public void Alloc(PZMath_multimin_fminimizer_type T, int n)
{
type = T;
x = new PZMath_vector(n);
state = new nmsimplex_state_t();
T.alloc(state, n);
}
public static void TestMultiminNMSimplex()
{
int np = 2;
TestMultiminNMSimplexParms parms = new TestMultiminNMSimplexParms(1.0, 2.0);
PZMath_multimin_fminimizer_type T = new PZMath_multimin_fminimizer_type();
T.Init("PZMath_multimin_fminimizer_nmsimplex");
PZMath_multimin_fminimizer s = new PZMath_multimin_fminimizer();
/* Initial vertex size vector */
PZMath_vector ss = new PZMath_vector(np);
PZMath_vector x;
PZMath_multimin_function minex_func = new PZMath_multimin_function();
int iter = 0, i;
int status;
double size;
/* Set all step sizes to 1 */
ss.SetAll(1.0);
/* Starting point */
x = new PZMath_vector(np);
x[0] = 5.0;
x[1] = 7.0;
/* Initialize method and iterate */
minex_func.f = new multimin_function(my_f);
minex_func.n = np;
minex_func.parms = parms;
s.Alloc(T, np);
s.Init(minex_func, x, ss);
do
{
iter++;
status = s.Iterate();
if (status > 0)
break;
size = s.Size();
status = s.TestSize (size, 1e-2);
if (status == 0)
{
System.Console.WriteLine ("converged to minimum at");
}
System.Console.Write (iter + " ");
for (i = 0; i < np; i++)
{
System.Console.Write (s.x[i] + " ");
}
System.Console.WriteLine ("f() = " + s.fval + " size = " + size);
}
while (status == -2 && iter < 100);
System.Console.ReadLine();
}
