MATH-933

Throw exception when bounds are passed to an algorithm that does not
support them.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1442377 13f79535-47bb-0310-9956-ffa450edef68

Author: Gilles Sadowski

src/main/java/org/apache/commons/math3/exception/util/LocalizedFormats.java

@@ -72,6 +72,7 @@ public enum LocalizedFormats implements Localizable {
     CLOSEST_ORTHOGONAL_MATRIX_HAS_NEGATIVE_DETERMINANT("the closest orthogonal matrix has a negative determinant {0}"),
     COLUMN_INDEX_OUT_OF_RANGE("column index {0} out of allowed range [{1}, {2}]"),
     COLUMN_INDEX("column index ({0})"), /* keep */
+    CONSTRAINT("constraint"), /* keep */
     CONTINUED_FRACTION_INFINITY_DIVERGENCE("Continued fraction convergents diverged to +/- infinity for value {0}"),
     CONTINUED_FRACTION_NAN_DIVERGENCE("Continued fraction diverged to NaN for value {0}"),
     CONTRACTION_CRITERIA_SMALLER_THAN_EXPANSION_FACTOR("contraction criteria ({0}) smaller than the expansion factor ({1}).  This would lead to a never ending loop of expansion and contraction as a newly expanded internal storage array would immediately satisfy the criteria for contraction."),

src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizer.java

@@ -19,6 +19,7 @@
 import org.apache.commons.math3.exception.ConvergenceException;
 import org.apache.commons.math3.exception.NullArgumentException;
 import org.apache.commons.math3.exception.MathInternalError;
+import org.apache.commons.math3.exception.MathUnsupportedOperationException;
 import org.apache.commons.math3.exception.util.LocalizedFormats;
 import org.apache.commons.math3.linear.ArrayRealVector;
 import org.apache.commons.math3.linear.BlockRealMatrix;
@@ -32,6 +33,11 @@
 
 /**
  * Gauss-Newton least-squares solver.
+ * <br/>
+ * Constraints are not supported: the call to
+ * {@link #optimize(OptimizationData[]) optimize} will throw
+ * {@link MathUnsupportedOperationException} if bounds are passed to it.
+ *
  * <p>
  * This class solve a least-square problem by solving the normal equations
  * of the linearized problem at each iteration. Either LU decomposition or
@@ -72,6 +78,8 @@ public GaussNewtonOptimizer(final boolean useLU,
     /** {@inheritDoc} */
     @Override
     public PointVectorValuePair doOptimize() {
+        checkParameters();
+
         final ConvergenceChecker<PointVectorValuePair> checker
             = getConvergenceChecker();
 
@@ -159,4 +167,15 @@ public PointVectorValuePair doOptimize() {
         // Must never happen.
         throw new MathInternalError();
     }
+
+    /**
+     * @throws MathUnsupportedOperationException if bounds were passed to the
+     * {@link #optimize(OptimizationData[]) optimize} method.
+     */
+    private void checkParameters() {
+        if (getLowerBound() != null ||
+            getUpperBound() != null) {
+            throw new MathUnsupportedOperationException(LocalizedFormats.CONSTRAINT);
+        }
+    }
 }

src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java

@@ -18,6 +18,7 @@
 
 import java.util.Arrays;
 import org.apache.commons.math3.exception.ConvergenceException;
+import org.apache.commons.math3.exception.MathUnsupportedOperationException;
 import org.apache.commons.math3.exception.util.LocalizedFormats;
 import org.apache.commons.math3.optim.PointVectorValuePair;
 import org.apache.commons.math3.optim.ConvergenceChecker;
@@ -27,7 +28,12 @@
 
 
 /**
- * This class solves a least-squares problem using the Levenberg-Marquardt algorithm.
+ * This class solves a least-squares problem using the Levenberg-Marquardt
+ * algorithm.
+ * <br/>
+ * Constraints are not supported: the call to
+ * {@link #optimize(OptimizationData[]) optimize} will throw
+ * {@link MathUnsupportedOperationException} if bounds are passed to it.
  *
  * <p>This implementation <em>should</em> work even for over-determined systems
  * (i.e. systems having more point than equations). Over-determined systems
@@ -276,6 +282,8 @@ public LevenbergMarquardtOptimizer(double initialStepBoundFactor,
     /** {@inheritDoc} */
     @Override
     protected PointVectorValuePair doOptimize() {
+        checkParameters();
+
         final int nR = getTarget().length; // Number of observed data.
         final double[] currentPoint = getStartPoint();
         final int nC = currentPoint.length; // Number of parameters.
@@ -936,4 +944,15 @@ private void qTy(double[] y) {
             }
         }
     }
+
+    /**
+     * @throws MathUnsupportedOperationException if bounds were passed to the
+     * {@link #optimize(OptimizationData[]) optimize} method.
+     */
+    private void checkParameters() {
+        if (getLowerBound() != null ||
+            getUpperBound() != null) {
+            throw new MathUnsupportedOperationException(LocalizedFormats.CONSTRAINT);
+        }
+    }
 }

src/main/resources/assets/org/apache/commons/math3/exception/util/LocalizedFormats_fr.properties

