public void MinBrent2()
{
double xmin = 0;
//local minimum
double realXmin = 4.057968;
double eps = 1e-5;
int maxCount = 50;
LineSearch ls = new LineSearch();
TestFunction1 f = new TestFunction1();
int counter = ls.FindMinimumViaBrent(f,1,4,5,maxCount,eps,ref xmin);
Assert.IsTrue(counter<maxCount);
Assert.IsTrue (System.Math.Abs(xmin-realXmin)<eps);
}
public void MinBrent3()
{
double xmin=0;
double eps = 1e-5;
double realXmin = -0.75;
int maxCount = 50;
LineSearch ls = new LineSearch();
TestFunction2 f = new TestFunction2();
double[] res = new double[3];
int counter = ls.FindMinInterval(f,-10,1,30,ref res);
counter = ls.FindMinimumViaBrent(f,res[0],res[1],res[2],maxCount,eps, ref xmin);
Assert.IsTrue(counter<maxCount);
Assert.IsTrue (System.Math.Abs(xmin-realXmin)<eps);
}
public void MinBrent2()
{
double xmin = 0;
//local minimum
double realXmin = 4.057968;
double eps = 1e-5;
int maxCount = 50;
LineSearch ls = new LineSearch();
TestFunction1 f = new TestFunction1();
int counter = ls.FindMinimumViaBrent(f, 1, 4, 5, maxCount, eps, ref xmin);
Assert.IsTrue(counter < maxCount);
Assert.IsTrue(System.Math.Abs(xmin - realXmin) < eps);
}
public void MinBrent4()
{
double xmin = 0;
double eps = 1e-5;
double realXmin = -0.75;
int maxCount = 50;
LineSearch ls = new LineSearch();
TestFunction2 f = new TestFunction2();
double[] res = new double[3];
int counter = ls.FindMinInterval(f, 1000, 1, 30, ref res);
counter = ls.FindMinimumViaBrent(f, res[0], res[1], res[2], 50, eps, ref xmin);
Assert.IsTrue(counter < maxCount);
Assert.IsTrue(System.Math.Abs(xmin - realXmin) < eps);
}
public void MinBrent1()
{
double xmin = 0;
int maxCount = 50;
double realXmin = -1.364641;
double eps = 1e-5;
LineSearch ls = new LineSearch();
TestFunction1 f = new TestFunction1();
double[] res = new double[3];
int counter = ls.FindMinInterval(f, -10, 1, maxCount, ref res);
counter = ls.FindMinimumViaBrent(f, res[0], res[1], res[2], maxCount, eps, ref xmin);
Assert.IsTrue(counter < maxCount);
Assert.IsTrue(System.Math.Abs(xmin - realXmin) < eps);
}
private double[] CalculateNextPoint(double[] pX, double[] pGrad, GeneralMatrix hessian)
{
int i=0;
double xmin=0;
double step = _step;
GeneralMatrix alfaX = new GeneralMatrix(_nDim,1);
GeneralMatrix prevX = new GeneralMatrix(pX,_nDim);
GeneralMatrix prevGrad = new GeneralMatrix(pGrad,_nDim);
double[] intermediate = new double[_nDim];;
alfaX = hessian.Multiply(prevGrad);
//doing a line search to minimize alpha
OneDWrapper wrapper = new OneDWrapper(_f,prevX,alfaX);
LineSearch search = new LineSearch();
double[] interval = new double[Constants.BRACKET_POINTS];
int it1 = search.FindMinInterval(wrapper,_alpha,step,50,ref interval);
int it2 = search.FindMinimumViaBrent(wrapper,interval[0],interval[1],interval[2],50,_epsilon, ref xmin);
for (i=0;i<_nDim; i++)
intermediate[i] = prevX.GetElement(i,0) - xmin*alfaX.GetElement(i,0);
_alpha = xmin;
return intermediate;
}
