com.mockturtlesolutions.snifflib.invprobs

Class DiffEvol

java.lang.Object

com.mockturtlesolutions.snifflib.invprobs.VisualScalarOptimizer

com.mockturtlesolutions.snifflib.invprobs.DiffEvol

All Implemented Interfaces:

SimulatedAnnealing

public class DiffEvol
extends VisualScalarOptimizer
implements SimulatedAnnealing

Differential evolution Genetic Algorithm. Based on Kenneth Price and Rainer Storns Differential Evolution Dr. Dobb's Journal April 1997 pp.18-24

Field Summary

Fields

Modifier and Type	Field and Description
protected java.lang.String	ConvergenceMsg
protected int	FunEvals
protected int	Iter
protected int	N
protected DiffEvolConfiguration	Options
protected OrdSetSampler	Population
protected java.util.LinkedList	Queue

Fields inherited from class com.mockturtlesolutions.snifflib.invprobs.VisualScalarOptimizer

InitialGuess, Model, NumParams

Constructor Summary

Constructors

Constructor and Description
DiffEvol(OptimizableScalar Model, DblParamSet InitGuess) Construct a new Differential Evolution Genetic Algorithm solver using a model and an intial parameter guess.

Method Summary

Methods

Modifier and Type	Method and Description
DblMatrix	evaluateTemperature()
DblParamSet	getBestEstimate() Get the estimated parameter value at the estimated parameter value.
DblMatrix	getBestValue() Get the scalar value at the estimated parameter value.
DblParamSet[]	getInitPop() Output an array of DblParamSet having an initial guess in each element of the array.
DblMatrix	getTemperature()
boolean	hasNotConverged() Test convergence of method.
void	setTemperature(DblMatrix temp)
void	solve() Estimate the parameters.
void	updatePopulation(OrdSetSampler Population) Importantly updateFitness does not change the SortKey values of the OrdSetSampler.
void	visualDiagnostics() Typically this shows visually some convergence diagnostics.
void	visuallyConfigure() Typically this allows setting of optimization settings and preferences related to performance.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

Options

protected DiffEvolConfiguration Options

Population

protected OrdSetSampler Population

Queue

protected java.util.LinkedList Queue

Iter

protected int Iter

FunEvals

protected int FunEvals

ConvergenceMsg

protected java.lang.String ConvergenceMsg

N

protected int N

Constructor Detail

DiffEvol

public DiffEvol(OptimizableScalar Model,
        DblParamSet InitGuess)

Construct a new Differential Evolution Genetic Algorithm solver using a model and an intial parameter guess.

Method Detail

getInitPop

public DblParamSet[] getInitPop()

Output an array of DblParamSet having an initial guess in each element of the array.

updatePopulation

public void updatePopulation(OrdSetSampler Population)

Importantly updateFitness does not change the SortKey values of the OrdSetSampler.

solve

public void solve()

Estimate the parameters.

Specified by:

solve in class VisualScalarOptimizer

hasNotConverged

public boolean hasNotConverged()

Test convergence of method.

getBestEstimate

public DblParamSet getBestEstimate()

Get the estimated parameter value at the estimated parameter value.

Specified by:

getBestEstimate in class VisualScalarOptimizer

getBestValue

public DblMatrix getBestValue()

Get the scalar value at the estimated parameter value.

Specified by:

getBestValue in class VisualScalarOptimizer

visualDiagnostics

public void visualDiagnostics()

Description copied from class: VisualScalarOptimizer

Typically this shows visually some convergence diagnostics.

Specified by:

visualDiagnostics in class VisualScalarOptimizer

visuallyConfigure

public void visuallyConfigure()

Description copied from class: VisualScalarOptimizer

Typically this allows setting of optimization settings and preferences related to performance.

Specified by:

visuallyConfigure in class VisualScalarOptimizer

getTemperature

public DblMatrix getTemperature()

Specified by:

getTemperature in interface SimulatedAnnealing

setTemperature

public void setTemperature(DblMatrix temp)

Specified by:

setTemperature in interface SimulatedAnnealing

evaluateTemperature

public DblMatrix evaluateTemperature()

Specified by:

evaluateTemperature in interface SimulatedAnnealing