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public static Replace ( System.Linq.Expressions.ParameterExpression parameter, |
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| parameter | System.Linq.Expressions.ParameterExpression | |
| expr | ||
| variables | int>.IDictionary | |
| return | ||
/// <summary>
/// Creates a new objective function specified through a string.
/// </summary>
///
/// <param name="function">A <see cref="Expression{T}"/> containing
/// the function in the form of a lambda expression.</param>
/// <param name="gradient">A <see cref="Expression{T}"/> containing
/// the the gradient of the <paramref name="function">objective function</paramref>.</param>
///
public NonlinearObjectiveFunction(
Expression <Func <double> > function,
Expression <Func <double[]> > gradient = null)
{
variables = new Dictionary <string, int>();
indices = new Dictionary <int, string>();
var list = new SortedSet <string>();
ExpressionParser.Parse(list, function.Body);
int index = 0;
foreach (string variable in list)
{
variables.Add(variable, index);
indices.Add(index, variable);
index++;
}
NumberOfVariables = index;
// Generate lambda functions
var func = ExpressionParser.Replace(function, variables);
var grad = ExpressionParser.Replace(gradient, variables);
this.Function = func.Compile();
this.Gradient = grad.Compile();
}
/// <summary>
/// Constructs a new nonlinear constraint.
/// </summary>
///
/// <param name="objective">The objective function to which this constraint refers.</param>
///
/// <param name="function">A lambda expression defining the left hand side of the constraint equation.</param>
/// <param name="gradient">A lambda expression defining the gradient of the <paramref name="function">
/// left hand side of the constraint equation</paramref>.</param>
/// <param name="shouldBe">How the left hand side of the constraint should be compared to the given <paramref name="value"/>.</param>
/// <param name="value">The right hand side of the constraint equation.</param>
/// <param name="withinTolerance">The tolerance for violations of the constraint. Equality
/// constraints should set this to a small positive value. Default is 0.</param>
///
///
public NonlinearConstraint(IObjectiveFunction objective,
Expression <Func <double> > function, ConstraintType shouldBe, double value,
Expression <Func <double[]> > gradient = null, double withinTolerance = 0.0)
{
this.NumberOfVariables = objective.NumberOfVariables;
this.ShouldBe = shouldBe;
// Generate lambda functions
var func = ExpressionParser.Replace(function, objective.Variables);
this.Function = func.Compile();
this.Value = value;
this.Tolerance = withinTolerance;
if (gradient != null)
{
var grad = ExpressionParser.Replace(gradient, objective.Variables);
this.Gradient = grad.Compile();
int n = NumberOfVariables;
double[] probe = new double[n];
double[] g = Gradient(probe);
if (g.Length != n)
{
throw new DimensionMismatchException("gradient",
"The length of the gradient vector must match the number of variables in the objective function.");
}
}
}
/// <summary>
/// Constructs a new nonlinear constraint.
/// </summary>
///
/// <param name="objective">The objective function to which this constraint refers.</param>
///
/// <param name="function">A lambda expression defining the left hand side of the constraint equation.</param>
/// <param name="gradient">A lambda expression defining the gradient of the <paramref name="function">
/// left hand side of the constraint equation</paramref>.</param>
/// <param name="shouldBe">How the left hand side of the constraint should be compared to the given <paramref name="value"/>.</param>
/// <param name="value">The right hand side of the constraint equation.</param>
///
///
public NonlinearConstraint(IObjectiveFunction objective,
Expression <Func <double> > function,
ConstraintType shouldBe, double value,
Expression <Func <double[]> > gradient = null)
{
this.NumberOfVariables = objective.NumberOfVariables;
this.ShouldBe = shouldBe;
// Generate lambda functions
var func = ExpressionParser.Replace(function, objective.Variables);
this.Function = func.Compile();
this.Value = value;
if (gradient != null)
{
var grad = ExpressionParser.Replace(gradient, objective.Variables);
this.Gradient = grad.Compile();
}
}