public void Run()
{
var function = new F3();
// var function = new DelegateFunction(x => Math.Pow(x[0] - 3, 2));
for (int i = 10; i <= 15; i++)
{
// Coordinate descent method
var opt1 = new CoordinateDescentMinimizer();
opt1.IsOutputPerIterationEnabled = false;
opt1.Minimize(function, new double[] { i });
// Golden section search
var opt2 = new GoldenSectionMinimizer();
opt2.IsOutputPerIterationEnabled = false;
opt2.Minimize(function, i);
// Nelder-Mead search
var opt3 = new NelderMeadMinimizer();
opt3.IsOutputPerIterationEnabled = false;
opt3.Minimize(function, new double[] { i });
// Hooke-Jeeves pattern search
var opt4 = new HookeJeevesMinimizer();
opt4.IsOutputPerIterationEnabled = false;
opt4.Minimize(function, new double[] { i });
}
}
private double CalculateOptimalStepSize(Function f, double[] currentPoint, double[] currentOffset)
{
var g = new DelegateFunction(alpha =>
{
return(f.Value(currentPoint.Select((d, i) => d - alpha[0] * currentOffset[i]).ToArray()));
});
var minimizer = new GoldenSectionMinimizer();
minimizer.IsOutputEnabled = false;
return(minimizer.Minimize(g, 0));
}