public Optimization(string function, double calculationStep, List <OptimizationVariable> startVariables, List <OptimizationVariable> endVariables, List <OptimizationVariable> constants = null)
{
if (Optimization.CheckInputParametersName(startVariables, endVariables))
{
List <OptimizationVariable> allVariables = new List <OptimizationVariable>();
this.StartVariables = startVariables;
this.EndVariables = endVariables;
allVariables.AddRange(startVariables);
if (constants != null && constants.Count > 0)
{
this.Constants = constants;
allVariables.AddRange(constants);
}
this.Function = new Expression(function, OptimizationVariable.ConvertOptimizationVariablesToVariables(allVariables));
this.CalculationStep = calculationStep;
}
else
{
throw new ArgumentException("Parameters 'startValue' and 'endVariable' are incorrect.");
}
}
public List <OptimizationVariable> CalculateCoordinateSearch(out double functionResult, double epselon)
{
List <Variable> currentVariables = new List <Variable>();
double[] shifts = new double[this.StartVariables.Count * 2];
for (int i = 0; i < this.StartVariables.Count; i++)
{
currentVariables.Add(new Variable(this.StartVariables[i].Name, this.StartVariables[i].Value));
shifts[i] = 0;
}
int currenIteration = 0;
double oldValue, newValue;
do
{
oldValue = this.Function.GetResultValue(currentVariables);
for (int i = 0; i < this.StartVariables.Count; i++)
{
currentVariables[i].Value += this.CalculationStep;
shifts[i * 2] = this.Function.GetResultValue(currentVariables);
currentVariables[i].Value -= 2 * this.CalculationStep;
shifts[i * 2 + 1] = this.Function.GetResultValue(currentVariables);
currentVariables[i].Value += this.CalculationStep;
}
int minimalShiftIndex = this.GetMinIndex(shifts);
int parameterIndex = minimalShiftIndex / 2;
if (minimalShiftIndex % 2 == 0)
{
currentVariables[parameterIndex].Value += this.CalculationStep;
}
else
{
currentVariables[parameterIndex].Value -= this.CalculationStep;
}
newValue = this.Function.GetResultValue(currentVariables);
currenIteration++;
} while (Math.Abs(newValue - oldValue) > epselon && currenIteration < this.MaxIterationCount);
List <OptimizationVariable> result = OptimizationVariable.ConvertVariablesToOptimizationVariables(currentVariables);
functionResult = newValue;
return(result);
}
public List <OptimizationVariable> CalculateBrouteForce(out double functionResult)
{
List <OptimizationVariable> result = new List <OptimizationVariable>();
this.broutForceMin = double.MaxValue;
this.brouteForceResult = new List <Variable>();
this.currentBrouteForceParameters = new List <Variable>();
foreach (OptimizationVariable variable in this.StartVariables)
{
this.brouteForceResult.Add(new Variable(variable.Name, variable.Value));
this.currentBrouteForceParameters.Add(new Variable(variable.Name, variable.Value));
}
this.BustOptions(0);
result = OptimizationVariable.ConvertVariablesToOptimizationVariables(this.brouteForceResult);
functionResult = this.broutForceMin;
return(result);
}
private static bool CheckInputParametersName(List <OptimizationVariable> startVariables, List <OptimizationVariable> endVariables)
{
if (startVariables != null && endVariables != null &&
startVariables.Count > 0 && endVariables.Count > 0 && startVariables.Count == endVariables.Count)
{
for (int i = 0; i < startVariables.Count; i++)
{
OptimizationVariable variable = (from g in endVariables
where g.Name.Equals(startVariables[i].Name)
select g).FirstOrDefault();
if (variable == null)
{
return(false);
}
}
return(true);
}
return(false);
}
/// <summary>
/// Initializes a new instance of the <see cref="OptimizationVariable" /> class.
/// </summary>
/// <param name="integralVariable">Initial variable which is supposed to be copied to the current one</param>
public OptimizationVariable(OptimizationVariable integralVariable)
{
this.Name = integralVariable.Name;
this.Value = integralVariable.Value;
}