public void TestReflection()
{
Poly cf = new Poly();
NelderMead optim = new NelderMead(cf);
DoubleVector[] simplex = new DoubleVector[3];
simplex[0] = new DoubleVector(new double[2]{1,1});
simplex[1] = new DoubleVector(new double[2]{1,-1});
simplex[2] = new DoubleVector(new double[2]{2,0});
optim.Rho = 1.5;
optim.InitializeMethod(simplex);
optim.IterateMethod();
DoubleVector xr = (1+optim.Rho)*(new DoubleVector(new double[2]{1,0})) - optim.Rho*simplex[2];
Assert.IsTrue(optim.LastStep == NelderMead.Step.Reflection);
Assert.AreEqual(optim.Simplex[0][0],xr[0]);
Assert.AreEqual(optim.Simplex[0][1],xr[1]);
}
public void TestInitializeMethod()
{
Rosenbrock cf = new Rosenbrock();
NelderMead optim = new NelderMead(cf);
DoubleVector x0 = new DoubleVector(new double[4]{0,1,2,3});
optim.SimplexDelta = 0.1;
optim.SimplexZeroDelta = 0.0001;
optim.InitializeMethod(x0);
Assert.AreEqual(optim.Simplex.Length,5);
for (int i=0; i<optim.Simplex.Length; i++)
{
Assert.AreEqual(optim.Simplex[i][0],x0[0],optim.SimplexZeroDelta);
Assert.AreEqual(optim.Simplex[i][1],x0[1],optim.SimplexDelta*x0[1]+0.001);
Assert.AreEqual(optim.Simplex[i][2],x0[2],optim.SimplexDelta*x0[2]+0.001);
Assert.AreEqual(optim.Simplex[i][3],x0[3],optim.SimplexDelta*x0[3]+0.001);
}
for (int i=1; i<optim.Simplex.Length; i++)
{
Assert.IsTrue(cf.Value(optim.Simplex[i-1])<cf.Value(optim.Simplex[i]));
}
}
public void TestRosenbrock()
{
Rosenbrock cf = new Rosenbrock();
NelderMead optim = new NelderMead(cf);
DoubleVector x0 = new DoubleVector(new double[5]{1.3,0.7,0.8,1.9,1.2});
optim.Minimize(x0);
Assert.AreEqual(optim.SolutionValue,0.0,0.0001);
Assert.AreEqual(optim.SolutionVector[0],1.0,0.0001);
Assert.AreEqual(optim.SolutionVector[1],1.0,0.0001);
Assert.AreEqual(optim.SolutionVector[2],1.0,0.0001);
Assert.AreEqual(optim.SolutionVector[3],1.0,0.0001);
Assert.AreEqual(optim.SolutionVector[4],1.0,0.0001);
}
public void TestShrink()
{
Poly cf = new Poly();
NelderMead optim = new NelderMead(cf);
DoubleVector[] simplex = new DoubleVector[3];
simplex[0] = new DoubleVector(new double[2]{1,1});
simplex[1] = new DoubleVector(new double[2]{1,-1});
simplex[2] = new DoubleVector(new double[2]{2,0});
optim.Rho = 10;
optim.Psi = 1.5;
optim.InitializeMethod(simplex);
optim.IterateMethod();
Assert.IsTrue(optim.LastStep == NelderMead.Step.Shrink);
}