edu.jhu.bme.smile.commons.optimize
Class DownhillSimplexND

java.lang.Object
  edu.jhu.bme.smile.commons.optimize.DownhillSimplexND

All Implemented Interfaces:

OptimizerNDContinuous

public class DownhillSimplexND
extends java.lang.Object
implements OptimizerNDContinuous

This optimizer uses the Nelder-Mead downhill simplex method to optimize a function. You can input an initial guess which may make optimizations faster. Otherwise, a default initial guess is supplied. Adapted from Numerical Recipes (Press), 3rd Edition.

Author:

Hanlin Wan

Constructor Summary

DownhillSimplexND()
Default constructor

DownhillSimplexND(int maxIter)
Constructor to set maximum number of iterations to run

Method Summary

double[]	getExtrema() Gets the extrema that was found
int	getIterations() Gets the number of iterations done.
java.util.ArrayList<double[][]>	getLog() Gets the logged data
void	initialize(OptimizableNDContinuous function) Default initialize method.
void	initialize(OptimizableNDContinuous function, double[] center, double rad) Initializes the optimizer with a function and an initial guess.
void	logData(boolean turnOn, int maxSteps) Turns on logging for each iteration of the optimization.
boolean	optimize(boolean findMinima) Optimizes the function
java.lang.String	statusMessage() Gets the status message from the optimizing process

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DownhillSimplexND

public DownhillSimplexND()

Default constructor

DownhillSimplexND

public DownhillSimplexND(int maxIter)

Constructor to set maximum number of iterations to run

Parameters:

maxIter - maximum number of iterations

Method Detail

logData

public void logData(boolean turnOn,
                    int maxSteps)

Turns on logging for each iteration of the optimization.

Parameters:

turnOn - true if logging, false if not

maxSteps - maximum number of steps to log

getLog

public java.util.ArrayList<double[][]> getLog()

Gets the logged data

Returns:

array of logged data

getExtrema

public double[] getExtrema()

Gets the extrema that was found

Specified by:

getExtrema in interface OptimizerNDContinuous

Returns:

the extrema array of where the extrema is

initialize

public void initialize(OptimizableNDContinuous function,
                       double[] center,
                       double rad)

Initializes the optimizer with a function and an initial guess. Guessing incorrectly may affect the accuracy and/or speed of the calculated extrema.

Parameters:

function - your OptimizableNDContinuous function that is being optimized

center - the approximate location of the extrema

rad - approximate radius from center where the extrema lies

initialize

public void initialize(OptimizableNDContinuous function)

Default initialize method. It will supply an initial guess depending on the domain given.

Specified by:

initialize in interface OptimizerNDContinuous

Parameters:

function - your OptimizableNDContinuous function that is being optimized

optimize

public boolean optimize(boolean findMinima)

Optimizes the function

Specified by:

optimize in interface OptimizerNDContinuous

Parameters:

findMinima - true if you want to find the minimum, false if you want to find the maximum

Returns:

true if extrema was found successfully, false otherwise

getIterations

public int getIterations()

Gets the number of iterations done.

Specified by:

getIterations in interface OptimizerNDContinuous

Returns:

number of iterations

statusMessage

public java.lang.String statusMessage()

Gets the status message from the optimizing process

Specified by:

statusMessage in interface OptimizerNDContinuous

Returns:

string of the status message