public override MinimizerResult Minimize(
IFunction <double[], double> function_to_minimize,
IFunction <double[], bool> validation_function,
IMinimizerHaltingCriterion <Simplex> halting_criterion,
double[] initial_value,
double[] step_size)
{
throw new NotImplementedException();
}
public override MinimizerResult Minimize(
IFunction <double[], double> minimization_function,
IFunction <double[], bool> validation_function,
IMinimizerHaltingCriterion <Simplex> halting_criterion,
double[] parameters_initial,
double[] initial_vextex_size)
{
Simplex simplex = new Simplex(parameters_initial, initial_vextex_size, minimization_function, validation_function); /* Holds vertices of simplex */
MinimizerResult result = new MinimizerResult(simplex);
if (TrackResuls)
{
for (int vertex_index = 0; vertex_index < simplex.VertexCount; vertex_index++)
{
result.EvaluationList.Add(ToolsCollection.Copy(simplex.vertexes[vertex_index]));
result.ValueList.Add(simplex.vertex_values[vertex_index]);
result.IterationList.Add(0);
}
}
double[] centroid_vertex = new double[simplex.ParameterCount];
for (int iteration = 1; iteration <= halting_criterion.MaximumIterationCount; iteration++)
{
simplex.ComputeCentroidVertex(centroid_vertex);
// Check if the reflected point is valid; if so, accept or try expansion, if not then try an iside or outside contraction.
bool reflection_or_expansion_successfull = TryReflectionAndExpansion(minimization_function, validation_function, simplex, centroid_vertex, result, iteration);
// Check if reflextion and expansion where succesfull
if (!reflection_or_expansion_successfull)
{
bool contraction_successful = TryContraction(minimization_function, validation_function, simplex, centroid_vertex, result, iteration);
// Check if contraction was succesfull
if (!contraction_successful)
{
bool shrink_successful = TryShrink(minimization_function, validation_function, simplex, centroid_vertex, result, iteration);
// Check if shrink was succesfull
if (!shrink_successful)
{
return(result);
}
}
}
if (halting_criterion.CheckHalt(simplex))
{
result.IsHalted = false;
break;
}
}
result.IsSuccesFull = true;
return(result);
}
public MinimizerResult Minimize(
IFunction <double[], double> function_to_minimize,
IMinimizerHaltingCriterion <HaltingInfoType> halting_criterion,
double[] parameters_initial,
double[] initial_vextex_size)
{
return(Minimize(
function_to_minimize,
new FunctionContstant <double[], bool>(true),
halting_criterion,
parameters_initial,
initial_vextex_size));
}
public override MinimizerResult Minimize(
IFunction <double[], double> minimization_function,
IFunction <double[], bool> validation_function,
IMinimizerHaltingCriterion <Simplex> halting_criterion,
double[] parameters_initial,
double[] initial_vextex_size)
{
Simplex simplex = new Simplex(parameters_initial, minimization_function, validation_function); /* Holds vertices of simplex */
MinimizerResult result = new MinimizerResult(simplex);
result.IsHalted = false;
result.IsSuccesFull = true;
return(result);
}
public abstract MinimizerResult Minimize(
IFunction <double[], double> function_to_minimize,
IFunction <double[], bool> validation_function,
IMinimizerHaltingCriterion <HaltingInfoType> halting_criterion,
double[] initial_value,
double[] step_size);
