public double valueAt(Point point) {
double[] ax = point.toArray();
double sum1 = 0.0;
double sum2 = 0.0;
for (int i = 0; i < n; i++) {
sum1 += ax[i] * ax[i];
sum2 += Math.cos(2 * Math.PI * ax[i]);
}
return 20 + Math.exp(1) - 20 * Math.exp(-0.2 * Math.sqrt(sum1 / n)) - Math.exp(sum2 / n);
}
public Gradient gradientAt(Point point) {
double[] ax = point.toArray();
double[] gradient = new double[n];
double sqrtSum = 0.0;
double cosSum = 0.0;
for (int i = 0; i < n; i++) {
sqrtSum += ax[i] * ax[i];
cosSum += Math.cos(2 * Math.PI * ax[i]);
}
sqrtSum = Math.sqrt(sqrtSum);
cosSum /= n;
for (int i = 0; i < n; i++)
gradient[i] =
(2 * ax[i] * Math.exp(-0.1 * sqrtSum)) / sqrtSum
+ 0.5 * Math.exp(cosSum) * Math.PI * Math.sin(2 * Math.PI * ax[i]);
return Gradient.valueOf(gradient);
}
public void optimize() {
System.arraycopy(x, 0, xNew, 0, dimension);
lineSearchMethod.minimize(xNew, direction);
for (int i = 0; i < dimension; i++) xDelta[i] = xNew[i] - x[i];
System.arraycopy(xNew, 0, x, 0, dimension);
System.arraycopy(g, 0, y, 0, dimension);
g = function.gradientAt(Point.at(x)).toArray();
for (int i = 0; i < dimension; i++) y[i] = g[i] - y[i];
for (int i = 0; i < dimension; i++) {
Hy[i] = 0.0;
for (int j = 0; j < dimension; j++) Hy[i] += H[i][j] * y[j];
}
fac = 0.0;
fae = 0.0;
sumY = 0.0;
sumXDelta = 0.0;
for (int i = 0; i < dimension; i++) {
fac += y[i] * xDelta[i];
fae += y[i] * Hy[i];
sumY += y[i] * y[i];
sumXDelta += xDelta[i] * xDelta[i];
}
if (fac > Math.sqrt(MachineAccuracy.EPSILON * sumY * sumXDelta)) {
fac = 1.0 / fac;
fad = 1.0 / fae;
switch (updateMethod) {
case DFP:
for (int i = 0; i < dimension; i++)
for (int j = i; j < dimension; j++) {
H[i][j] += fac * xDelta[i] * xDelta[j] - fad * Hy[i] * Hy[j];
H[j][i] = H[i][j];
}
break;
case BFGS:
for (int i = 0; i < dimension; i++) y[i] = fac * xDelta[i] - fad * Hy[i];
for (int i = 0; i < dimension; i++)
for (int j = i; j < dimension; j++) {
H[i][j] += fac * xDelta[i] * xDelta[j] - fad * Hy[i] * Hy[j] + fae * y[i] * y[j];
H[j][i] = H[i][j];
}
break;
case BROYDEN_FAMILY:
for (int i = 0; i < dimension; i++) y[i] = fac * xDelta[i] - fad * Hy[i];
for (int i = 0; i < dimension; i++)
for (int j = i; j < dimension; j++) {
H[i][j] +=
fac * xDelta[i] * xDelta[j] - fad * Hy[i] * Hy[j] + phi * (fae * y[i] * y[j]);
H[j][i] = H[i][j];
}
break;
case BROYDEN:
fae = 0.0;
for (int i = 0; i < dimension; i++) {
xH[i] = 0.0;
for (int j = 0; j < dimension; j++) xH[i] += xDelta[j] * H[j][i];
fae += xDelta[i] * Hy[i];
}
fae = 1.0 / fae;
for (int i = 0; i < dimension; i++) {
y[i] = xDelta[i] - Hy[i];
for (int j = i; j < dimension; j++) {
H[i][j] += fae * y[i] * xH[j];
H[j][i] = H[i][j];
}
}
break;
}
}
for (int i = 0; i < dimension; i++) {
direction[i] = 0.0;
for (int j = 0; j < dimension; j++) direction[i] -= H[i][j] * g[j];
}
solution = ValuePoint.at(Point.at(x), function);
telemetry = new ValuePointTelemetry(solution);
if (consumer != null) consumer.notifyOf(this);
stopCondition.setValue(solution.getValue());
}
