public override void Solve()
{
file = new StreamWriter("Log.txt");
result = new Result(problem);
Mv = new double[problem.Constraints.Count + 1 + 1];
problems = new SortedList <double, InternalProblem>();
AddProblem(0, Double.NegativeInfinity);
do
{
int bestProblemIndex = FindBestProblem();
InternalProblem bestProblem = problems.Values[bestProblemIndex];
MakeIteration(ref bestProblem);
problems[problems.Values[bestProblemIndex].Y0] = bestProblem;
foreach (Trial trial in problems.Values[0].Trials.Values)
{
if (trial.Y[0] == bestProblem.Y0)
{
trial.Evals[0] = bestProblem.BestValue;
}
}
}while ((result.Iterations <= (int)options.GetValue("MaxIters")) && !problems.Values[0].IsStop);
file.Close();
}
private void MakeIteration(ref InternalProblem internalProblem)
{
double y = 0.0;
{
Trial Tt = internalProblem.Trials.Values[internalProblem.T];
Trial Tt1 = internalProblem.Trials.Values[internalProblem.T - 1];
if (Tt.Y[0] - Tt1.Y[0] <= (double)options.GetValue("Epsilon"))
{
internalProblem.IsStop = true;
}
double Zt = (internalProblem.T == internalProblem.Trials.Count - 1) ? 0 : Tt.Evals[Tt.Index - 1];
double Zt1 = (internalProblem.T == 1) ? 0 : Tt1.Evals[Tt1.Index - 1];
double R = (double)options.GetValue("R");
if (Tt.Index != Tt1.Index)
{
y = (Tt.Y[0] + Tt1.Y[0]) / 2;
}
else
{
y = (Tt.Y[0] + Tt1.Y[0]) / 2 - (Zt - Zt1) / (2 * R * Mv[Tt.Index]);
}
}
Trial trial = MakeTrial(Double.IsInfinity(internalProblem.Y0) ? 0 : 1,
internalProblem.Y0, y, internalProblem.Functions);
if (trial.Index == internalProblem.Functions.Count)
{
if (trial.Evals[internalProblem.Functions.Count - 1] < internalProblem.BestValue)
{
internalProblem.BestValue = trial.Evals[internalProblem.Functions.Count - 1];
}
}
internalProblem.Trials.Add(y, trial);
}
private void AddProblem(int dim, double y0)
{
InternalProblem internalProblem = new InternalProblem();
internalProblem.Y0 = y0;
internalProblem.Functions = new List <FunctionDelegate>();
if (dim == 0)
{
internalProblem.Functions.Add(delegate(double[] args)
{
AddProblem(1, args[0]);
return(problems[args[0]].BestValue);
});
}
else
{
if (problem.Constraints.Count >= 1)
{
internalProblem.Functions.Add(delegate(double[] args)
{
return(problem.Constraints[0](new double[] { y0, args[0] }));
});
}
if (problem.Constraints.Count >= 2)
{
internalProblem.Functions.Add(delegate(double[] args)
{
return(problem.Constraints[1](new double[] { y0, args[0] }));
});
}
if (problem.Constraints.Count >= 3)
{
internalProblem.Functions.Add(delegate(double[] args)
{
return(problem.Constraints[2](new double[] { y0, args[0] }));
});
}
internalProblem.Functions.Add(delegate(double[] args)
{
return(problem.TargetFunction(new double[] { y0, args[0] }));
});
}
internalProblem.Trials = new SortedList <double, Trial>();
Trial trial = new Trial();
trial.Index = 0;
trial.Y = new double[1];
trial.Y[0] = 0.0;
internalProblem.Trials.Add(0.0, trial);
trial = new Trial();
trial.Index = 0;
trial.Y = new double[1];
trial.Y[0] = 1.0;
internalProblem.Trials.Add(1.0, trial);
trial = MakeTrial(dim, y0, 0.5, internalProblem.Functions);
internalProblem.Trials.Add(0.5, trial);
internalProblem.BestValue = internalProblem.Trials[0.5].Evals[internalProblem.Trials[0.5].Index - 1];
internalProblem.IsStop = false;
internalProblem.MaxR = 1.0;
problems.Add(y0, internalProblem);
}
private void CalculateRv()
{
CalculateMv();
for (int k = 0; k < problems.Count; k++)
{
InternalProblem internalProblem = problems.Values[k];
List <int>[] Iv = new List <int> [internalProblem.Functions.Count + 1];
for (int i = 0; i < internalProblem.Functions.Count + 1; i++)
{
Iv[i] = new List <int>();
}
int V = Int32.MinValue;
for (int i = 0; i < internalProblem.Trials.Count; i++)
{
Iv[internalProblem.Trials.Values[i].Index].Add(i);
if (internalProblem.Trials.Values[i].Index > V)
{
V = internalProblem.Trials.Values[i].Index;
}
}
double[] Zv = new double[internalProblem.Functions.Count + 1];
for (int v = 1; v <= internalProblem.Functions.Count; v++)
{
if (v < V)
{
Zv[v] = 0.0;
}
else
{
Zv[v] = Double.MaxValue;
for (int i = 0; i < Iv[v].Count; i++)
{
Trial Ti = internalProblem.Trials.Values[Iv[v][i]];
double temp = Ti.Evals[Ti.Index - 1];
if (temp < Zv[v])
{
Zv[v] = temp;
}
}
}
}
double[] Rv = new double[internalProblem.Trials.Count - 1];
for (int i = 1; i < internalProblem.Trials.Count; i++)
{
Trial Ti = internalProblem.Trials.Values[i];
Trial Ti1 = internalProblem.Trials.Values[i - 1];
double Zi = (i == internalProblem.Trials.Count - 1) ? 0 : Ti.Evals[Ti.Index - 1];
double Zi1 = (i == 1) ? 0 : Ti1.Evals[Ti1.Index - 1];
double D = Ti.Y[0] - Ti1.Y[0];
double R = (double)options.GetValue("R");
if (Ti.Index < Ti1.Index)
{
Rv[i - 1] = 2 * D - 4 * (Zi1 - Zv[Ti1.Index]) / (Mv[Ti1.Index] * R);
}
if (Ti.Index > Ti1.Index)
{
Rv[i - 1] = 2 * D - 4 * (Zi - Zv[Ti.Index]) / (Mv[Ti.Index] * R);
}
if (Ti.Index == Ti1.Index)
{
Rv[i - 1] = D + (Zi - Zi1) * (Zi - Zi1) / (D * R * R * Mv[Ti.Index] * Mv[Ti.Index]) -
2 * (Zi + Zi1 - 2 * Zv[Ti.Index]) / (R * Mv[Ti.Index]);
}
}
internalProblem.T = 1;
internalProblem.MaxR = Rv[0];
for (int i = 1; i < internalProblem.Trials.Count; i++)
{
if (Rv[i - 1] > Rv[internalProblem.T - 1])
{
internalProblem.T = i;
internalProblem.MaxR = Rv[i - 1];
}
}
problems[internalProblem.Y0] = internalProblem;
}
}