public void FindMinimum_CubicTestfunction_AnalyticResult(double lowerBound, double upperBound, double initialGuess)
{
var optimizer = new BrentOptimizer();
var constraint = optimizer.Constraint.Create(Interval.Create(lowerBound, upperBound));
var optimizerAlgorithm = optimizer.Create(constraint);
optimizerAlgorithm.Function = optimizer.Function.Create(x => 2 * (x - 5) * (x - 5) * (x - 5) * (x - 4) + 4.0);
var state = optimizerAlgorithm.FindMinimum(initialGuess, out double actualArgMin, out double actualMinimum);
var expectedArgMin = 4.25;
var expectedMinimum = 4.0 - 27.0 / 128.0;
Assert.That(actualMinimum, Is.EqualTo(expectedMinimum).Within(1E-5), String.Format("Expected argMin: {0}, Actual argMin: {1}", expectedArgMin, actualArgMin));
Assert.That(actualArgMin, Is.EqualTo(expectedArgMin).Within(1E-5));
}
public void FindMinimum_XMinus1SquareTestFunction_AnalyticResult(double lowerBound, double upperBound, double initialGuess)
{
Assume.That((lowerBound < upperBound) && (lowerBound < 1.0) && (1.0 < upperBound), "Wrong lower bounds");
Assume.That((initialGuess < upperBound) && (lowerBound < initialGuess), "Invalid initial guess");
var optimizer = new BrentOptimizer();
var constraint = optimizer.Constraint.Create(Interval.Create(lowerBound, upperBound));
var optimizerAlgorithm = optimizer.Create(constraint);
optimizerAlgorithm.Function = optimizer.Function.Create(x => (x - 1.0) * (x - 1.0));
var state = optimizerAlgorithm.FindMinimum(initialGuess, out double actualArgMin, out double actualMinimum);
var expectedArgMin = 1.0;
var expectedMinimum = 0.0;
Assert.That(actualArgMin, Is.EqualTo(expectedArgMin).Within(1E-5));
Assert.That(actualMinimum, Is.EqualTo(expectedMinimum).Within(1E-5));
}
/// <summary>Initializes a new instance of the <see cref="Algorithm"/> class.
/// </summary>
/// <param name="optimizer">The <see cref="BrentOptimizer"/> object that serves as factory of the current object.</param>
/// <param name="constraint">The constraint in its <see cref="OneDimOptimizerConstraint"/> representation.</param>
internal Algorithm(BrentOptimizer optimizer, OneDimOptimizerConstraint constraint)
{
m_Optimizer = optimizer;
m_Constraint = constraint;
}