double PowellMethod(double lambdaInit, double lambdaDelta,
double eps1, double eps2,
ExMatrix xVector, ExMatrix sVector)
{
double[] lambda, f;
lambda = new double[3];
f = new double[3];
lambda[0] = lambdaInit;
while (true)
{
lambda[1] = lambda[0] + lambdaDelta;
f[0] = func.GetValue(xVector + sVector * lambda[0]);
f[1] = func.GetValue(xVector + sVector * lambda[1]);
if (f[0] > f[1])
{
lambda[2] = lambda[0] + 2 * lambdaDelta;
}
else
{
lambda[2] = lambda[0] - lambdaDelta;
}
f[2] = func.GetValue(xVector + sVector * lambda[2]);
while (true)
{
double lambdaMin = lambda[0], fMin = f[0];
for (int i = 0; i < 3; i++)
{
if (f[i] <= fMin)
{
fMin = f[i];
lambdaMin = lambda[i];
}
}
double lambdaOpt = 0.5 * (lambda[1] * lambda[1] - lambda[2] * lambda[2]) * f[0] +
(lambda[2] * lambda[2] - lambda[0] * lambda[0]) * f[1] +
(lambda[0] * lambda[0] - lambda[1] * lambda[1]) * f[2];
double denominator = (lambda[1] - lambda[2]) * f[0] +
(lambda[2] - lambda[0]) * f[1] +
(lambda[0] - lambda[1]) * f[2];
if (denominator == 0)
{
lambda[0] = lambdaMin;
break;
}
lambdaOpt /= denominator;
double fOpt = func.GetValue(xVector + sVector * lambdaOpt);
if (Math.Abs((fMin - fOpt) / fOpt) < eps1 &&
Math.Abs((lambdaMin - lambdaOpt) / lambdaOpt) < eps2)
{
return(lambdaOpt);
}
else
{
if (lambdaOpt >= lambda[0] && lambdaOpt <= lambda[2])
{
double[] lambdaArr = new double[4];
double lambdaBest;
for (int i = 0; i < 3; i++)
{
lambdaArr[i] = lambda[i];
}
if (fMin < fOpt)
{
lambdaBest = lambdaMin;
lambdaArr[3] = lambdaOpt;
}
else
{
lambdaBest = lambdaOpt;
lambdaArr[3] = lambdaMin;
}
lambda[1] = lambdaBest;
double delta1 = double.MaxValue;
double delta2 = double.MaxValue;
for (int i = 0; i < 4; i++)
{
double curDelta = lambdaBest - lambdaArr[i];
if (curDelta > 0 && curDelta < delta1)
{
lambda[0] = lambdaArr[i];
delta1 = curDelta;
}
curDelta *= -1;
if (curDelta > 0 && curDelta < delta2)
{
lambda[2] = lambdaArr[i];
delta2 = curDelta;
}
}
}
else
{
lambda[0] = lambdaOpt;
break;
}
}
}
}
}
public virtual double GetValue(ExMatrix x)
{
return(0);
}
public ExMatrix(ExMatrix matr)
{
m = matr.m;
n = matr.n;
this.elements = (double[, ])matr.elements.Clone();
}