@@ -44,6 +44,7 @@ CLASS_DOESNT_IMPLEMENT_COMPARABLE = la classe ({0}) n''implante pas l''interface
 CLOSEST_ORTHOGONAL_MATRIX_HAS_NEGATIVE_DETERMINANT = la matrice orthogonale la plus proche a un d\u00e9terminant n\u00e9gatif {0}
 COLUMN_INDEX_OUT_OF_RANGE = l''index de colonne {0} est hors du domaine autoris\u00e9 [{1}, {2}]
 COLUMN_INDEX = index de colonne ({0})
+CONSTRAINT = contrainte
 CONTINUED_FRACTION_INFINITY_DIVERGENCE = Divergence de fraction continue \u00e0 l''infini pour la valeur {0}
 CONTINUED_FRACTION_NAN_DIVERGENCE = Divergence de fraction continue \u00e0 NaN pour la valeur {0}
 CONTRACTION_CRITERIA_SMALLER_THAN_EXPANSION_FACTOR = crit\u00e8re de contraction ({0}) inf\u00e9rieur au facteur d''extension ({1}). Ceci induit une boucle infinie d''extensions/contractions car tout tableau de stockage fra\u00eechement \u00e9tendu respecte imm\u00e9diatement le crit\u00e8re de contraction.

src/test/java/org/apache/commons/math3/exception/util/LocalizedFormatsTest.java

@@ -30,7 +30,7 @@ public class LocalizedFormatsTest {
 
     @Test
     public void testMessageNumber() {
-        Assert.assertEquals(312, LocalizedFormats.values().length);
+        Assert.assertEquals(313, LocalizedFormats.values().length);
     }
 
     @Test

src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/GaussNewtonOptimizerTest.java

@@ -20,9 +20,11 @@
 import java.io.IOException;
 import org.apache.commons.math3.exception.ConvergenceException;
 import org.apache.commons.math3.exception.TooManyEvaluationsException;
+import org.apache.commons.math3.exception.MathUnsupportedOperationException;
 import org.apache.commons.math3.optim.SimpleVectorValueChecker;
 import org.apache.commons.math3.optim.InitialGuess;
 import org.apache.commons.math3.optim.MaxEval;
+import org.apache.commons.math3.optim.SimpleBounds;
 import org.apache.commons.math3.optim.nonlinear.vector.Target;
 import org.apache.commons.math3.optim.nonlinear.vector.Weight;
 import org.apache.commons.math3.optim.nonlinear.vector.ModelFunction;
@@ -99,6 +101,16 @@ public AbstractLeastSquaresOptimizer createOptimizer() {
         return new GaussNewtonOptimizer(new SimpleVectorValueChecker(1.0e-6, 1.0e-6));
     }
 
+    @Test(expected=MathUnsupportedOperationException.class)
+    public void testConstraintsUnsupported() {
+        createOptimizer().optimize(new MaxEval(100),
+                                   new Target(new double[] { 2 }),
+                                   new Weight(new double[] { 1 }),
+                                   new InitialGuess(new double[] { 1, 2 }),
+                                   new SimpleBounds(new double[] { -10, 0 },
+                                                    new double[] { 20, 30 }));
+    }
+
     @Override
     @Test(expected = ConvergenceException.class)
     public void testMoreEstimatedParametersSimple() {

src/test/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.java

@@ -23,6 +23,7 @@
 import org.apache.commons.math3.optim.PointVectorValuePair;
 import org.apache.commons.math3.optim.InitialGuess;
 import org.apache.commons.math3.optim.MaxEval;
+import org.apache.commons.math3.optim.SimpleBounds;
 import org.apache.commons.math3.optim.nonlinear.vector.Target;
 import org.apache.commons.math3.optim.nonlinear.vector.Weight;
 import org.apache.commons.math3.optim.nonlinear.vector.ModelFunction;
@@ -32,6 +33,7 @@
 import org.apache.commons.math3.exception.ConvergenceException;
 import org.apache.commons.math3.exception.DimensionMismatchException;
 import org.apache.commons.math3.exception.TooManyEvaluationsException;
+import org.apache.commons.math3.exception.MathUnsupportedOperationException;
 import org.apache.commons.math3.geometry.euclidean.twod.Vector2D;
 import org.apache.commons.math3.linear.SingularMatrixException;
 import org.apache.commons.math3.util.FastMath;
@@ -109,6 +111,16 @@ public AbstractLeastSquaresOptimizer createOptimizer() {
         return new LevenbergMarquardtOptimizer();
     }
 
+    @Test(expected=MathUnsupportedOperationException.class)
+    public void testConstraintsUnsupported() {
+        createOptimizer().optimize(new MaxEval(100),
+                                   new Target(new double[] { 2 }),
+                                   new Weight(new double[] { 1 }),
+                                   new InitialGuess(new double[] { 1, 2 }),
+                                   new SimpleBounds(new double[] { -10, 0 },
+                                                    new double[] { 20, 30 }));
+    }
+
     @Override
     @Test(expected=SingularMatrixException.class)
     public void testNonInvertible() {