use of cbit.vcell.solver.ode.ODESolverResultSet in project vcell by virtualcell.
the class AugmentedObjectiveFunction method f.
/**
* f method comment.
*/
public double f(double[] x) {
double penalty = 0.0;
try {
optSolverCallbacks.setPenaltyMu(new Double(mu));
penalty = getPenalty(x);
// }
if (penalty > 1000) {
System.out.println("aborting point, penalty = " + penalty);
return penalty;
}
double objFunValue = fobj.f(x) / 1000.0;
//
// send info on evaluation
//
OptSolverCallbacks.EvaluationHolder evaluationHolder = new OptSolverCallbacks.EvaluationHolder((double[]) x.clone(), (penalty + objFunValue));
ODESolverResultSet resultSet = null;
optSolverCallbacks.addEvaluation(evaluationHolder, resultSet);
return penalty + objFunValue;
} catch (Exception e) {
e.printStackTrace(System.out);
System.out.println("penalty = " + penalty);
if (penalty > 0) {
System.out.println("too high ... aborting augmentedObjective function");
return penalty + 1;
} else {
throw new cbit.vcell.opt.OptimizationException(e.getMessage(), x);
}
}
}
use of cbit.vcell.solver.ode.ODESolverResultSet in project vcell by virtualcell.
the class PowellOptimizationSolver method solve.
/**
* Insert the method's description here.
* Creation date: (3/5/00 11:15:15 PM)
* @return double[]
* @param optSpec cbit.vcell.opt.OptimizationSpec
* @exception java.io.IOException The exception description.
* @exception cbit.vcell.parser.ExpressionException The exception description.
* @exception cbit.vcell.opt.OptimizationException The exception description.
*/
public OptimizationResultSet solve(OptimizationSpec os, OptimizationSolverSpec optSolverSpec, OptSolverCallbacks optSolverCallbacks) throws java.io.IOException, cbit.vcell.parser.ExpressionException, OptimizationException {
final double power = 2.0;
final double MU_START = 0.1;
final double MU_END = 100000.0;
final double MU_STEP = 10.0;
AugmentedObjectiveFunction augmentedObjFunc = OptUtils.getAugmentedObjectiveFunction(os, power, MU_START, optSolverCallbacks);
//
// initialize starting guess
//
Parameter[] parameters = os.getParameters();
double[] parameterValues = new double[parameters.length];
for (int i = 0; i < parameters.length; i++) {
parameterValues[i] = parameters[i].getInitialGuess();
System.out.println("initial " + parameters[i].getName() + " = " + parameterValues[i]);
}
//
// get initial direction set
//
double[][] xi = new double[parameterValues.length][parameterValues.length];
for (int i = 0; i < parameterValues.length; i++) {
for (int j = 0; j < parameterValues.length; j++) {
xi[i][j] = (i == j ? 1.0 : 0.0);
}
}
final double ftol = 1e-6;
double fret = augmentedObjFunc.f(parameterValues);
PowellSolver powellSolver = new PowellSolver();
for (double mu = MU_START; mu <= MU_END; mu *= MU_STEP) {
try {
if (optSolverCallbacks.getStopRequested()) {
break;
}
augmentedObjFunc.setMu(mu);
fret = powellSolver.powell(parameterValues.length, parameterValues, xi, ftol, augmentedObjFunc);
System.out.println("mu=" + mu + ", function value=" + fret);
if (augmentedObjFunc.getPenalty(parameterValues) == 0.0) {
break;
}
} catch (Exception ex) {
ex.printStackTrace();
break;
}
}
OptimizationStatus optStatus = new OptimizationStatus(OptimizationStatus.NORMAL_TERMINATION, "Normal Termination");
ODESolverResultSet odeSolverResultSet = null;
if (optSolverCallbacks.getStopRequested()) {
optStatus = new OptimizationStatus(OptimizationStatus.STOPPED_BY_USER, "Stopped by user");
}
parameterValues = optSolverCallbacks.getBestEvaluation().getParameterValues();
fret = optSolverCallbacks.getBestEvaluation().getObjectiveFunctionValue();
odeSolverResultSet = optSolverCallbacks.getBestResultSet();
for (int i = 0; i < parameters.length; i++) {
System.out.println("final " + parameters[i].getName() + " = " + parameterValues[i]);
}
OptRunResultSet bestResult = new OptRunResultSet(parameterValues, new Double(fret), optSolverCallbacks.getEvaluationCount(), optStatus);
return new OptimizationResultSet(new OptSolverResultSet(os.getParameterNames(), bestResult), odeSolverResultSet);
}
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