<a name="line.88"></a>
+<FONT color="green">089</FONT>    <a name="line.89"></a>
+<FONT color="green">090</FONT>        @Test<a name="line.90"></a>
+<FONT color="green">091</FONT>        public void testMaximize1() {<a name="line.91"></a>
+<FONT color="green">092</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(1e-11, 1e-30);<a name="line.92"></a>
+<FONT color="green">093</FONT>            final FourExtrema fourExtrema = new FourExtrema();<a name="line.93"></a>
+<FONT color="green">094</FONT>    <a name="line.94"></a>
+<FONT color="green">095</FONT>            final PointValuePair optimum<a name="line.95"></a>
+<FONT color="green">096</FONT>                = optimizer.optimize(new MaxEval(200),<a name="line.96"></a>
+<FONT color="green">097</FONT>                                     new ObjectiveFunction(fourExtrema),<a name="line.97"></a>
+<FONT color="green">098</FONT>                                     GoalType.MAXIMIZE,<a name="line.98"></a>
+<FONT color="green">099</FONT>                                     new InitialGuess(new double[] { -3.0, 0.0 }),<a name="line.99"></a>
+<FONT color="green">100</FONT>                                     new MultiDirectionalSimplex(new double[] { 0.2, 0.2 }));<a name="line.100"></a>
+<FONT color="green">101</FONT>            Assert.assertEquals(fourExtrema.xM, optimum.getPoint()[0], 7e-7);<a name="line.101"></a>
+<FONT color="green">102</FONT>            Assert.assertEquals(fourExtrema.yM, optimum.getPoint()[1], 3e-7);<a name="line.102"></a>
+<FONT color="green">103</FONT>            Assert.assertEquals(fourExtrema.valueXmYm, optimum.getValue(), 2e-14);<a name="line.103"></a>
+<FONT color="green">104</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 120);<a name="line.104"></a>
+<FONT color="green">105</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 150);<a name="line.105"></a>
+<FONT color="green">106</FONT>    <a name="line.106"></a>
+<FONT color="green">107</FONT>            // Check that the number of iterations is updated (MATH-949).<a name="line.107"></a>
+<FONT color="green">108</FONT>            Assert.assertTrue(optimizer.getIterations() &gt; 0);<a name="line.108"></a>
+<FONT color="green">109</FONT>        }<a name="line.109"></a>
+<FONT color="green">110</FONT>    <a name="line.110"></a>
+<FONT color="green">111</FONT>        @Test<a name="line.111"></a>
+<FONT color="green">112</FONT>        public void testMaximize2() {<a name="line.112"></a>
+<FONT color="green">113</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(new SimpleValueChecker(1e-15, 1e-30));<a name="line.113"></a>
+<FONT color="green">114</FONT>            final FourExtrema fourExtrema = new FourExtrema();<a name="line.114"></a>
 <FONT color="green">115</FONT>    <a name="line.115"></a>
-<FONT color="green">116</FONT>            count = 0;<a name="line.116"></a>
-<FONT color="green">117</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);<a name="line.117"></a>
-<FONT color="green">118</FONT>            PointValuePair optimum<a name="line.118"></a>
-<FONT color="green">119</FONT>               = optimizer.optimize(new MaxEval(100),<a name="line.119"></a>
-<FONT color="green">120</FONT>                                    new ObjectiveFunction(rosenbrock),<a name="line.120"></a>
-<FONT color="green">121</FONT>                                    GoalType.MINIMIZE,<a name="line.121"></a>
-<FONT color="green">122</FONT>                                    new InitialGuess(new double[] { -1.2, 1 }),<a name="line.122"></a>
-<FONT color="green">123</FONT>                                    new MultiDirectionalSimplex(new double[][] {<a name="line.123"></a>
-<FONT color="green">124</FONT>                                            { -1.2,  1.0 },<a name="line.124"></a>
-<FONT color="green">125</FONT>                                            { 0.9, 1.2 },<a name="line.125"></a>
