Examples with GradientToOptimize com.sri.ai.expresso.optimization.GradientToOptimize used on opensource projects

Example 1 with GradientToOptimize

use of com.sri.ai.expresso.optimization.GradientToOptimize in project aic-praise by aic-sri-international.

the class RegularSymbolicParameterEstimation method optimize.

/**
 * Call the optimizer of Java Commons Math with the objectiveFunction and the gradient given in the arguments.
 */
public PointValuePair optimize(Expression expressionToOptimize, Vector<Expression> gradient) {
    NonLinearConjugateGradientOptimizer optimizer = new NonLinearConjugateGradientOptimizer(NonLinearConjugateGradientOptimizer.Formula.POLAK_RIBIERE, new SimpleValueChecker(1e-13, 1e-13));
    final FunctionToOptimize f = new FunctionToOptimize(expressionToOptimize);
    final GradientToOptimize gradientToOptimize = new GradientToOptimize(expressionToOptimize, gradient);
    ObjectiveFunction objectiveFunction = new ObjectiveFunction(f);
    MultivariateVectorFunction gradientMultivariateFunction = gradientToOptimize;
    ObjectiveFunctionGradient objectiveFunctionGradient = new ObjectiveFunctionGradient(gradientMultivariateFunction);
    double[] startPoint = new double[] { 0.5, 0.5 };
    final PointValuePair optimum = optimizer.optimize(new MaxEval(10000), objectiveFunction, objectiveFunctionGradient, GoalType.MAXIMIZE, new InitialGuess(startPoint));
    return optimum;
}