/// <summary>
/// Creates a new objective function specified through a lambda expression.
/// </summary>
/// <param name="function">
/// A <see cref="Expression{TDelegate}" /> containing
/// the function in the form of a lambda expression.
/// </param>
/// <param name="gradient">
/// A <see cref="Expression{T}" /> containing
/// the gradient of the <paramref name="function">objective function</paramref>.
/// </param>
public NonlinearObjectiveFunction(Expression <Func <double> > function, Expression <Func <double[]> > gradient = null)
: this()
{
var list = new SortedSet <string>();
ExpressionParser.Parse(list, function.Body);
var index = 0;
foreach (var variable in list)
{
InnerVariables.Add(variable, index);
InnerIndices.Add(index, variable);
index++;
}
NumberOfVariables = index;
// Generate lambda functions
var func = ExpressionParser.Replace(function, InnerVariables);
var grad = ExpressionParser.Replace(gradient, InnerVariables);
Function = func.Compile();
Gradient = grad.Compile();
}
/// <summary>
/// Creates a new objective function specified through a string.
/// </summary>
/// <param name="numberOfVariables">The number of parameters in the <paramref name="function" />.</param>
/// <param name="function">
/// A lambda expression defining the objective
/// function.
/// </param>
public NonlinearObjectiveFunction(int numberOfVariables, Func <double[], double> function)
: this()
{
NumberOfVariables = numberOfVariables;
Function = function;
for (var i = 0; i < numberOfVariables; i++)
{
var name = "x" + i;
InnerVariables.Add(name, i);
InnerIndices.Add(i, name);
}
}
private void initialize(Dictionary <Tuple <string, string>, double> terms)
{
linear = new Dictionary <string, double>();
quadratic = new Dictionary <Tuple <string, string>, double>();
var list = new SortedSet <string>();
foreach (var term in terms)
{
if (term.Key.Item2 != null)
{
list.Add(term.Key.Item1);
list.Add(term.Key.Item2);
quadratic.Add(term.Key, term.Value);
}
else if (term.Key.Item1 != null)
{
list.Add(term.Key.Item1);
linear.Add(term.Key.Item1, term.Value);
}
else
{
c = term.Value;
}
}
int i = 0;
foreach (var variable in list)
{
InnerVariables.Add(variable, i);
InnerIndices.Add(i, variable);
i++;
}
NumberOfVariables = Variables.Count;
this.Q = createQuadraticTermsMatrix();
this.d = createLinearTermsVector();
this.Function = function;
this.Gradient = gradient;
}
private void initialize(Dictionary <Tuple <string, string>, double> terms)
{
var linear = new Dictionary <string, double>();
var quadratic = new Dictionary <Tuple <string, string>, double>();
var list = new SortedSet <string>();
foreach (var term in terms)
{
if (term.Key.Item2 is not null)
{
list.Add(term.Key.Item1);
list.Add(term.Key.Item2);
quadratic.Add(term.Key, term.Value);
}
else if (term.Key.Item1 is not null)
{
list.Add(term.Key.Item1);
linear.Add(term.Key.Item1, term.Value);
}
else
{
ConstantTerm = term.Value;
}
}
var i = 0;
foreach (var variable in list)
{
InnerVariables.Add(variable, i);
InnerIndices.Add(i, variable);
i++;
}
NumberOfVariables = Variables.Count;
QuadraticTerms = createQuadraticTermsMatrix(quadratic);
LinearTerms = createLinearTermsVector(linear);
Function = function;
Gradient = gradient;
}