org.apache.commons.math3.optim.univariate
Class BracketFinder

java.lang.Object
  org.apache.commons.math3.optim.univariate.BracketFinder

public class BracketFinder
extends Object

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).

Since:

2.2

Version:

$Id: BracketFinder.java 1435539 2013-01-19 13:27:24Z tn $

Field Summary

private static double	EPS_MIN Tolerance to avoid division by zero.
private Incrementor	evaluations Counter for function evaluations.
private double	fHi Function value at hi.
private double	fLo Function value at lo.
private double	fMid Function value at mid.
private static double	GOLD Golden section.
private double	growLimit Factor for expanding the interval.
private double	hi Higher bound of the bracket.
private double	lo Lower bound of the bracket.
private double	mid Point inside the bracket.

Constructor Summary

BracketFinder()
Constructor with default values 100, 50 (see the other constructor).

BracketFinder(double growLimit, int maxEvaluations)
Create a bracketing interval finder.

Method Summary

private double	eval(UnivariateFunction f, double x)
int	getEvaluations()
double	getFHi() Get function value at getHi().
double	getFLo() Get function value at getLo().
double	getFMid() Get function value at getMid().
double	getHi()
double	getLo()
int	getMaxEvaluations()
double	getMid()
void	search(UnivariateFunction func, GoalType goal, double xA, double xB) Search new points that bracket a local optimum of the function.

Methods inherited from class java.lang.Object

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

Field Detail

EPS_MIN

private static final double EPS_MIN

Tolerance to avoid division by zero.

See Also:

Constant Field Values

GOLD

private static final double GOLD

Golden section.

See Also:

Constant Field Values

growLimit

private final double growLimit

Factor for expanding the interval.

evaluations

private final Incrementor evaluations

Counter for function evaluations.

lo

private double lo

Lower bound of the bracket.

hi

private double hi

Higher bound of the bracket.

mid

private double mid

Point inside the bracket.

fLo

private double fLo

Function value at lo.

fHi

private double fHi

Function value at hi.

fMid

private double fMid

Function value at mid.

Constructor Detail

BracketFinder

public BracketFinder()

Constructor with default values 100, 50 (see the other constructor).

BracketFinder

public BracketFinder(double growLimit,
                     int maxEvaluations)

Create a bracketing interval finder.

Parameters:

growLimit - Expanding factor.

maxEvaluations - Maximum number of evaluations allowed for finding a bracketing interval.

Method Detail

search

public void search(UnivariateFunction func,
                   GoalType goal,
                   double xA,
                   double xB)

Search new points that bracket a local optimum of the function.

Parameters:

func - Function whose optimum should be bracketed.

goal - Goal type.

xA - Initial point.

xB - Initial point.

Throws:

TooManyEvaluationsException - if the maximum number of evaluations is exceeded.

getMaxEvaluations

public int getMaxEvaluations()

Returns:

the number of evalutations.

getEvaluations

public int getEvaluations()

Returns:

the number of evalutations.

getLo

public double getLo()

Returns:

the lower bound of the bracket.

See Also:

getFLo()

getFLo

public double getFLo()

Get function value at getLo().

Returns:

function value at getLo()

getHi

public double getHi()

Returns:

the higher bound of the bracket.

See Also:

getFHi()

getFHi

public double getFHi()

Get function value at getHi().

Returns:

function value at getHi()

getMid

public double getMid()

Returns:

a point in the middle of the bracket.

See Also:

getFMid()

getFMid

public double getFMid()

Get function value at getMid().

Returns:

function value at getMid()

eval

private double eval(UnivariateFunction f,
                    double x)

Parameters:

f - Function.

x - Argument.

Returns:

f(x)

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.