-<FONT color="green">126</FONT>                                            {  3.5, -2.3 } }));<a name="line.126"></a>
+<FONT color="green">116</FONT>            final PointValuePair optimum<a name="line.116"></a>
+<FONT color="green">117</FONT>                = optimizer.optimize(new MaxEval(200),<a name="line.117"></a>
+<FONT color="green">118</FONT>                                     new ObjectiveFunction(fourExtrema),<a name="line.118"></a>
+<FONT color="green">119</FONT>                                     GoalType.MAXIMIZE,<a name="line.119"></a>
+<FONT color="green">120</FONT>                                     new InitialGuess(new double[] { 1, 0 }),<a name="line.120"></a>
+<FONT color="green">121</FONT>                                     new MultiDirectionalSimplex(new double[] { 0.2, 0.2 }));<a name="line.121"></a>
+<FONT color="green">122</FONT>            Assert.assertEquals(fourExtrema.xP, optimum.getPoint()[0], 2e-8);<a name="line.122"></a>
+<FONT color="green">123</FONT>            Assert.assertEquals(fourExtrema.yP, optimum.getPoint()[1], 3e-6);<a name="line.123"></a>
+<FONT color="green">124</FONT>            Assert.assertEquals(fourExtrema.valueXpYp, optimum.getValue(), 2e-12);<a name="line.124"></a>
+<FONT color="green">125</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 180);<a name="line.125"></a>
+<FONT color="green">126</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 220);<a name="line.126"></a>
 <FONT color="green">127</FONT>    <a name="line.127"></a>
-<FONT color="green">128</FONT>            Assert.assertEquals(count, optimizer.getEvaluations());<a name="line.128"></a>
-<FONT color="green">129</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 50);<a name="line.129"></a>
-<FONT color="green">130</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 100);<a name="line.130"></a>
-<FONT color="green">131</FONT>            Assert.assertTrue(optimum.getValue() &gt; 1e-2);<a name="line.131"></a>
-<FONT color="green">132</FONT>        }<a name="line.132"></a>
-<FONT color="green">133</FONT>    <a name="line.133"></a>
-<FONT color="green">134</FONT>        @Test<a name="line.134"></a>
-<FONT color="green">135</FONT>        public void testPowell() {<a name="line.135"></a>
-<FONT color="green">136</FONT>            MultivariateFunction powell<a name="line.136"></a>
-<FONT color="green">137</FONT>                = new MultivariateFunction() {<a name="line.137"></a>
-<FONT color="green">138</FONT>                        public double value(double[] x) {<a name="line.138"></a>
-<FONT color="green">139</FONT>                            ++count;<a name="line.139"></a>
-<FONT color="green">140</FONT>                            double a = x[0] + 10 * x[1];<a name="line.140"></a>
-<FONT color="green">141</FONT>                            double b = x[2] - x[3];<a name="line.141"></a>
-<FONT color="green">142</FONT>                            double c = x[1] - 2 * x[2];<a name="line.142"></a>
-<FONT color="green">143</FONT>                            double d = x[0] - x[3];<a name="line.143"></a>
-<FONT color="green">144</FONT>                            return a * a + 5 * b * b + c * c * c * c + 10 * d * d * d * d;<a name="line.144"></a>
-<FONT color="green">145</FONT>                        }<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>            count = 0;<a name="line.148"></a>
-<FONT color="green">149</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);<a name="line.149"></a>
-<FONT color="green">150</FONT>            PointValuePair optimum<a name="line.150"></a>
-<FONT color="green">151</FONT>                = optimizer.optimize(new MaxEval(1000),<a name="line.151"></a>
-<FONT color="green">152</FONT>                                     new ObjectiveFunction(powell),<a name="line.152"></a>
-<FONT color="green">153</FONT>                                     GoalType.MINIMIZE,<a name="line.153"></a>
