public SolverResult Solve(Double[] averageValues, Double[] standardDeviations, Double[] initialValues)
{
Double obj;
this._averageValues = averageValues;
this._standardDeviations = standardDeviations;
var code = this.SolveProblem(initialValues, out obj);
var result = new SolverResult(initialValues, (Int32)code);
return(result);
}
private static SolverResult Solve(JacobianHelper jacobianHelper, Double[] lowerBounds, Double[] upperBounds,
Double[] cLowerBounds, Double[] cUpperBoundsBounds, Func <Double[], Double[]> constraintCallback,
Jacobian jac, IpoptParams ipoptParams,
Double[] avg, Double[] stdDev)
{
var res = new SolverResult(new Double[0], -1);
using (var sut = new IpoptReconciliationProblem(jacobianHelper, lowerBounds, upperBounds, cLowerBounds,
cUpperBoundsBounds, constraintCallback, jac, ipoptParams, ir => { }))
{
res = sut.Solve(avg, stdDev);
}
return(res);
}