public static double locateMonotonic(ObjectiveFunction.ObjectiveFunction objectivefunction, double min, double max, double value_target, double tolerance, int max_iterations)
{
double value_min = objectivefunction.evaluate(min);
double value_max = objectivefunction.evaluate(max);
for (int i = 0; i < max_iterations; ++i)
{
double mid = 0.5 * (min + max);
double value_mid = objectivefunction.evaluate(mid);
if ((value_min <= value_target && value_mid >= value_target) || (value_min >= value_target && value_mid <= value_target))
{
max = mid;
value_max = value_mid;
}
else
{
min = mid;
value_min = value_mid;
}
if (Math.Abs(max - min) < tolerance)
{
return(mid);
}
}
throw new GenericException("Reached the maximum number of iterations before converging.");
}
public static double integrate(double from, double to, ObjectiveFunction.ObjectiveFunction f, int NUM_STEPS)
{
double total = 0.0;
total += 0.5 * f.evaluate(from);
for (int i = 1; i < NUM_STEPS; ++i)
{
total += f.evaluate(i * (to - from) / NUM_STEPS);
}
total += 0.5 * f.evaluate(from);
total *= (to - from);
total /= NUM_STEPS;
return(total);
}