private Matrix IterationSearch(Matrix x, double sigma)
{
int n = x.N;
Matrix y = (Matrix)x.Clone();
Matrix u = (Matrix)x.Clone();
PenaltyVector fy = new PenaltyVector(functions.ExecuteFunctions(y));
PenaltyVector fu = new PenaltyVector(functions.ExecuteFunctions(u));
for (int i = 0; i < n; i++)
{
u[0][i] = y[0][i] + sigma;
fu = new PenaltyVector(functions.ExecuteFunctions(u));
if (fu < fy)
{
y[0][i] = u[0][i];
fy = (PenaltyVector)fu.Clone();
continue;
}
u[0][i] = y[0][i] - sigma;
fu = new PenaltyVector(functions.ExecuteFunctions(u));
if (fu < fy)
{
y[0][i] = u[0][i];
fy = (PenaltyVector)fu.Clone();
}
else
{
u[0][i] = y[0][i];
fu = (PenaltyVector)fy.Clone();
}
}
return(y);
}
public void Start()
{
PenaltyVector fx = new PenaltyVector(functions.ExecuteFunctions(x));
double sigma = 2;
int i = 0;
while (sigma >= eps)
{
i++;
sigma = sigma / 2;
Matrix y = IterationSearch(x, sigma);
PenaltyVector fy = new PenaltyVector(functions.ExecuteFunctions(y));
while (fx < fy)
{
Matrix z = (Matrix)((2 * y - x).Clone());
PenaltyVector fz = new PenaltyVector(functions.ExecuteFunctions(z));
x = y;
fx = fy;
y = IterationSearch(z, sigma);
fy = new PenaltyVector(functions.ExecuteFunctions(y));
}
Steps.Add(i, y);
}
}
public void VectorBetterCheck()
{
Vector a = new PenaltyVector(4);
Vector b = new PenaltyVector(4);
a[2] = 2;
bool res = a > b;
Assert.AreEqual(true, res);
b[0] = 1;
res = a > b;
Assert.AreEqual(false, res);
}
public void Start()
{
Matrix c = (a + b) / 2;
PenaltyVector Fc = functions.ExecuteFunctions(c);
PenaltyVector Fa = functions.ExecuteFunctions(a);
PenaltyVector Fb = functions.ExecuteFunctions(b);
int i = 1;
do
{
Steps.Add(i, c);
i++;
Matrix U = (a + c) / 2;
PenaltyVector Fu = functions.ExecuteFunctions(U);
if (Fu < Fc)
{
b = (Matrix)c.Clone();
c = (Matrix)U.Clone();
Fc = functions.ExecuteFunctions(c);
}
else
{
Matrix V = (c + b) / 2;
PenaltyVector Fv = functions.ExecuteFunctions(V);
if (Fv < Fc)
{
a = (Matrix)c.Clone();
Fa = functions.ExecuteFunctions(a);
c = (Matrix)V.Clone();
Fc = functions.ExecuteFunctions(c);
}
else
{
a = (Matrix)U.Clone();
Fa = functions.ExecuteFunctions(a);
b = (Matrix)V.Clone();
Fb = functions.ExecuteFunctions(b);
}
}
} while ((c - a).normEvcl() > eps);
}
private bool SquereInterpolation(Matrix a, Matrix b, Matrix U, Matrix V)
{
V = (Matrix)U.Clone();
PenaltyVector Fa = functions.ExecuteFunctions(a);
PenaltyVector Fb = functions.ExecuteFunctions(b);
PenaltyVector Fu = functions.ExecuteFunctions(U);
Matrix q = (b - U) * (Fa - Fu);
Matrix p = (U - a) * (Fb - Fu);
Matrix s = p + q;
if (s.normEvcl() <= 0)
{
return(false);
}
V = (p * (U + a) + q * (b + U)) / (s * 2);
if (V.normEvcl() <= a.normEvcl() || V.normEvcl() > b.normEvcl())
{
return(false);
}
return(true);
}
public Matrix Gradient()
{
Matrix res = new Matrix(x.N, x.M);
for (int i = 0; i < x.N; i++)
{
Matrix temp1 = new Matrix(x);
Matrix temp2 = new Matrix(x);
for (int j = 0; j < x.M; j++)
{
temp1[i][j] += 0.000001;
temp2[i][j] -= 0.000001;
PenaltyVector vec1 = new PenaltyVector(functions.ExecuteFunctions(temp1));
PenaltyVector vec2 = new PenaltyVector(functions.ExecuteFunctions(temp2));
res[i][j] = (vec1 - vec2) / 0.000002;
temp1[i][j] -= 0.000001;
temp2[i][j] += 0.000001;
}
}
return(res);
}
public void Start()
{
Matrix V = new Matrix(a.N, a.M);
Matrix d;
PenaltyVector Fv;
PenaltyVector Fa = functions.ExecuteFunctions(a);
PenaltyVector Fb = functions.ExecuteFunctions(b);
PenaltyVector Fu = functions.ExecuteFunctions(U);
int counter = 1;
bool interpolationFound = SquereInterpolation(a, b, U, V);
if (interpolationFound)
{
d = U - V;
do
{
interpolationFound = SquereInterpolation(a, b, U, V);
if (interpolationFound)
{
Fv = functions.ExecuteFunctions(V);
Fu = functions.ExecuteFunctions(U);
d = U - V;
bool Sign = false;
for (int i = 0; i < d.N; i++)
{
for (int j = 0; j < d.M; j++)
{
if (d[i][j] > 0)
{
Sign = true;
break;
}
}
if (Sign)
{
break;
}
}
if (Fv < Fu)
{
if (Sign)
{
a = (Matrix)U.Clone();
Fa = functions.ExecuteFunctions(a);
}
else
{
b = (Matrix)U.Clone();
Fb = functions.ExecuteFunctions(b);
}
U = (Matrix)V.Clone();
Fu = functions.ExecuteFunctions(U);
}
else
{
if (Sign)
{
b = (Matrix)V.Clone();
Fb = functions.ExecuteFunctions(b);
}
else
{
a = (Matrix)V.Clone();
Fa = functions.ExecuteFunctions(a);
}
}
}
else
{
break;
}
Steps.Add(counter, U);
counter++;
} while (d.normEvcl() > eps);
}
}
public void Start()
{
double r = 0;
Matrix h0;
int i = 0;
while (h.normEvcl() > Eps)
{
Steps.Add(i, x);
h0 = h;
Matrix y = x + h0;
Vector f = new PenaltyVector(functions.ExecuteFunctions(x));
Vector g = new PenaltyVector(functions.ExecuteFunctions(y));
if (g < f)
{
x = y;
f = g;
}
if (g < f && r >= 0.5)
{
r = 2;
}
if (g < f && r < 0.5)
{
r = 0.5;
}
if (g < f && r == 2)
{
r = 0.25;
}
else
{
r = -0.5;
}
h = h * r;
x = x + h;
i++;
}
LastStep = Steps[i];
bool IsColumn = x.M == 1;
if (IsColumn)
{
for (int j = 0; j < x.N; j++)
{
Distance += (x[i][0] - Steps[0][i][0]) * (x[i][0] - Steps[0][i][0]);
}
Distance = Math.Sqrt(Distance);
}
else
{
for (int j = 0; j < x.M; j++)
{
Distance += (x[0][i] - Steps[0][0][i]) * (x[0][i] - Steps[0][0][i]);
}
Distance = Math.Sqrt(Distance);
}
}