-<FONT color="green">154</FONT>                                     new InitialGuess(new double[] { 3, -1, 0, 1 }),<a name="line.154"></a>
-<FONT color="green">155</FONT>                                     new MultiDirectionalSimplex(4));<a name="line.155"></a>
+<FONT color="green">128</FONT>            // Check that the number of iterations is updated (MATH-949).<a name="line.128"></a>
+<FONT color="green">129</FONT>            Assert.assertTrue(optimizer.getIterations() &gt; 0);<a name="line.129"></a>
+<FONT color="green">130</FONT>        }<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 testRosenbrock() {<a name="line.133"></a>
+<FONT color="green">134</FONT>            MultivariateFunction rosenbrock<a name="line.134"></a>
+<FONT color="green">135</FONT>                = new MultivariateFunction() {<a name="line.135"></a>
+<FONT color="green">136</FONT>                        public double value(double[] x) {<a name="line.136"></a>
+<FONT color="green">137</FONT>                            ++count;<a name="line.137"></a>
+<FONT color="green">138</FONT>                            double a = x[1] - x[0] * x[0];<a name="line.138"></a>
+<FONT color="green">139</FONT>                            double b = 1.0 - x[0];<a name="line.139"></a>
+<FONT color="green">140</FONT>                            return 100 * a * a + b * b;<a name="line.140"></a>
+<FONT color="green">141</FONT>                        }<a name="line.141"></a>
+<FONT color="green">142</FONT>                    };<a name="line.142"></a>
+<FONT color="green">143</FONT>    <a name="line.143"></a>
+<FONT color="green">144</FONT>            count = 0;<a name="line.144"></a>
+<FONT color="green">145</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);<a name="line.145"></a>
+<FONT color="green">146</FONT>            PointValuePair optimum<a name="line.146"></a>
+<FONT color="green">147</FONT>               = optimizer.optimize(new MaxEval(100),<a name="line.147"></a>
+<FONT color="green">148</FONT>                                    new ObjectiveFunction(rosenbrock),<a name="line.148"></a>
+<FONT color="green">149</FONT>                                    GoalType.MINIMIZE,<a name="line.149"></a>
+<FONT color="green">150</FONT>                                    new InitialGuess(new double[] { -1.2, 1 }),<a name="line.150"></a>
+<FONT color="green">151</FONT>                                    new MultiDirectionalSimplex(new double[][] {<a name="line.151"></a>
+<FONT color="green">152</FONT>                                            { -1.2,  1.0 },<a name="line.152"></a>
+<FONT color="green">153</FONT>                                            { 0.9, 1.2 },<a name="line.153"></a>
+<FONT color="green">154</FONT>                                            {  3.5, -2.3 } }));<a name="line.154"></a>
+<FONT color="green">155</FONT>    <a name="line.155"></a>
 <FONT color="green">156</FONT>            Assert.assertEquals(count, optimizer.getEvaluations());<a name="line.156"></a>
-<FONT color="green">157</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 800);<a name="line.157"></a>
-<FONT color="green">158</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 900);<a name="line.158"></a>
+<FONT color="green">157</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 50);<a name="line.157"></a>
+<FONT color="green">158</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 100);<a name="line.158"></a>
 <FONT color="green">159</FONT>            Assert.assertTrue(optimum.getValue() &gt; 1e-2);<a name="line.159"></a>
 <FONT color="green">160</FONT>        }<a name="line.160"></a>
 <FONT color="green">161</FONT>    <a name="line.161"></a>
 <FONT color="green">162</FONT>        @Test<a name="line.162"></a>
-<FONT color="green">163</FONT>        public void testMath283() {<a name="line.163"></a>
-<FONT color="green">164</FONT>            // fails because MultiDirectional.iterateSimplex is looping forever<a name="line.164"></a>
