public void TestReflection()
{
var cf = new Poly();
var optim = new NelderMead(cf);
var simplex = new DoubleVector[3];
simplex[0] = new DoubleVector(new double[2] {
1, 1
});
simplex[1] = new DoubleVector(new double[2] {
1, -1
});
simplex[2] = new DoubleVector(new double[2] {
2, 0
});
optim.Rho = 1.5;
optim.InitializeMethod(simplex);
optim.IterateMethod();
DoubleVector xr = (1 + optim.Rho) * (new DoubleVector(new double[2] {
1, 0
})) - optim.Rho * simplex[2];
Assert.IsTrue(optim.LastStep == NelderMead.Step.Reflection);
Assert.AreEqual(optim.Simplex[0][0], xr[0]);
Assert.AreEqual(optim.Simplex[0][1], xr[1]);
}
public void TestInitializeMethod()
{
var cf = new Rosenbrock();
var optim = new NelderMead(cf);
var x0 = new DoubleVector(new double[4] {
0, 1, 2, 3
});
optim.SimplexDelta = 0.1;
optim.SimplexZeroDelta = 0.0001;
optim.InitializeMethod(x0);
Assert.AreEqual(optim.Simplex.Length, 5);
for (int i = 0; i < optim.Simplex.Length; i++)
{
Assert.AreEqual(optim.Simplex[i][0], x0[0], optim.SimplexZeroDelta);
Assert.AreEqual(optim.Simplex[i][1], x0[1], optim.SimplexDelta * x0[1] + 0.001);
Assert.AreEqual(optim.Simplex[i][2], x0[2], optim.SimplexDelta * x0[2] + 0.001);
Assert.AreEqual(optim.Simplex[i][3], x0[3], optim.SimplexDelta * x0[3] + 0.001);
}
for (int i = 1; i < optim.Simplex.Length; i++)
{
Assert.IsTrue(cf.Value(optim.Simplex[i - 1]) < cf.Value(optim.Simplex[i]));
}
}
public void TestInsideContraction()
{
Poly cf = new Poly();
NelderMead optim = new NelderMead(cf);
DoubleVector[] simplex = new DoubleVector[3];
simplex[0] = new DoubleVector(new double[2] {
1, 1
});
simplex[1] = new DoubleVector(new double[2] {
1, -1
});
simplex[2] = new DoubleVector(new double[2] {
2, 0
});
optim.Rho = 10;
optim.Psi = 0.5;
optim.InitializeMethod(simplex);
optim.IterateMethod();
DoubleVector xr = (1 - optim.Psi) * (new DoubleVector(new double[2] {
1, 0
})) + optim.Psi * simplex[2];
Assert.IsTrue(optim.LastStep == NelderMead.Step.InsideContraction);
Assert.AreEqual(optim.Simplex[2][0], xr[0]);
Assert.AreEqual(optim.Simplex[2][1], xr[1]);
}
public void TestExpansion()
{
Poly cf = new Poly();
NelderMead optim = new NelderMead(cf);
DoubleVector[] simplex = new DoubleVector[3];
simplex[0] = new DoubleVector(new double[2] {
1, 1
});
simplex[1] = new DoubleVector(new double[2] {
1, -1
});
simplex[2] = new DoubleVector(new double[2] {
2, 0
});
optim.InitializeMethod(simplex);
optim.Rho = 1.5;
optim.Chi = 1 / 1.5;
optim.IterateMethod();
DoubleVector xr = (1 + optim.Rho * optim.Chi) * (new DoubleVector(new double[2] {
1, 0
})) - optim.Rho * optim.Chi * simplex[2];
Assert.IsTrue(optim.LastStep == NelderMead.Step.Expansion);
Assert.AreEqual(optim.Simplex[0][0], xr[0]);
Assert.AreEqual(optim.Simplex[0][1], xr[1]);
}
public void TestShrink()
{
Poly cf = new Poly();
NelderMead optim = new NelderMead(cf);
DoubleVector[] simplex = new DoubleVector[3];
simplex[0] = new DoubleVector(new double[2] {
1, 1
});
simplex[1] = new DoubleVector(new double[2] {
1, -1
});
simplex[2] = new DoubleVector(new double[2] {
2, 0
});
optim.Rho = 10;
optim.Psi = 1.5;
optim.InitializeMethod(simplex);
optim.IterateMethod();
Assert.IsTrue(optim.LastStep == NelderMead.Step.Shrink);
}