001    /*
002     * Licensed to the Apache Software Foundation (ASF) under one or more
003     * contributor license agreements.  See the NOTICE file distributed with
004     * this work for additional information regarding copyright ownership.
005     * The ASF licenses this file to You under the Apache License, Version 2.0
006     * (the "License"); you may not use this file except in compliance with
007     * the License.  You may obtain a copy of the License at
008     *
009     *      http://www.apache.org/licenses/LICENSE-2.0
010     *
011     * Unless required by applicable law or agreed to in writing, software
012     * distributed under the License is distributed on an "AS IS" BASIS,
013     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014     * See the License for the specific language governing permissions and
015     * limitations under the License.
016     */
017    
018    package org.apache.commons.math.optimization;
019    
020    import static org.junit.Assert.assertEquals;
021    import static org.junit.Assert.assertTrue;
022    import static org.junit.Assert.fail;
023    
024    import org.apache.commons.math.MathException;
025    import org.apache.commons.math.analysis.QuinticFunction;
026    import org.apache.commons.math.analysis.SinFunction;
027    import org.apache.commons.math.analysis.UnivariateRealFunction;
028    import org.apache.commons.math.optimization.univariate.BrentOptimizer;
029    import org.apache.commons.math.random.JDKRandomGenerator;
030    import org.junit.Test;
031    
032    public class MultiStartUnivariateRealOptimizerTest {
033    
034        @Test
035        public void testSinMin() throws MathException {
036            UnivariateRealFunction f = new SinFunction();
037            UnivariateRealOptimizer underlying = new BrentOptimizer();
038            JDKRandomGenerator g = new JDKRandomGenerator();
039            g.setSeed(44428400075l);
040            MultiStartUnivariateRealOptimizer minimizer =
041                new MultiStartUnivariateRealOptimizer(underlying, 10, g);
042            minimizer.optimize(f, GoalType.MINIMIZE, -100.0, 100.0);
043            double[] optima = minimizer.getOptima();
044            double[] optimaValues = minimizer.getOptimaValues();
045            for (int i = 1; i < optima.length; ++i) {
046                double d = (optima[i] - optima[i-1]) / (2 * Math.PI);
047                assertTrue (Math.abs(d - Math.rint(d)) < 1.0e-8);
048                assertEquals(-1.0, f.value(optima[i]), 1.0e-10);
049                assertEquals(f.value(optima[i]), optimaValues[i], 1.0e-10);
050            }
051            assertTrue(minimizer.getEvaluations() > 2900);
052            assertTrue(minimizer.getEvaluations() < 3100);
053        }
054    
055        @Test
056        public void testQuinticMin() throws MathException {
057            // The quintic function has zeros at 0, +-0.5 and +-1.
058            // The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
059            UnivariateRealFunction f = new QuinticFunction();
060            UnivariateRealOptimizer underlying = new BrentOptimizer();
061            JDKRandomGenerator g = new JDKRandomGenerator();
062            g.setSeed(4312000053l);
063            MultiStartUnivariateRealOptimizer minimizer =
064                new MultiStartUnivariateRealOptimizer(underlying, 5, g);
065            minimizer.setAbsoluteAccuracy(10 * minimizer.getAbsoluteAccuracy());
066            minimizer.setRelativeAccuracy(10 * minimizer.getRelativeAccuracy());
067    
068            try {
069                minimizer.getOptima();
070                fail("an exception should have been thrown");
071            } catch (IllegalStateException ise) {
072                // expected
073            } catch (Exception e) {
074                fail("wrong exception caught");
075            }
076            try {
077                minimizer.getOptimaValues();
078                fail("an exception should have been thrown");
079            } catch (IllegalStateException ise) {
080                // expected
081            } catch (Exception e) {
082                fail("wrong exception caught");
083            }
084    
085            assertEquals(-0.27195612846834, minimizer.optimize(f, GoalType.MINIMIZE, -0.3, -0.2), 1.0e-13);
086            assertEquals(-0.27194301946870, minimizer.getResult(), 1.0e-13);
087            assertEquals(-0.04433426940878, minimizer.getFunctionValue(), 1.0e-13);
088    
089            double[] optima = minimizer.getOptima();
090            double[] optimaValues = minimizer.getOptimaValues();
091            for (int i = 0; i < optima.length; ++i) {
092                assertEquals(f.value(optima[i]), optimaValues[i], 1.0e-10);
093            }
094    
095            assertTrue(minimizer.getEvaluations()    >= 510);
096            assertTrue(minimizer.getEvaluations()    <= 530);
097            assertTrue(minimizer.getIterationCount() >= 150);
098            assertTrue(minimizer.getIterationCount() <= 170);
099    
100        }
101    
102    }