-<FONT color="green">165</FONT>            // the while(true) should be replaced with a convergence check<a name="line.165"></a>
-<FONT color="green">166</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(1e-14, 1e-14);<a name="line.166"></a>
-<FONT color="green">167</FONT>            final Gaussian2D function = new Gaussian2D(0, 0, 1);<a name="line.167"></a>
-<FONT color="green">168</FONT>            PointValuePair estimate = optimizer.optimize(new MaxEval(1000),<a name="line.168"></a>
-<FONT color="green">169</FONT>                                                         new ObjectiveFunction(function),<a name="line.169"></a>
-<FONT color="green">170</FONT>                                                         GoalType.MAXIMIZE,<a name="line.170"></a>
-<FONT color="green">171</FONT>                                                         new InitialGuess(function.getMaximumPosition()),<a name="line.171"></a>
-<FONT color="green">172</FONT>                                                         new MultiDirectionalSimplex(2));<a name="line.172"></a>
-<FONT color="green">173</FONT>            final double EPSILON = 1e-5;<a name="line.173"></a>
-<FONT color="green">174</FONT>            final double expectedMaximum = function.getMaximum();<a name="line.174"></a>
-<FONT color="green">175</FONT>            final double actualMaximum = estimate.getValue();<a name="line.175"></a>
-<FONT color="green">176</FONT>            Assert.assertEquals(expectedMaximum, actualMaximum, EPSILON);<a name="line.176"></a>
-<FONT color="green">177</FONT>    <a name="line.177"></a>
-<FONT color="green">178</FONT>            final double[] expectedPosition = function.getMaximumPosition();<a name="line.178"></a>
-<FONT color="green">179</FONT>            final double[] actualPosition = estimate.getPoint();<a name="line.179"></a>
-<FONT color="green">180</FONT>            Assert.assertEquals(expectedPosition[0], actualPosition[0], EPSILON );<a name="line.180"></a>
-<FONT color="green">181</FONT>            Assert.assertEquals(expectedPosition[1], actualPosition[1], EPSILON );<a name="line.181"></a>
-<FONT color="green">182</FONT>        }<a name="line.182"></a>
-<FONT color="green">183</FONT>    <a name="line.183"></a>
-<FONT color="green">184</FONT>        private static class FourExtrema implements MultivariateFunction {<a name="line.184"></a>
-<FONT color="green">185</FONT>            // The following function has 4 local extrema.<a name="line.185"></a>
-<FONT color="green">186</FONT>            final double xM = -3.841947088256863675365;<a name="line.186"></a>
-<FONT color="green">187</FONT>            final double yM = -1.391745200270734924416;<a name="line.187"></a>
-<FONT color="green">188</FONT>            final double xP =  0.2286682237349059125691;<a name="line.188"></a>
-<FONT color="green">189</FONT>            final double yP = -yM;<a name="line.189"></a>
-<FONT color="green">190</FONT>            final double valueXmYm = 0.2373295333134216789769; // Local maximum.<a name="line.190"></a>
-<FONT color="green">191</FONT>            final double valueXmYp = -valueXmYm; // Local minimum.<a name="line.191"></a>
-<FONT color="green">192</FONT>            final double valueXpYm = -0.7290400707055187115322; // Global minimum.<a name="line.192"></a>
-<FONT color="green">193</FONT>            final double valueXpYp = -valueXpYm; // Global maximum.<a name="line.193"></a>
-<FONT color="green">194</FONT>    <a name="line.194"></a>
-<FONT color="green">195</FONT>            public double value(double[] variables) {<a name="line.195"></a>
-<FONT color="green">196</FONT>                final double x = variables[0];<a name="line.196"></a>
-<FONT color="green">197</FONT>                final double y = variables[1];<a name="line.197"></a>
-<FONT color="green">198</FONT>                return (x == 0 || y == 0) ? 0 :<a name="line.198"></a>
