public void FindParabolaMinimumWithDerivative()
{
using (var solver = new NLoptSolver(NLoptAlgorithm.LD_AUGLAG, 1, 0.01, 100, NLoptAlgorithm.LN_NELDERMEAD))
{
solver.SetLowerBounds(new[] { -10.0 });
solver.SetUpperBounds(new[] { 100.0 });
solver.AddLessOrEqualZeroConstraint((variables, gradient) =>
{
if (gradient != null)
{
gradient[0] = 1.0;
}
return(variables[0] - 100.0);
});
solver.SetMinObjective((variables, gradient) =>
{
if (gradient != null)
{
gradient[0] = (variables[0] - 3.0) * 2.0;
}
return(Math.Pow(variables[0] - 3.0, 2.0) + 4.0);
});
double?finalScore;
var initialValue = new[] { 2.0 };
var result = solver.Optimize(initialValue, out finalScore);
Assert.AreEqual(3.0, initialValue[0], 0.01);
Assert.AreEqual(4.0, finalScore.GetValueOrDefault(), 0.01);
}
}
public bool DisablingAllowed; //if user want us to disable components that are not necessary in recomputation
// CONSTRUCTOR FOR RADICAL
public RadicalOptimizer(Design design, RadicalWindow radwindow)
{
this.Design = design;
this.RadicalWindow = radwindow;
this.RadicalVM = this.RadicalWindow.RadicalVM;
this.MainAlg = this.RadicalVM.PrimaryAlgorithm;
this.DisablingAllowed = !this.RadicalVM.DisablingNotAllowed;
//this.SecondaryAlg = NLoptAlgorithm.LN_COBYLA;
BuildWrapper();
SetBounds();
StoredMainValues = new ChartValues <double>();
StoredConstraintValues = new ChartValues <ChartValues <double> >();
if (this.DisablingAllowed)
{
FindWhichOnesToDisable();
}
if (Design.Constraints != null)
{
foreach (Constraint c in Design.Constraints)
{
if (c.IsActive)
{
StoredConstraintValues.Add(new ChartValues <double>());
if (c.MyType == Constraint.ConstraintType.lessthan)
{
Solver.AddLessOrEqualZeroConstraint((x) => constraint(x, c));
}
else if (c.MyType == Constraint.ConstraintType.morethan)
{
Solver.AddLessOrEqualZeroConstraint((x) => - constraint(x, c));
}
else
{
Solver.AddEqualZeroConstraint((x) => constraint(x, c));
}
}
}
}
Solver.SetMinObjective((x) => Objective(x));
}
