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 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
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package org.apache.commons.math3.optimization.univariate;

import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.util.Incrementor;
import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.optimization.GoalType;

Provide an interval that brackets a local optimum of a function. This code is based on a Python implementation (from SciPy, module optimize.py v0.5).
Deprecated:As of 3.1 (to be removed in 4.0).
Since:2.2
/** * Provide an interval that brackets a local optimum of a function. * This code is based on a Python implementation (from <em>SciPy</em>, * module {@code optimize.py} v0.5). * * @deprecated As of 3.1 (to be removed in 4.0). * @since 2.2 */
@Deprecated public class BracketFinder {
Tolerance to avoid division by zero.
/** Tolerance to avoid division by zero. */
private static final double EPS_MIN = 1e-21;
Golden section.
/** * Golden section. */
private static final double GOLD = 1.618034;
Factor for expanding the interval.
/** * Factor for expanding the interval. */
private final double growLimit;
Counter for function evaluations.
/** * Counter for function evaluations. */
private final Incrementor evaluations = new Incrementor();
Lower bound of the bracket.
/** * Lower bound of the bracket. */
private double lo;
Higher bound of the bracket.
/** * Higher bound of the bracket. */
private double hi;
Point inside the bracket.
/** * Point inside the bracket. */
private double mid;
Function value at lo.
/** * Function value at {@link #lo}. */
private double fLo;
Function value at hi.
/** * Function value at {@link #hi}. */
private double fHi;
Function value at mid.
/** * Function value at {@link #mid}. */
private double fMid;
Constructor with default values 100, 50 (see the other constructor).
/** * Constructor with default values {@code 100, 50} (see the * {@link #BracketFinder(double,int) other constructor}). */
public BracketFinder() { this(100, 50); }
Create a bracketing interval finder.
Params:
  • growLimit – Expanding factor.
  • maxEvaluations – Maximum number of evaluations allowed for finding a bracketing interval.
/** * Create a bracketing interval finder. * * @param growLimit Expanding factor. * @param maxEvaluations Maximum number of evaluations allowed for finding * a bracketing interval. */
public BracketFinder(double growLimit, int maxEvaluations) { if (growLimit <= 0) { throw new NotStrictlyPositiveException(growLimit); } if (maxEvaluations <= 0) { throw new NotStrictlyPositiveException(maxEvaluations); } this.growLimit = growLimit; evaluations.setMaximalCount(maxEvaluations); }
Search new points that bracket a local optimum of the function.
Params:
  • func – Function whose optimum should be bracketed.
  • goal – Goal type.
  • xA – Initial point.
  • xB – Initial point.
Throws:
/** * Search new points that bracket a local optimum of the function. * * @param func Function whose optimum should be bracketed. * @param goal {@link GoalType Goal type}. * @param xA Initial point. * @param xB Initial point. * @throws TooManyEvaluationsException if the maximum number of evaluations * is exceeded. */
public void search(UnivariateFunction func, GoalType goal, double xA, double xB) { evaluations.resetCount(); final boolean isMinim = goal == GoalType.MINIMIZE; double fA = eval(func, xA); double fB = eval(func, xB); if (isMinim ? fA < fB : fA > fB) { double tmp = xA; xA = xB; xB = tmp; tmp = fA; fA = fB; fB = tmp; } double xC = xB + GOLD * (xB - xA); double fC = eval(func, xC); while (isMinim ? fC < fB : fC > fB) { double tmp1 = (xB - xA) * (fB - fC); double tmp2 = (xB - xC) * (fB - fA); double val = tmp2 - tmp1; double denom = FastMath.abs(val) < EPS_MIN ? 2 * EPS_MIN : 2 * val; double w = xB - ((xB - xC) * tmp2 - (xB - xA) * tmp1) / denom; double wLim = xB + growLimit * (xC - xB); double fW; if ((w - xC) * (xB - w) > 0) { fW = eval(func, w); if (isMinim ? fW < fC : fW > fC) { xA = xB; xB = w; fA = fB; fB = fW; break; } else if (isMinim ? fW > fB : fW < fB) { xC = w; fC = fW; break; } w = xC + GOLD * (xC - xB); fW = eval(func, w); } else if ((w - wLim) * (wLim - xC) >= 0) { w = wLim; fW = eval(func, w); } else if ((w - wLim) * (xC - w) > 0) { fW = eval(func, w); if (isMinim ? fW < fC : fW > fC) { xB = xC; xC = w; w = xC + GOLD * (xC - xB); fB = fC; fC =fW; fW = eval(func, w); } } else { w = xC + GOLD * (xC - xB); fW = eval(func, w); } xA = xB; fA = fB; xB = xC; fB = fC; xC = w; fC = fW; } lo = xA; fLo = fA; mid = xB; fMid = fB; hi = xC; fHi = fC; if (lo > hi) { double tmp = lo; lo = hi; hi = tmp; tmp = fLo; fLo = fHi; fHi = tmp; } }
Returns:the number of evalutations.
/** * @return the number of evalutations. */
public int getMaxEvaluations() { return evaluations.getMaximalCount(); }
Returns:the number of evalutations.
/** * @return the number of evalutations. */
public int getEvaluations() { return evaluations.getCount(); }
See Also:
Returns:the lower bound of the bracket.
/** * @return the lower bound of the bracket. * @see #getFLo() */
public double getLo() { return lo; }
Get function value at getLo().
Returns:function value at getLo()
/** * Get function value at {@link #getLo()}. * @return function value at {@link #getLo()} */
public double getFLo() { return fLo; }
See Also:
Returns:the higher bound of the bracket.
/** * @return the higher bound of the bracket. * @see #getFHi() */
public double getHi() { return hi; }
Get function value at getHi().
Returns:function value at getHi()
/** * Get function value at {@link #getHi()}. * @return function value at {@link #getHi()} */
public double getFHi() { return fHi; }
See Also:
Returns:a point in the middle of the bracket.
/** * @return a point in the middle of the bracket. * @see #getFMid() */
public double getMid() { return mid; }
Get function value at getMid().
Returns:function value at getMid()
/** * Get function value at {@link #getMid()}. * @return function value at {@link #getMid()} */
public double getFMid() { return fMid; }
Params:
  • f – Function.
  • x – Argument.
Throws:
Returns:f(x)
/** * @param f Function. * @param x Argument. * @return {@code f(x)} * @throws TooManyEvaluationsException if the maximal number of evaluations is * exceeded. */
private double eval(UnivariateFunction f, double x) { try { evaluations.incrementCount(); } catch (MaxCountExceededException e) { throw new TooManyEvaluationsException(e.getMax()); } return f.value(x); } }