/// <summary>Initializes a new instance of the <see cref="BoxTransformationAlgorithm"/> class.
/// </summary>
/// <param name="optimizer">The <see cref="MultiDimOptimizer"/> object that serves as factory of the current object and solve optimization problems without constraints.</param>
/// <param name="boxConstraint">The box constraint.</param>
internal BoxTransformationAlgorithm(MultiDimOptimizer optimizer, MultiDimRegion.Interval boxConstraint)
{
m_Optimizer = optimizer ?? throw new ArgumentNullException(nameof(optimizer));
m_BoxConstraint = boxConstraint ?? throw new ArgumentNullException(nameof(boxConstraint));
m_TempFunctionArgument = new double[boxConstraint.Dimension];
m_InnerOptimizerAlgorithm = optimizer.Create(boxConstraint.Dimension);
}
/// <summary>Creates a new <see cref="MultiDimOptimizer.IConstraint"/> object.
/// </summary>
/// <param name="boxConstraint">The specific box constraint, i.e. the argument of the objective function are constrainted to lie in a specified hyperrectangle.</param>
/// <returns>A specific <see cref="MultiDimOptimizer.IConstraint"/> object with respect to the specified optimization algorithm.</returns>
/// <exception cref="InvalidOperationException">Thrown, if the optimization algorithm does not support this kind of constraints.</exception>
public MultiDimOptimizer.IConstraint Create(MultiDimRegion.Interval boxConstraint)
{
if (SupportedConstraints.HasFlag(ConstraintType.Box) == true)
{
return(new MultiDimOptimizerConstraint(this, boxConstraint));
}
throw new InvalidOperationException();
}
/// <summary>Creates a new <see cref="FeasibleSetProjection"/> object.
/// </summary>
/// <param name="boxConstraints">The box constraints.</param>
public static FeasibleSetProjection Create(MultiDimRegion.Interval boxConstraints)
{
/* Projection onto box constraints: P_X(p) is defined via [P_X(p)]_j = p_j if lowerBound_j < p_j < upperBound_j; [P_X(p)]_j = upperBound_j, if p_j >= upperBound_j etc. */
return(new FeasibleSetProjection(boxConstraints.Dimension, p =>
{
for (int j = 0; j < boxConstraints.Dimension; j++)
{
var p_j = p[j];
if (p_j <= boxConstraints.LowerBounds[j])
{
p[j] = boxConstraints.LowerBounds[j];
}
else if (p_j >= boxConstraints.UpperBounds[j])
{
p[j] = boxConstraints.UpperBounds[j];
}
}
}));
}
/// <summary>Creates a new <see cref="NLoptConstraint"/> object.
/// </summary>
/// <param name="boxConstraint">The specific box constraint, i.e. the argument of the objective function are constrainted to lie in a specified hyperrectangle.</param>
/// <returns>A specific <see cref="NLoptConstraint"/> object with respect to the specified optimization algorithm.</returns>
/// <exception cref="InvalidOperationException">Thrown, if the optimization algorithm does not support this kind of constraints.</exception>
public NLoptConstraint Create(MultiDimRegion.Interval boxConstraint)
{
if (boxConstraint == null)
{
throw new ArgumentNullException(nameof(boxConstraint));
}
if (nloptMultiDimOptimizer.Configuration.BoxConstraintRequirement == NLoptBoundConstraintRequirement.None)
{
throw new InvalidOperationException("The NLopt algorithm does not support box constraints");
}
return(new NLoptConstraint(this,
boxConstraint.Dimension,
"Box constraint",
nloptPtr =>
{
nloptPtr.SetLowerBounds(boxConstraint.LowerBounds.ToArray());
nloptPtr.SetUpperBounds(boxConstraint.UpperBounds.ToArray());
},
infoOutputPackage => { }));
}
/// <summary>Creates a new <see cref="MultiDimOptimizer.IConstraint"/> object.
/// </summary>
/// <param name="boxConstraint">The specific box constraint, i.e. the argument of the objective function are constrainted to lie in a specified hyperrectangle.</param>
/// <returns>A specific <see cref="MultiDimOptimizer.IConstraint"/> object with respect to the specified optimization algorithm.</returns>
/// <exception cref="InvalidOperationException">Thrown, if the optimization algorithm does not support this kind of constraints.</exception>
MultiDimOptimizer.IConstraint MultiDimOptimizer.IConstraintFactory.Create(MultiDimRegion.Interval boxConstraint)
{
return(this.Create(boxConstraint));
}
/// <summary>Initializes a new instance of the <see cref="Algorithm"/> class.
/// </summary>
/// <param name="optimizer">The <see cref="LevenbergMarquardtOptimizer"/> object that serves as factory of the current object.</param>
/// <param name="boxConstraints">The box constraints.</param>
internal Algorithm(LevenbergMarquardtOptimizer optimizer, MultiDimRegion.Interval boxConstraints)
{
m_Optimizer = optimizer ?? throw new ArgumentNullException(nameof(optimizer));
m_ProjectionOntoFeasibleSet = FeasibleSetProjection.Create(boxConstraints);
}
