/**
* Evaluate all the non-evaluated points of the simplex.
*
* @param comparator comparator to use to sort simplex vertices from best to worst
* @exception FunctionEvaluationException if no value can be computed for the parameters
* @exception OptimizationException if the maximal number of evaluations is exceeded
*/
protected void evaluateSimplex(final Comparator<RealPointValuePair> comparator)
throws FunctionEvaluationException, OptimizationException {
// evaluate the objective function at all non-evaluated simplex points
for (int i = 0; i < simplex.length; ++i) {
final RealPointValuePair vertex = simplex[i];
final double[] point = vertex.getPointRef();
if (Double.isNaN(vertex.getValue())) {
simplex[i] = new RealPointValuePair(point, evaluate(point), false);
}
}
// sort the simplex from best to worst
Arrays.sort(simplex, comparator);
}
/** {@inheritDoc} */
@Override
protected void iterateSimplex(final Comparator<RealPointValuePair> comparator)
throws FunctionEvaluationException, OptimizationException {
incrementIterationsCounter();
// the simplex has n+1 point if dimension is n
final int n = simplex.length - 1;
// interesting values
final RealPointValuePair best = simplex[0];
final RealPointValuePair secondBest = simplex[n - 1];
final RealPointValuePair worst = simplex[n];
final double[] xWorst = worst.getPointRef();
// compute the centroid of the best vertices
// (dismissing the worst point at index n)
final double[] centroid = new double[n];
for (int i = 0; i < n; ++i) {
final double[] x = simplex[i].getPointRef();
for (int j = 0; j < n; ++j) {
centroid[j] += x[j];
}
}
final double scaling = 1.0 / n;
for (int j = 0; j < n; ++j) {
centroid[j] *= scaling;
}
// compute the reflection point
final double[] xR = new double[n];
for (int j = 0; j < n; ++j) {
xR[j] = centroid[j] + rho * (centroid[j] - xWorst[j]);
}
final RealPointValuePair reflected = new RealPointValuePair(xR, evaluate(xR), false);
if ((comparator.compare(best, reflected) <= 0)
&& (comparator.compare(reflected, secondBest) < 0)) {
// accept the reflected point
replaceWorstPoint(reflected, comparator);
} else if (comparator.compare(reflected, best) < 0) {
// compute the expansion point
final double[] xE = new double[n];
for (int j = 0; j < n; ++j) {
xE[j] = centroid[j] + khi * (xR[j] - centroid[j]);
}
final RealPointValuePair expanded = new RealPointValuePair(xE, evaluate(xE), false);
if (comparator.compare(expanded, reflected) < 0) {
// accept the expansion point
replaceWorstPoint(expanded, comparator);
} else {
// accept the reflected point
replaceWorstPoint(reflected, comparator);
}
} else {
if (comparator.compare(reflected, worst) < 0) {
// perform an outside contraction
final double[] xC = new double[n];
for (int j = 0; j < n; ++j) {
xC[j] = centroid[j] + gamma * (xR[j] - centroid[j]);
}
final RealPointValuePair outContracted = new RealPointValuePair(xC, evaluate(xC), false);
if (comparator.compare(outContracted, reflected) <= 0) {
// accept the contraction point
replaceWorstPoint(outContracted, comparator);
return;
}
} else {
// perform an inside contraction
final double[] xC = new double[n];
for (int j = 0; j < n; ++j) {
xC[j] = centroid[j] - gamma * (centroid[j] - xWorst[j]);
}
final RealPointValuePair inContracted = new RealPointValuePair(xC, evaluate(xC), false);
if (comparator.compare(inContracted, worst) < 0) {
// accept the contraction point
replaceWorstPoint(inContracted, comparator);
return;
}
}
// perform a shrink
final double[] xSmallest = simplex[0].getPointRef();
for (int i = 1; i < simplex.length; ++i) {
final double[] x = simplex[i].getPoint();
for (int j = 0; j < n; ++j) {
x[j] = xSmallest[j] + sigma * (x[j] - xSmallest[j]);
}
simplex[i] = new RealPointValuePair(x, Double.NaN, false);
}
evaluateSimplex(comparator);
}
}