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18 package org.apache.commons.math.optimization.direct;
19
20 import java.util.Comparator;
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22 import org.apache.commons.math.FunctionEvaluationException;
23 import org.apache.commons.math.optimization.OptimizationException;
24 import org.apache.commons.math.optimization.RealPointValuePair;
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33 public class MultiDirectional extends DirectSearchOptimizer {
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36 private final double khi;
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39 private final double gamma;
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44 public MultiDirectional() {
45 this.khi = 2.0;
46 this.gamma = 0.5;
47 }
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53 public MultiDirectional(final double khi, final double gamma) {
54 this.khi = khi;
55 this.gamma = gamma;
56 }
57
58
59 @Override
60 protected void iterateSimplex(final Comparator<RealPointValuePair> comparator)
61 throws FunctionEvaluationException, OptimizationException, IllegalArgumentException {
62
63 while (true) {
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65 incrementIterationsCounter();
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68 final RealPointValuePair[] original = simplex;
69 final RealPointValuePair best = original[0];
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72 final RealPointValuePair reflected = evaluateNewSimplex(original, 1.0, comparator);
73 if (comparator.compare(reflected, best) < 0) {
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76 final RealPointValuePair[] reflectedSimplex = simplex;
77 final RealPointValuePair expanded = evaluateNewSimplex(original, khi, comparator);
78 if (comparator.compare(reflected, expanded) <= 0) {
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80 simplex = reflectedSimplex;
81 }
82
83 return;
84
85 }
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88 final RealPointValuePair contracted = evaluateNewSimplex(original, gamma, comparator);
89 if (comparator.compare(contracted, best) < 0) {
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91 return;
92 }
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94 }
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96 }
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107 private RealPointValuePair evaluateNewSimplex(final RealPointValuePair[] original,
108 final double coeff,
109 final Comparator<RealPointValuePair> comparator)
110 throws FunctionEvaluationException, OptimizationException {
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112 final double[] xSmallest = original[0].getPointRef();
113 final int n = xSmallest.length;
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116 simplex = new RealPointValuePair[n + 1];
117 simplex[0] = original[0];
118 for (int i = 1; i <= n; ++i) {
119 final double[] xOriginal = original[i].getPointRef();
120 final double[] xTransformed = new double[n];
121 for (int j = 0; j < n; ++j) {
122 xTransformed[j] = xSmallest[j] + coeff * (xSmallest[j] - xOriginal[j]);
123 }
124 simplex[i] = new RealPointValuePair(xTransformed, Double.NaN, false);
125 }
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128 evaluateSimplex(comparator);
129 return simplex[0];
130
131 }
132
133 }