public double RunTestProblem(CalcfcDelegate calcfc, int n, int m, double rhoend, double[] xopt)
{
var timer = new Stopwatch();
timer.Restart();
var optimizer = new Cobyla(n, m, calcfc)
{
MaximumFunctionCalls = maxfun,
TrustRegionRadiusStart = rhobeg,
TrustRegionRadiusEnd = rhoend
};
var result = optimizer.FindMinimum(Enumerable.Repeat(1.0, n).ToArray());
timer.Stop();
Assert.That(result.Status,
Is.EqualTo(OptimizationStatus.Normal).Or.EqualTo(OptimizationStatus.MAXFUN_Reached));
var error = xopt.Select((xo, i) => Math.Pow(xo - result.X[i], 2.0)).Sum();
Console.WriteLine("{0}Least squares error in variables = {1,16:E6}", Environment.NewLine, error);
Console.WriteLine("Elapsed time for optimization = {0} ms", timer.ElapsedMilliseconds);
return(error);
}
public double RunTestProblem(CalcfcDelegate calcfc, int n, int m, double rhoend, double[] xopt)
{
var x = Enumerable.Repeat(1.0, n).ToArray();
var timer = new Stopwatch();
timer.Restart();
Assert.That(Cobyla.FindMinimum(calcfc, n, m, x, rhobeg, rhoend, iprint, maxfun),
Is.EqualTo(CobylaExitStatus.Normal).Or.EqualTo(CobylaExitStatus.MaxIterationsReached));
timer.Stop();
var error = xopt.Select((xo, i) => Math.Pow(xo - x[i], 2.0)).Sum();
Console.WriteLine("{0}Least squares error in variables = {1,16:E6}", Environment.NewLine, error);
Console.WriteLine("Elapsed time for optimization = {0} ms", timer.ElapsedMilliseconds);
return(error);
}
public double RunTestProblem(CalcfcDelegate calcfc, int n, int m, double rhoend, double[] xopt)
{
var x = Enumerable.Repeat(1.0, n).ToArray();
var timer = new Stopwatch();
timer.Restart();
Assert.That(Cobyla.FindMinimum(calcfc, n, m, x, rhobeg, rhoend, iprint, maxfun),
Is.EqualTo(CobylaExitStatus.Normal).Or.EqualTo(CobylaExitStatus.MaxIterationsReached));
timer.Stop();
var error = xopt.Select((xo, i) => Math.Pow(xo - x[i], 2.0)).Sum();
Console.WriteLine("{0}Least squares error in variables = {1,16:E6}", Environment.NewLine, error);
Console.WriteLine("Elapsed time for optimization = {0} ms", timer.ElapsedMilliseconds);
return error;
}
