public void CreateInitialVertices_WithStepSizeZero_Throws()
{
var initialVertex = DecisionVector.CreateFromArray(
DecisionSpace.CreateForUniformDoubleArray(3, double.MinValue, double.MaxValue),
Enumerable.Repeat(0.0, 3));
Assert.Throws <ArgumentOutOfRangeException>(() => Simplex.CreateInitialVertices(initialVertex, 0));
}
/// <summary>
/// Constructs a new Nelder-Mead Simplex local search optimiser.
/// </summary>
/// <param name="fitnessCalculator">A <see cref="FitnessCalculatorSingleObjective"/>. <see cref="Optimiser"/></param>
/// <param name="initialLocation">Starting location for the search.</param>
/// <param name="hyperParameters">
/// Instance of <see cref="HyperParameterManager"/> containing values for
/// all the coefficients required by <see cref="NelderMeadHyperParameters"/>.
/// </param>
public NelderMead(
IFitnessCalculator fitnessCalculator,
DecisionVector initialLocation,
HyperParameterManager hyperParameters) :
base(new Simplex(initialLocation.Count), fitnessCalculator)
{
// Set up simplex operations
OperationsManager = new NelderMeadSimplexOperationsManager(hyperParameters);
//Set up simplex
InitialVerticesStillUnevaluated = Simplex.CreateInitialVertices(
initialLocation,
hyperParameters.GetHyperParameterValue <double>(NelderMeadHyperParameters.Simplex_Creation_Step_Size));
//Initialise historian
tempProgress.Add(NelderMeadSimplexOperations.R);
}
public void CreateInitialVertices_CreatesCorrectly(int numDims, double stepSize)
{
var initialVertex = DecisionVector.CreateFromArray(
DecisionSpace.CreateForUniformDoubleArray(numDims, double.MinValue, double.MaxValue),
Enumerable.Repeat(0.0, numDims));
var newVertices = Simplex.CreateInitialVertices(initialVertex, stepSize);
// Collection must be D+1 long
Assert.True(newVertices.Count == numDims + 1);
// Every vector must be D long
Assert.All(newVertices, v => Assert.True(v.Count == numDims));
// The Euclidean distance of every vector from the initial one must be equal to stepSize
Assert.All(newVertices.Skip(1),
v => Assert.True(Math.Sqrt(v
.Select((a, i) => (double)a - (double)initialVertex.ElementAt(i))
.Select(a => Math.Pow(a, 2))
.Sum())
== stepSize));
}