private MKT_Point[] GetStartPoints()
{
SetupCurrentPoint(startPoint, 0);
var secondPoint = new MKT_Point(startPoint.x + initialLength, startPoint.y, fn);
var thirdPoint = new MKT_Point(startPoint.x, startPoint.y + initialLength, fn);
SetupCurrentPoint(secondPoint, 1);
SetupCurrentPoint(thirdPoint, 2);
return currentPoints;
}
public NelderMid(
MKT_Point startPoint,
Func<float, float, float> fn,
SquarePoint[] bounds,
MktIterationMode iterationMode)
{
this.startPoint = startPoint;
this.fn = fn;
_points = new List<MKT_Point>();
this.bounds = bounds;
currentPoints = new MKT_Point[3];
maxPoints = iterationMode == MktIterationMode.Full ? 75 : 6;
}
private IList<MKT_Point> ShlpFromLambdaPoints(IList<MKT_Point> points, MKT_Point worstPoint)
{
var suitablePoints = new List<MKT_Point>();
var watch2 = Stopwatch.StartNew();
foreach (var mktPoint in points)
{
var shlpValue = Shlp(mktPoint);
if (shlpValue != null && shlpValue.Value < worstPoint.Value)
{
suitablePoints.Add(shlpValue);
}
}
watch2.Stop();
return suitablePoints;
}
private MKT_Point Shlp(MKT_Point point)
{
var result = shlpWrapper.GetShlpObject(point).Calculate();
return result != null ? new MKT_Point(result.x, result.y, point) : null;
}
private SquarePoint Iteration()
{
do
{
var isComressionNeeded = false;
currentPoints = currentPoints.OrderByDescending(x => x.Value).ToArray();
var xh = currentPoints[hi];
var xg = currentPoints[gi];
var xl = currentPoints[li];
if (float.IsInfinity(xl.Value))
{
break;
}
var xc = new SquarePoint(
(xg.x + xl.x) / 2,
(xg.y + xl.y) / 2);
var xr = new MKT_Point(
Xr(xc.x, xh.x),
Xr(xc.y, xh.y),
fn);
if (xr.Value < xl.Value)
{
var xe = new MKT_Point(
Xe(xc.x, xr.x),
Xe(xc.y, xr.y),
fn);
if (xe.Value <= xr.Value)
{
SetupCurrentPoint(xe, hi);
}
else
{
SetupCurrentPoint(xr, hi);
}
}
else if (xl.Value < xr.Value && xr.Value < xh.Value)
{
SetupCurrentPoint(xr, hi);
}
else if (xg.Value < xr.Value && xr.Value < xh.Value)
{
var buf_xr = xr;
xr = xh;
xh = buf_xr;
isComressionNeeded = true;
}
else
{
isComressionNeeded = true;
}
if (isComressionNeeded)
{
var xs = new MKT_Point(Xs(xh.x, xc.x), Xs(xh.y, xc.y), fn);
if (xs.Value < xh.Value)
{
SetupCurrentPoint(xs, hi);
}
else
{
var xi_xh = new MKT_Point(Xi(xh.x, xl.x), Xi(xh.y, xl.y), fn);
SetupCurrentPoint(xi_xh, hi);
var xi_xg = new MKT_Point(Xi(xg.x, xl.x), Xi(xg.y, xl.y), fn);
SetupCurrentPoint(xi_xg, hi);
}
}
} while (OneMoreIteration());
var suitablePoints =
_points.Where(x => x.x <= bounds[1].x && x.x >= bounds[0].x && x.y >= bounds[0].y && x.y <= bounds[1].y);
return suitablePoints
.FirstOrDefault(x => Math.Abs(x.Value - suitablePoints.Min(c => c.Value)) < 0.01);
}
private void SetupCurrentPoint(MKT_Point point, int index)
{
_points.Add(point);
currentPoints[index] = point;
}
private float Length(MKT_Point p1, MKT_Point p2)
{
return (float)Math.Sqrt(Math.Pow(p1.x - p2.x, 2) + Math.Pow(p1.y - p2.y, 2));
}
public MKT_Point(float x, float y, MKT_Point shlpFrPoint)
: this(x, y, shlpFrPoint._fn)
{
ShlpFrom = shlpFrPoint;
}