public void GlobalizedBoundedNelderMeadOptimizer_OptimizeBest()
{
var parameters = new ParameterBounds[]
{
new ParameterBounds(-10.0, 10.0, Transform.Linear),
new ParameterBounds(-10.0, 10.0, Transform.Linear),
new ParameterBounds(-10.0, 10.0, Transform.Linear),
};
var sut = new GlobalizedBoundedNelderMeadOptimizer(parameters, 5, 1e-5, 10);
var actual = sut.OptimizeBest(Minimize);
Assert.AreEqual(actual.Error, -0.99999949547279676, 0.0000001);
Assert.AreEqual(actual.ParameterSet.Length, 3);
Assert.AreEqual(actual.ParameterSet[0], -7.8547285710964134, 0.0000001);
Assert.AreEqual(actual.ParameterSet[1], 6.2835515298977995, 0.0000001);
Assert.AreEqual(actual.ParameterSet[2], -1.5851024386788885E-07, 0.0000001);
}
public void GlobalizedBoundedNelderMeadOptimizer_OptimizeBest()
{
var parameters = new ParameterBounds[]
{
new ParameterBounds(-10.0, 10.0, Transform.Linear),
new ParameterBounds(-10.0, 10.0, Transform.Linear),
new ParameterBounds(-10.0, 10.0, Transform.Linear),
};
var sut = new GlobalizedBoundedNelderMeadOptimizer(parameters, 5, 1e-5, 10);
var actual = sut.OptimizeBest(Minimize);
Assert.AreEqual(actual.Error, -0.99999927563662372, 0.0000001);
Assert.AreEqual(actual.ParameterSet.Length, 3);
Assert.AreEqual(actual.ParameterSet[0], 1.5710337846223761, 0.0000001);
Assert.AreEqual(actual.ParameterSet[1], 3.1421855980282225, 0.0000001);
Assert.AreEqual(actual.ParameterSet[2], 5.203790999662519E-07, 0.0000001);
}
public void GlobalizedBoundedNelderMeadOptimizer_OptimizeBest()
{
var parameters = new double[][]
{
new double[] { -10.0, 10.0 },
new double[] { -10.0, 10.0 },
new double[] { -10.0, 10.0 }
};
var sut = new GlobalizedBoundedNelderMeadOptimizer(parameters, 5, 1e-5, 10);
var actual = sut.OptimizeBest(Minimize);
Assert.AreEqual(actual.Error, -0.99994579068533251, 0.0000001);
Assert.AreEqual(actual.ParameterSet.Length, 3);
Assert.AreEqual(actual.ParameterSet[0], -1.5674665655168316, 0.0000001);
Assert.AreEqual(actual.ParameterSet[1], 6.273371320712446, 0.0000001);
Assert.AreEqual(actual.ParameterSet[2], -5.0918060053651561E-07, 0.0000001);
}