-<FONT color="green">199</FONT>                    FastMath.atan(x) * FastMath.atan(x + 2) * FastMath.atan(y) * FastMath.atan(y) / (x * y);<a name="line.199"></a>
-<FONT color="green">200</FONT>            }<a name="line.200"></a>
-<FONT color="green">201</FONT>        }<a name="line.201"></a>
-<FONT color="green">202</FONT>    <a name="line.202"></a>
-<FONT color="green">203</FONT>        private static class Gaussian2D implements MultivariateFunction {<a name="line.203"></a>
-<FONT color="green">204</FONT>            private final double[] maximumPosition;<a name="line.204"></a>
-<FONT color="green">205</FONT>            private final double std;<a name="line.205"></a>
-<FONT color="green">206</FONT>    <a name="line.206"></a>
-<FONT color="green">207</FONT>            public Gaussian2D(double xOpt, double yOpt, double std) {<a name="line.207"></a>
-<FONT color="green">208</FONT>                maximumPosition = new double[] { xOpt, yOpt };<a name="line.208"></a>
-<FONT color="green">209</FONT>                this.std = std;<a name="line.209"></a>
-<FONT color="green">210</FONT>            }<a name="line.210"></a>
+<FONT color="green">163</FONT>        public void testPowell() {<a name="line.163"></a>
+<FONT color="green">164</FONT>            MultivariateFunction powell<a name="line.164"></a>
+<FONT color="green">165</FONT>                = new MultivariateFunction() {<a name="line.165"></a>
+<FONT color="green">166</FONT>                        public double value(double[] x) {<a name="line.166"></a>
+<FONT color="green">167</FONT>                            ++count;<a name="line.167"></a>
+<FONT color="green">168</FONT>                            double a = x[0] + 10 * x[1];<a name="line.168"></a>
+<FONT color="green">169</FONT>                            double b = x[2] - x[3];<a name="line.169"></a>
+<FONT color="green">170</FONT>                            double c = x[1] - 2 * x[2];<a name="line.170"></a>
+<FONT color="green">171</FONT>                            double d = x[0] - x[3];<a name="line.171"></a>
+<FONT color="green">172</FONT>                            return a * a + 5 * b * b + c * c * c * c + 10 * d * d * d * d;<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>    <a name="line.175"></a>
+<FONT color="green">176</FONT>            count = 0;<a name="line.176"></a>
+<FONT color="green">177</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);<a name="line.177"></a>
+<FONT color="green">178</FONT>            PointValuePair optimum<a name="line.178"></a>
+<FONT color="green">179</FONT>                = optimizer.optimize(new MaxEval(1000),<a name="line.179"></a>
+<FONT color="green">180</FONT>                                     new ObjectiveFunction(powell),<a name="line.180"></a>
+<FONT color="green">181</FONT>                                     GoalType.MINIMIZE,<a name="line.181"></a>
+<FONT color="green">182</FONT>                                     new InitialGuess(new double[] { 3, -1, 0, 1 }),<a name="line.182"></a>
+<FONT color="green">183</FONT>                                     new MultiDirectionalSimplex(4));<a name="line.183"></a>
+<FONT color="green">184</FONT>            Assert.assertEquals(count, optimizer.getEvaluations());<a name="line.184"></a>
+<FONT color="green">185</FONT>            Assert.assertTrue(optimizer.getEvaluations() &gt; 800);<a name="line.185"></a>
+<FONT color="green">186</FONT>            Assert.assertTrue(optimizer.getEvaluations() &lt; 900);<a name="line.186"></a>
+<FONT color="green">187</FONT>            Assert.assertTrue(optimum.getValue() &gt; 1e-2);<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>        @Test<a name="line.190"></a>
+<FONT color="green">191</FONT>        public void testMath283() {<a name="line.191"></a>
+<FONT color="green">192</FONT>            // fails because MultiDirectional.iterateSimplex is looping forever<a name="line.192"></a>
