private IObservable <Unit> IterativelySolveAndUpdateAsync(OptimizationProblem problem, IOptimizationModel optimizationModel, DispatcherScheduler scheduler)
{
var optimizationSequence = Minimize(problem);
var optimumObservations =
optimizationSequence.ToObservable(Scheduler.ThreadPool);
var solutionSequence = from optimumBuffer in optimumObservations.Buffer(TimeSpan.FromSeconds(1)) // take optimization result every 1 second
where optimumBuffer.Any()
let optimum = optimumBuffer.Last()
from unit in Observable.Start(() =>
{
optimizationModel.UpdateSolution(optimum);
NotifySnapComplete();
}, scheduler)
select unit;
return(solutionSequence.TakeLast(1));
}
private IEnumerable <double[]> Minimize(OptimizationProblem problem)
{
var lastOptimum = problem.InitialValue;
foreach (var optimum in constrainedOptimizer.Minimize(problem.Objective, problem.Constraints, problem.Variables, problem.InitialValue))
{
var shouldStop = Interlocked.CompareExchange(ref stopOptimization, 0, 1);
if (shouldStop == 1)
{
yield return(lastOptimum);
yield break;
}
else
{
lastOptimum = optimum;
yield return(optimum);
}
}
}