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Posted to commits@commons.apache.org by er...@apache.org on 2021/08/27 15:31:33 UTC
[commons-math] 03/03: Favouring the "expanded" simplex over the
"reflected" one.
This is an automated email from the ASF dual-hosted git repository.
erans pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-math.git
commit cc5ae51f98d82863ff6ae37fc393297bb7f1daa3
Author: Gilles Sadowski <gi...@gmail.com>
AuthorDate: Fri Aug 27 17:24:51 2021 +0200
Favouring the "expanded" simplex over the "reflected" one.
This modification decreases the number of function evaluations in several
test cases. Note however that the original description of the algorithm
uses the strict inequality...
---
.../scalar/noderiv/MultiDirectionalTransform.java | 2 +-
.../std_test_func.simplex.multidirectional.csv | 62 +++++++++++-----------
2 files changed, 32 insertions(+), 32 deletions(-)
diff --git a/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/MultiDirectionalTransform.java b/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/MultiDirectionalTransform.java
index bdd53e0..778ff3c 100644
--- a/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/MultiDirectionalTransform.java
+++ b/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/MultiDirectionalTransform.java
@@ -90,7 +90,7 @@ public class MultiDirectionalTransform
evaluationFunction);
final PointValuePair expandedBest = expandedSimplex.get(0);
- if (comparator.compare(expandedBest, reflectedBest) < 0 ||
+ if (comparator.compare(expandedBest, reflectedBest) <= 0 ||
(sa != null &&
sa.test(expandedBest.getValue() - reflectedBest.getValue()))) {
return expandedSimplex;
diff --git a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv
index acc5e2f..1e8f88e 100644
--- a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv
+++ b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv
@@ -31,36 +31,36 @@
# Caveat: Some tests are commented out (cf. JIRA: MATH-1552).
#
PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 1500, false
-PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 2500, true
-PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 5800, false
-PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 10260, true
+PARABOLA, 8, 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 2600, true
+PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 5500, false
+PARABOLA, 16, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 20, 40, 1e-4, 10000, true
ROSENBROCK, 2, 1 1, 0.9, 1.1, 3e-3, 11000, false
-ROSENBROCK, 2, 1 1, 0.9, 1.1, 3e-3, 650, true
-ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 3e-3, 45000, false
-ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 3e-3, 1850, true
-ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 4e-3, 130000, false
-ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-3, 8000, true
-ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 2e-1, 430000, false
-ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-1, 29000, true
-POWELL, 4, 0 0 0 0, 4, 5, 5e-2, 11800, false
-POWELL, 4, 0 0 0 0, 4, 5, 4e-3, 2200, true
-POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 7e-2, 37000, false
-POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 4e-2, 8500, true
-CIGAR, 2, 0 0, 2, 3, 5e-5, 240, false
-SPHERE, 2, 0 0, 2, 3, 5e-4, 200, false
-ELLI, 2, 0 0, 3, 4, 1e-4, 350, false
-TWO_AXES, 2, 0 0, 3, 4, 1e-4, 400, false
-CIG_TAB, 2, 0 0, 3, 4, 1e-3, 280, false
-TABLET, 2, 0 0, 3, 4, 2e-4, 340, false
-SUM_POW, 2, 0 0, 3, 4, 1e-2, 190, false
-ACKLEY, 2, 0 0, 2, 4, 1e-6, 310, false
-RASTRIGIN, 2, 0 0, 6, 10, 1e-3, 650, false
-GRIEWANK, 2, 0 0, 2, 3, 1e-1, 500, false
-LEVY, 2, 1 1, 0.9, 1.1, 1e-3, 200, false
-SCHWEFEL, 2, 420.9687 420.9687, 9, 11, 1, 200, false
-ZAKHAROV, 2, 0 0, 3, 4, 1e-4, 1000, false
+ROSENBROCK, 2, 1 1, 0.9, 1.1, 3e-3, 500, true
+ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 3e-3, 31000, false
+ROSENBROCK, 4, 1 1 1 1, 0.9, 1.1, 3e-3, 1900, true
+ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 4e-3, 115000, false
+ROSENBROCK, 8, 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-3, 8100, true
+ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 2e-1, 420000, false
+ROSENBROCK, 16, 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1, 0.9, 1.1, 3e-1, 30000, true
+POWELL, 4, 0 0 0 0, 4, 5, 5e-2, 11700, false, target/debug__, 0 1 LAST 0
+POWELL, 4, 0 0 0 0, 4, 5, 4e-3, 1900, true
+POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 7e-2, 46000, false
+POWELL, 8, 0 0 0 0 0 0 0 0, 4, 5, 4e-2, 9000, true
+CIGAR, 2, 0 0, 2, 3, 5e-5, 160, false
+SPHERE, 2, 0 0, 2, 3, 5e-4, 120, false
+ELLI, 2, 0 0, 3, 4, 1e-4, 150, false
+TWO_AXES, 2, 0 0, 3, 4, 1e-4, 180, false
+CIG_TAB, 2, 0 0, 3, 4, 1e-3, 170, false
+TABLET, 2, 0 0, 3, 4, 2e-4, 150, false
+SUM_POW, 2, 0 0, 3, 4, 1e-2, 120, false
+ACKLEY, 2, 0 0, 2, 4, 1e-6, 220, false
+RASTRIGIN, 2, 0 0, 6, 10, 1e-3, 160, false
+GRIEWANK, 2, 0 0, 2, 3, 1e-1, 110, false
+LEVY, 2, 1 1, 0.9, 1.1, 1e-3, 120, false
+SCHWEFEL, 2, 420.9687 420.9687, 9, 11, 1, 120, false
+ZAKHAROV, 2, 0 0, 3, 4, 1e-4, 130, false
PERM, 2, 1 2, 0.9, 1.1, 2e-3, 24000, false
-PERM, 2, 1 2, 0.9, 1.1, 2e-3, 650, true
-STYBLINSKI_TANG, 2, -2.903534 -2.903534, 1, 2, 1e-4, 210, false
-#HAPPY_CAT, 2, -1 -1, 2, 3, 1e-4, 500, false
-#SALOMON, 2, 0 0, 2, 3, 1e-4, 500, false
+PERM, 2, 1 2, 0.9, 1.1, 2e-3, 400, true
+STYBLINSKI_TANG, 2, -2.903534 -2.903534, 1, 2, 1e-4, 120, false
+#HAPPY_CAT, 2, -1 -1, 2, 3, 1e-4, 50, false
+#SALOMON, 2, 0 0, 2, 3, 1e-4, 50, false