+<FONT color="green">193</FONT>            // the while(true) should be replaced with a convergence check<a name="line.193"></a>
+<FONT color="green">194</FONT>            SimplexOptimizer optimizer = new SimplexOptimizer(1e-14, 1e-14);<a name="line.194"></a>
+<FONT color="green">195</FONT>            final Gaussian2D function = new Gaussian2D(0, 0, 1);<a name="line.195"></a>
+<FONT color="green">196</FONT>            PointValuePair estimate = optimizer.optimize(new MaxEval(1000),<a name="line.196"></a>
+<FONT color="green">197</FONT>                                                         new ObjectiveFunction(function),<a name="line.197"></a>
+<FONT color="green">198</FONT>                                                         GoalType.MAXIMIZE,<a name="line.198"></a>
+<FONT color="green">199</FONT>                                                         new InitialGuess(function.getMaximumPosition()),<a name="line.199"></a>
+<FONT color="green">200</FONT>                                                         new MultiDirectionalSimplex(2));<a name="line.200"></a>
+<FONT color="green">201</FONT>            final double EPSILON = 1e-5;<a name="line.201"></a>
+<FONT color="green">202</FONT>            final double expectedMaximum = function.getMaximum();<a name="line.202"></a>
+<FONT color="green">203</FONT>            final double actualMaximum = estimate.getValue();<a name="line.203"></a>
+<FONT color="green">204</FONT>            Assert.assertEquals(expectedMaximum, actualMaximum, EPSILON);<a name="line.204"></a>
+<FONT color="green">205</FONT>    <a name="line.205"></a>
+<FONT color="green">206</FONT>            final double[] expectedPosition = function.getMaximumPosition();<a name="line.206"></a>
+<FONT color="green">207</FONT>            final double[] actualPosition = estimate.getPoint();<a name="line.207"></a>
+<FONT color="green">208</FONT>            Assert.assertEquals(expectedPosition[0], actualPosition[0], EPSILON );<a name="line.208"></a>
+<FONT color="green">209</FONT>            Assert.assertEquals(expectedPosition[1], actualPosition[1], EPSILON );<a name="line.209"></a>
+<FONT color="green">210</FONT>        }<a name="line.210"></a>
 <FONT color="green">211</FONT>    <a name="line.211"></a>
-<FONT color="green">212</FONT>            public double getMaximum() {<a name="line.212"></a>
-<FONT color="green">213</FONT>                return value(maximumPosition);<a name="line.213"></a>
-<FONT color="green">214</FONT>            }<a name="line.214"></a>
-<FONT color="green">215</FONT>    <a name="line.215"></a>
-<FONT color="green">216</FONT>            public double[] getMaximumPosition() {<a name="line.216"></a>
-<FONT color="green">217</FONT>                return maximumPosition.clone();<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>            public double value(double[] point) {<a name="line.220"></a>
-<FONT color="green">221</FONT>                final double x = point[0], y = point[1];<a name="line.221"></a>
-<FONT color="green">222</FONT>                final double twoS2 = 2.0 * std * std;<a name="line.222"></a>
-<FONT color="green">223</FONT>                return 1.0 / (twoS2 * FastMath.PI) * FastMath.exp(-(x * x + y * y) / twoS2);<a name="line.223"></a>
-<FONT color="green">224</FONT>            }<a name="line.224"></a>
-<FONT color="green">225</FONT>        }<a name="line.225"></a>
-<FONT color="green">226</FONT>    <a name="line.226"></a>
-<FONT color="green">227</FONT>        private int count;<a name="line.227"></a>
-<FONT color="green">228</FONT>    }<a name="line.228"></a>
+<FONT color="green">212</FONT>        private static class FourExtrema implements MultivariateFunction {<a name="line.212"></a>
+<FONT color="green">213</FONT>            // The following function has 4 local extrema.<a name="line.213"></a>
+<FONT color="green">214</FONT>            final double xM = -3.841947088256863675365;<a name="line.214"></a>
