internal OptSimplexBoundVariable GetClon()
{
OptSimplexBoundVariable clon = new OptSimplexBoundVariable(this._Name, this._InitialGuess, this._LowerBound, this._UpperBound, this._ScaleFactor);
clon.Fixed = this._Fixed;
return(clon);
}
internal static OptSimplexBoundVariable[] GetClon(OptSimplexBoundVariable[] variables)
{
OptSimplexBoundVariable[] cloned = new OptSimplexBoundVariable[variables.Length];
for (int i = 0; i < variables.Length; i++)
{
cloned[i] = variables[i].GetClon();
}
return(cloned);
}
private OptSimplexBoundVariable[] GetVariables(OptBoundVariable[] variablesArray)
{
OptSimplexBoundVariable[] vars = new OptSimplexBoundVariable[variablesArray.Length];
for (int i = 0; i < variablesArray.Length; i++)
{
OptBoundVariable var = variablesArray[i];
vars[i] = new OptSimplexBoundVariable(var.Name, var.InitialGuess, var.Fixed, var.LowerBound, var.UpperBound);
}
return(vars);
}
private int GetNumFreeVariable(OptSimplexBoundVariable[] variables)
{
int numFreeVariables = 0;
foreach (OptSimplexBoundVariable var in variables)
{
if (var.Fixed == false) numFreeVariables++;
}
return numFreeVariables;
}
private OptSimplexBoundVariable[] GetVariables(OptBoundVariable[] variablesArray)
{
OptSimplexBoundVariable[] vars = new OptSimplexBoundVariable[variablesArray.Length];
for (int i = 0; i < variablesArray.Length; i++)
{
OptBoundVariable var = variablesArray[i];
vars[i] = new OptSimplexBoundVariable(var.Name, var.InitialGuess, var.Fixed, var.LowerBound, var.UpperBound);
}
return vars;
}
private double[] GetMinimum(OptMultivariateFunction function, OptSimplexBoundVariable[] variables, double initialStep, double tolerance, ref int MAXFUN)
{
if (this._CobylaDriver == null) this._CobylaDriver = new CobylaDriver();
double[] minimum = this._CobylaDriver.ComputeMin(function, variables, initialStep, tolerance, ref MAXFUN);
this.FunEvaluations = MAXFUN;
return minimum;
}
private double GetAutomaticInitialStep(OptSimplexBoundVariable[] variables)
{
int numFreeVariables = this.GetNumFreeVariable(variables);
if (numFreeVariables == 0) return 1;
double step = 0;
double sum = 0;
foreach (OptSimplexBoundVariable var in variables)
{
if (var.Fixed == false)
{
//mod
sum += Math.Abs(var.InitialGuess / var.ScaleFactor);
}
}
if (sum != 0)
{
step = sum / (2.0 * numFreeVariables);
}
else
{
step = 1;
}
return step;
}
/// <summary>
/// Computes the minimum point of a function of several variables.
/// </summary>
/// <param name="function">The function to minimize.</param>
/// <param name="variables">Array of size N containing the varaibles.</param>
/// <param name="initialStep">The initial change of the variables.</param>
/// <returns>Array containing the solution.</returns>
public double[] ComputeMin(OptMultivariateFunction function, OptSimplexBoundVariable[] variables, float initialStep)
{
if (variables == null) return new double[0];
if (variables.Length == 0) return new double[0];
int maxFunc = this._MaxFunEvaluations;
return this.GetMinimum(function, variables, initialStep, this._Tolerance, ref maxFunc);
}
internal OptSimplexBoundVariable GetClon()
{
OptSimplexBoundVariable clon = new OptSimplexBoundVariable(this._Name, this._InitialGuess, this._LowerBound, this._UpperBound, this._ScaleFactor);
clon.Fixed = this._Fixed;
return clon;
}
internal static OptSimplexBoundVariable[] GetClon(OptSimplexBoundVariable[] variables)
{
OptSimplexBoundVariable[] cloned = new OptSimplexBoundVariable[variables.Length];
for (int i = 0; i < variables.Length; i++)
{
cloned[i] = variables[i].GetClon();
}
return cloned;
}