public double RunTestProblem(CalcfcDelegate calcfc, int n, int m, double rhoend, double[] xopt)
{
var timer = new Stopwatch();
timer.Restart();
var optimizer = new Cobyla(n, m, calcfc)
{
MaximumFunctionCalls = maxfun,
TrustRegionRadiusStart = rhobeg,
TrustRegionRadiusEnd = rhoend
};
var result = optimizer.FindMinimum(Enumerable.Repeat(1.0, n).ToArray());
timer.Stop();
Assert.That(result.Status,
Is.EqualTo(OptimizationStatus.Normal).Or.EqualTo(OptimizationStatus.MAXFUN_Reached));
var error = xopt.Select((xo, i) => Math.Pow(xo - result.X[i], 2.0)).Sum();
Console.WriteLine("{0}Least squares error in variables = {1,16:E6}", Environment.NewLine, error);
Console.WriteLine("Elapsed time for optimization = {0} ms", timer.ElapsedMilliseconds);
return(error);
}
public void FindMinimum_LogOutputToConsole_VisualInspection()
{
var optimizer = new Cobyla(9, 14, calcfc10)
{
PrintLevel = 2, Logger = Console.Out
};
optimizer.FindMinimum(Enumerable.Repeat(1.0, 9).ToArray());
}
public void Cobyla_FindMinimum_ConstraintsShouldBeSatisfied()
{
var x0 = new[] { 0.705, 0.0075, 0.075, 0, 0.0375, 0, 0.05, 0.125 };
var cobyla = new Cobyla(x0.Length, 3 + x0.Length, Calcfc)
{
MaximumFunctionCalls = 100000,
TrustRegionRadiusStart = 1.0,
TrustRegionRadiusEnd = 1.0e-6,
PrintLevel = 1,
Logger = Console.Out
};
var summary = cobyla.FindMinimum(x0);
Assert.AreEqual(OptimizationStatus.Normal, summary.Status);
Assert.IsTrue(summary.G.All(c => c >= -1.0e-6));
}
public void Cobyla_FindMinimum_ConstraintsShouldBeSatisfied()
{
var x0 = new[] { 0.705, 0.0075, 0.075, 0, 0.0375, 0, 0.05, 0.125 };
var cobyla = new Cobyla(x0.Length, 3 + x0.Length, Calcfc)
{
MaximumFunctionCalls = 100000,
TrustRegionRadiusStart = 1.0,
TrustRegionRadiusEnd = 1.0e-6,
PrintLevel = 1,
Logger = Console.Out
};
var summary = cobyla.FindMinimum(x0);
Assert.AreEqual(OptimizationStatus.Normal, summary.Status);
Assert.IsTrue(summary.G.All(c => c >= -1.0e-6));
}
public double RunTestProblem(CalcfcDelegate calcfc, int n, int m, double rhoend, double[] xopt)
{
var x = Enumerable.Repeat(1.0, n).ToArray();
var timer = new Stopwatch();
timer.Restart();
Assert.That(Cobyla.FindMinimum(calcfc, n, m, x, rhobeg, rhoend, iprint, maxfun),
Is.EqualTo(CobylaExitStatus.Normal).Or.EqualTo(CobylaExitStatus.MaxIterationsReached));
timer.Stop();
var error = xopt.Select((xo, i) => Math.Pow(xo - x[i], 2.0)).Sum();
Console.WriteLine("{0}Least squares error in variables = {1,16:E6}", Environment.NewLine, error);
Console.WriteLine("Elapsed time for optimization = {0} ms", timer.ElapsedMilliseconds);
return(error);
}
/// <summary>
/// Finds central point of all lines with COBYLA using weight
/// <param name="list">Array of lines</param>
/// <returns>Returns central Point or Vector3D(NaN,NaN,NaN) on error</returns>
/// </summary>
private static Point3D cobylaCentralPointWithWeight(Ray3D[] lines)
{
gLines = lines;
var xyz = new[] { 0.0, 0.0, 0.0 };
var status = Cobyla.FindMinimum(calfunCobylaWeight, 3, 3, xyz, 0.5, 1.0e-6, 0, 3500, Console.Out);
if (status == CobylaExitStatus.MaxIterationsReached)
{
status = Cobyla.FindMinimum(calfunCobylaWeight, 3, 3, xyz, 0.5, 1.0e-6, 1, 10000, Console.Out);
}
if (status == CobylaExitStatus.Normal)
{
return(new Point3D(xyz[0], xyz[1], xyz[2]));
}
else
{
return(new Point3D(Double.NaN, Double.NaN, Double.NaN));
}
}
public void FindMinimum_LogOutputToConsole_VisualInspection()
{
var x = Enumerable.Repeat(1.0, 9).ToArray();
var actual = Cobyla.FindMinimum(calcfc10, 9, 14, x, rhobeg, rhoend1, 2, maxfun, Console.Out);
}