+<FONT color="green">215</FONT>            final double yM = -1.391745200270734924416;<a name="line.215"></a>
+<FONT color="green">216</FONT>            final double xP =  0.2286682237349059125691;<a name="line.216"></a>
+<FONT color="green">217</FONT>            final double yP = -yM;<a name="line.217"></a>
+<FONT color="green">218</FONT>            final double valueXmYm = 0.2373295333134216789769; // Local maximum.<a name="line.218"></a>
+<FONT color="green">219</FONT>            final double valueXmYp = -valueXmYm; // Local minimum.<a name="line.219"></a>
+<FONT color="green">220</FONT>            final double valueXpYm = -0.7290400707055187115322; // Global minimum.<a name="line.220"></a>
+<FONT color="green">221</FONT>            final double valueXpYp = -valueXpYm; // Global maximum.<a name="line.221"></a>
+<FONT color="green">222</FONT>    <a name="line.222"></a>
+<FONT color="green">223</FONT>            public double value(double[] variables) {<a name="line.223"></a>
+<FONT color="green">224</FONT>                final double x = variables[0];<a name="line.224"></a>
+<FONT color="green">225</FONT>                final double y = variables[1];<a name="line.225"></a>
+<FONT color="green">226</FONT>                return (x == 0 || y == 0) ? 0 :<a name="line.226"></a>
+<FONT color="green">227</FONT>                    FastMath.atan(x) * FastMath.atan(x + 2) * FastMath.atan(y) * FastMath.atan(y) / (x * y);<a name="line.227"></a>
+<FONT color="green">228</FONT>            }<a name="line.228"></a>
+<FONT color="green">229</FONT>        }<a name="line.229"></a>
+<FONT color="green">230</FONT>    <a name="line.230"></a>
+<FONT color="green">231</FONT>        private static class Gaussian2D implements MultivariateFunction {<a name="line.231"></a>
+<FONT color="green">232</FONT>            private final double[] maximumPosition;<a name="line.232"></a>
+<FONT color="green">233</FONT>            private final double std;<a name="line.233"></a>
+<FONT color="green">234</FONT>    <a name="line.234"></a>
+<FONT color="green">235</FONT>            public Gaussian2D(double xOpt, double yOpt, double std) {<a name="line.235"></a>
+<FONT color="green">236</FONT>                maximumPosition = new double[] { xOpt, yOpt };<a name="line.236"></a>
+<FONT color="green">237</FONT>                this.std = std;<a name="line.237"></a>
+<FONT color="green">238</FONT>            }<a name="line.238"></a>
+<FONT color="green">239</FONT>    <a name="line.239"></a>
+<FONT color="green">240</FONT>            public double getMaximum() {<a name="line.240"></a>
+<FONT color="green">241</FONT>                return value(maximumPosition);<a name="line.241"></a>
+<FONT color="green">242</FONT>            }<a name="line.242"></a>
+<FONT color="green">243</FONT>    <a name="line.243"></a>
+<FONT color="green">244</FONT>            public double[] getMaximumPosition() {<a name="line.244"></a>
+<FONT color="green">245</FONT>                return maximumPosition.clone();<a name="line.245"></a>
+<FONT color="green">246</FONT>            }<a name="line.246"></a>
+<FONT color="green">247</FONT>    <a name="line.247"></a>
+<FONT color="green">248</FONT>            public double value(double[] point) {<a name="line.248"></a>
+<FONT color="green">249</FONT>                final double x = point[0], y = point[1];<a name="line.249"></a>
+<FONT color="green">250</FONT>                final double twoS2 = 2.0 * std * std;<a name="line.250"></a>
+<FONT color="green">251</FONT>                return 1.0 / (twoS2 * FastMath.PI) * FastMath.exp(-(x * x + y * y) / twoS2);<a name="line.251"></a>
+<FONT color="green">252</FONT>            }<a name="line.252"></a>
+<FONT color="green">253</FONT>        }<a name="line.253"></a>
+<FONT color="green">254</FONT>    <a name="line.254"></a>
+<FONT color="green">255</FONT>        private int count;<a name="line.255"></a>
+<FONT color="green">256</FONT>    }<a name="line.256"></a>