public Vector Normalize()
{
Vector vector = new Vector(this.NRows);
double num = this.Length();
for (int i = 0; i < this.NRows; i++)
{
vector[i] = this.double_0[i] / num;
}
return vector;
}
private void method_0(Func<Vector, double> func_1, Vector vector_6, Vector vector_7, Vector vector_8)
{
this.func_0 = func_1;
this.vector_0 = vector_6;
this.vector_1 = vector_7;
if (!(vector_7 >= vector_6))
{
throw new Exception("Combination of bounding vectors is not valid.");
}
if (vector_8 != null)
{
this.vector_3 = vector_8;
}
else
{
this.vector_3 = (vector_7 - vector_6) / 2.0;
}
this.double_8 = func_1(this.vector_3);
this.vector_2 = this.vector_3;
this.vector_4 = this.vector_3;
this.vector_5 = this.vector_3;
this.double_7 = this.double_8;
this.double_9 = this.double_8;
this.double_10 = this.double_8;
this.double_11 = 0.0;
this.double_12 = 0.0;
this.int_2 = 1;
this.int_3 = 1;
this.int_4 = 0;
this.int_5 = 0;
this.double_0 = 0.8;
this.double_1 = 0.001;
this.double_3 = -1.0 / Math.Log(this.double_0);
this.double_4 = -1.0 / Math.Log(this.double_1);
this.double_5 = this.double_3;
this.double_6 = Math.Pow(this.double_4 / this.double_3, 1.0 / ((double)this.NC - 1.0));
this.random_0 = new Random();
}
public Vector Run(Func<Vector, double> func, Vector xl, Vector xu, Vector x0 = null)
{
this.method_0(func, xl, xu, x0);
for (int i = 0; i < this.NC; i++)
{
for (int j = 0; j < this.NT; j++)
{
this.method_1();
}
this.double_5 *= this.double_6;
}
if (this.OutputEnabled)
{
Console.WriteLine();
Console.WriteLine("Best function : " + this.double_10);
this.vector_5.Print("Best coordiantes : ", "0.00");
Console.WriteLine();
Console.WriteLine("Accepted : " + this.int_2);
Console.WriteLine("Rejected : " + this.int_3);
Console.WriteLine("Accepted uphills : " + this.int_4);
Console.WriteLine("Rejected uphills : " + this.int_5);
}
return this.vector_5;
}
public object Clone()
{
Vector vector = new Vector(this.NRows);
for (int i = 0; i < this.NRows; i++)
{
vector[i] = this[i];
}
return vector;
}
public static Vector Min(Vector vector1, Vector vector2)
{
if (vector1.NRows != vector2.NRows)
{
throw new Exception("Can not perform min operation for vectors with different sizes.");
}
Vector vector3 = new Vector(vector1.NRows);
for (int i = 0; i < vector1.NRows; i++)
{
vector3[i] = Math.Min(vector1[i], vector2[i]);
}
return vector3;
}
public static Vector Rand(int nrows)
{
Vector vector = new Vector(nrows);
for (int i = 0; i < nrows; i++)
{
vector[i] = Vector.random.NextDouble();
}
return vector;
}
public static Vector operator -(Vector vector1, Vector vector2)
{
if (vector1.NRows != vector2.NRows)
{
throw new Exception("Can not subtract vectors with different sizes.");
}
Vector vector3 = new Vector(vector1.NRows);
for (int i = 0; i < vector1.NRows; i++)
{
vector3[i] = vector1[i] - vector2[i];
}
return vector3;
}
public static Vector operator -(double x, Vector vector)
{
Vector vector2 = new Vector(vector.NRows);
for (int i = 0; i < vector.NRows; i++)
{
vector2[i] = x - vector[i];
}
return vector2;
}
public static Vector operator -(Vector vector, double x)
{
Vector vector2 = new Vector(vector.NRows);
for (int i = 0; i < vector.NRows; i++)
{
vector2[i] = vector[i] - x;
}
return vector2;
}
public Chromosome Mutate(Chromosome chromosome, Bounds bounds)
{
Vector vector = new Vector(bounds.Lower.NRows);
for (int i = 0; i < vector.NRows; i++)
{
vector[i] = GeneticAlgorithm.Random.NextDouble()*(bounds.Upper[i] - bounds.Lower[i]) + bounds.Lower[i];
}
return new Chromosome(vector);
}
public Chromosome Cross(Chromosome chromosome1, Chromosome chromosome2, Bounds bounds)
{
int nRows = chromosome1.Vector.NRows;
Vector vector = new Vector(nRows);
for (int i = 0; i < nRows; i++)
{
double num = Math.Min(chromosome1.Vector[i], chromosome2.Vector[i]);
double expr_55 = Math.Max(chromosome1.Vector[i], chromosome2.Vector[i]);
double num2 = (expr_55 - num)*this.Alpha;
double num3 = Math.Max(num - num2, bounds.Lower[i]);
double num4 = Math.Min(expr_55 + num2, bounds.Upper[i]);
double num5 = GeneticAlgorithm.Random.NextDouble();
vector[i] = num5*(num4 - num3) + num3;
if (this.IsPorfolioOptimization)
{
if (num5 < 0.1)
{
vector[i] = bounds.Lower[i];
}
else if (num5 < 0.2)
{
vector[i] = bounds.Upper[i];
}
}
}
return new Chromosome(vector);
}
public Bounds(Vector lower, Vector upper)
{
Lower = lower;
Upper = upper;
}
public Vector StdDev(int index1, int index2)
{
Vector vector = new Vector(this.Nrows);
for (int i = 0; i < this.Nrows; i++)
{
vector[i] = this.StdDev(i, index1, index2);
}
return vector;
}
public Vector Variance(int index1, int index2)
{
Vector vector = new Vector(this.Nrows);
for (int i = 0; i < this.Nrows; i++)
{
vector[i] = this.Variance(i, index1, index2);
}
return vector;
}