public void AddNeighborhood(SingleTrajectoryContinuousSolver local_search, SingleTrajectoryContinuousSolver.TerminationEvaluationMethod termination_condition)
{
local_search.Stepped += (solution, iteration) =>
{
OnStepped(solution, iteration);
};
local_search.SolutionUpdated += (solution, iteration) =>
{
OnSolutionUpdated(solution, iteration);
};
mNeighborhoods.Add(local_search, termination_condition);
}
public override ContinuousSolution Minimize(double[] x_0, CostEvaluationMethod evaluate, GradientEvaluationMethod calc_grad, TerminationEvaluationMethod should_terminate, object constraints = null)
{
double?improvement = null;
int iteration = 0;
if (mNeighborhoods.Count == 0)
{
throw new ArgumentNullException();
}
mNeighborhoods.LowerBounds = mLowerBounds;
mNeighborhoods.UpperBounds = mUpperBounds;
double[] x = (double[])x_0.Clone();
double fx = evaluate(x, mLowerBounds, mUpperBounds, constraints);
ContinuousSolution best_solution = new ContinuousSolution(x, fx);
int neighborhood_count = mNeighborhoods.Count;
ContinuousSolution current_best = null;
while (!should_terminate(improvement, iteration))
{
for (int l = 0; l < neighborhood_count; ++l)
{
SingleTrajectoryContinuousSolver local_search = mNeighborhoods.GetLocalSearchAt(l);
SingleTrajectoryContinuousSolver.TerminationEvaluationMethod termination_condition = mNeighborhoods.GetTerminationConditionAt(l);
current_best = local_search.Minimize(x, evaluate, calc_grad, termination_condition, constraints);
x = current_best.Values;
fx = current_best.Cost;
if (best_solution.TryUpdateSolution(x, fx, out improvement))
{
OnSolutionUpdated(best_solution, iteration);
}
OnStepped(best_solution, iteration);
iteration++;
}
}
return(best_solution);
}
public void Add(SingleTrajectoryContinuousSolver local_search, SingleTrajectoryContinuousSolver.TerminationEvaluationMethod termination_condition)
{
mLocalSearches.Add(local_search);
mTerminationConditions.Add(termination_condition);
}
