/// Create a Simplex by finding the optimum in each direction
/// starting from the initial value..
public override void InitializeIterations()
{
double[] v = new double[_result.Length];
for (int i = 0; i < _result.Length; i++)
{
v[i] = 0;
}
VectorProjectedFunction projection = new VectorProjectedFunction(_f, _result, v);
OneVariableFunctionOptimizer unidimensionalFinder =
new OneVariableFunctionOptimizer(projection, _pointFactory);
unidimensionalFinder.DesiredPrecision = this.DesiredPrecision;
_simplex = new OptimizingVector[_result.Length + 1];
try
{
for (int i = 0; i < _result.Length; i++)
{
v[i] = 1;
projection.SetDirection(v);
v[i] = 0;
unidimensionalFinder.InitialValue = 0;
unidimensionalFinder.Evaluate();
_simplex[i] = _pointFactory.CreateVector(
projection.ArgumentAt(
unidimensionalFinder.Result), _f);
}
}
catch (DhbIllegalDimension) { };
_simplex[_result.Length] = _pointFactory.CreateVector(_result, _f);
SortPoints(_simplex);
}
private void AdjustLastDirection(DhbVector start)
{
try
{
int n = _projections.Length - 1;
_projections[n].SetOrigin(_result);
DhbVector newDirection = _projections[n].Origin - start;
double norm = newDirection.Norm;
if (norm > this.DesiredPrecision)
{
newDirection.ScaledBy(1 / norm);
_projections[n].Direction = newDirection;
_unidimensionalFinder.Function = _projections[n];
_unidimensionalFinder.InitialValue = 0;
_unidimensionalFinder.Evaluate();
_result = _projections[n].ArgumentAt(
_unidimensionalFinder.Result).ToComponents();
}
}
catch (DhbIllegalDimension) { };
}