确实,优化器可能很难使用:许多参数,其中不同类型的优化器需要不同的组合,并且它们都隐藏在所
OptimizationData接收的通用数组中。除非您开始将代码与它们所引用的论文相匹配,否则您将很难从中获得任何结果。
我还想偶尔使用一些求解器/优化器,对我来说,可靠的,有效的“示例”的主要来源是这些类的 单元测试
,它们通常非常复杂,并且涵盖很多情况。例如,关于
SimplexOptimizer,您可能想看看
org/apache/commons/math4/optim/nonlinear/scalar/noderiv/包含测试类
SimplexOptimizerMultiDirectionalTest.java和的测试用例
SimplexOptimizerNelderMeadTest.java。
(对不起,也许这不是您期望或希望的,但是…当我试图弄清楚
OptimizationData这些优化器实际需要哪些时,我发现这些测试非常有帮助…)
编辑
仅供参考,是一个完整的示例,该示例摘自以下基本单元测试之一:
import java.util.Arrays;import org.apache.commons.math3.analysis.MultivariateFunction;import org.apache.commons.math3.optim.InitialGuess;import org.apache.commons.math3.optim.Maxeval;import org.apache.commons.math3.optim.PointValuePair;import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;import org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;import org.apache.commons.math3.optim.nonlinear.scalar.noderiv.NelderMeadSimplex;import org.apache.commons.math3.optim.nonlinear.scalar.noderiv.SimplexOptimizer;import org.apache.commons.math3.util.FastMath;public class SimplexOptimizerExample{ public static void main(String[] args) { SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30); final FourExtrema fourExtrema = new FourExtrema(); final PointValuePair optimum = optimizer.optimize( new Maxeval(100), new ObjectiveFunction(fourExtrema), GoalType.MINIMIZE, new InitialGuess(new double[]{ -3, 0 }), new NelderMeadSimplex(new double[]{ 0.2, 0.2 })); System.out.println(Arrays.toString(optimum.getPoint()) + " : " + optimum.getSecond()); } private static class FourExtrema implements MultivariateFunction { // The following function has 4 local extrema. final double xM = -3.841947088256863675365; final double yM = -1.391745200270734924416; final double xP = 0.2286682237349059125691; final double yP = -yM; final double valueXmYm = 0.2373295333134216789769; // Local maximum. final double valueXmYp = -valueXmYm; // Local minimum. final double valueXpYm = -0.7290400707055187115322; // Global minimum. final double valueXpYp = -valueXpYm; // Global maximum. public double value(double[] variables) { final double x = variables[0]; final double y = variables[1]; return (x == 0 || y == 0) ? 0 : FastMath.atan(x) * FastMath.atan(x + 2) * FastMath.atan(y) * FastMath.atan(y) / (x * y); } }}


