protected Trial MakeTrial(int dim, double y0, double y, List <FunctionDelegate> functions)
{
Trial trial = new Trial();
trial.Y = new double[1];
trial.Y[0] = y;
for (int i = 0; i < functions.Count; i++)
{
double temp = functions[i](trial.Y);
trial.Evals.Add(temp);
if (dim == 1)
{
if (i == functions.Count - 1)
{
result.AddTargetFunctionEval();
}
else
{
result.AddConstraintEval(i);
}
}
if ((i == functions.Count - 1) || (temp > 0))
{
trial.Index = i + 1;
break;
}
}
if (dim == 1)
{
Trial temp = new Trial();
temp.Y = new double[2] {
y0, trial.Y[0]
};
temp.Index = trial.Index - 1;
temp.Evals = trial.Evals;
trials.Add(temp);
result.Iterations++;
if (trial.Index == functions.Count)
{
if (temp.Evals[functions.Count - 1] < result.Value)
{
result.Point = temp.Y;
result.Value = temp.Evals[functions.Count - 1];
}
if (IsOperationProperty &&
(Math.Abs(result.Point[0] - MaximumPoint[0]) <= (double)options.GetValue("Epsilon")) &&
(Math.Abs(result.Point[1] - MaximumPoint[1]) <= (double)options.GetValue("Epsilon")))
{
IsOperationStop = true;
}
}
}
return(trial);
}
protected new Trial MakeTrial(int dim, double y0, double y, List <FunctionDelegate> functions)
{
Trial trial = new Trial();
trial.Y = new double[1];
trial.Y[0] = y;
for (int i = 0; i < functions.Count; i++)
{
double temp = functions[i](trial.Y);
trial.Evals.Add(temp);
if (dim == 1)
{
if (i == functions.Count - 1)
{
result.AddTargetFunctionEval();
}
else
{
result.AddConstraintEval(i);
}
}
if ((i == functions.Count - 1) || (temp > 0))
{
trial.Index = i + 1;
break;
}
}
if (dim == 1)
{
Trial temp = new Trial();
temp.Y = new double[2] {
y0, trial.Y[0]
};
temp.Index = trial.Index - 1;
temp.Evals = trial.Evals;
trials.Add(temp);
result.Iterations++;
file.WriteLine("#" + result.Iterations + " y0=" + y0 + " y1=" + trial.Y[0] +
" z=" + temp.Evals[0] + " M=" + Mv[1]);
if (trial.Index == functions.Count)
{
if (temp.Evals[functions.Count - 1] < result.Value)
{
result.Point = temp.Y;
result.Value = temp.Evals[functions.Count - 1];
}
}
}
return(trial);
}
private void CalculateMv()
{
for (int v = 1; v < Mv.Length; v++)
{
Mv[v] = 0.0;
}
foreach (InternalProblem internalProblem in problems.Values)
{
List <int>[] Iv = new List <int> [internalProblem.Functions.Count + 1];
for (int i = 0; i < internalProblem.Functions.Count + 1; i++)
{
Iv[i] = new List <int>();
}
int V = Int32.MinValue;
for (int i = 0; i < internalProblem.Trials.Count; i++)
{
Iv[internalProblem.Trials.Values[i].Index].Add(i);
if (internalProblem.Trials.Values[i].Index > V)
{
V = internalProblem.Trials.Values[i].Index;
}
}
for (int v = 1; v <= internalProblem.Functions.Count; v++)
{
double MvProblem = 0.0;
for (int j = 0; j < Iv[v].Count; j++)
{
for (int i = j + 1; i < Iv[v].Count; i++)
{
Trial Ti = internalProblem.Trials.Values[Iv[v][i]];
Trial Tj = internalProblem.Trials.Values[Iv[v][j]];
double temp = Math.Abs(Ti.Evals[Ti.Index - 1] - Tj.Evals[Tj.Index - 1]) /
(Ti.Y[0] - Tj.Y[0]);
if (temp > MvProblem)
{
MvProblem = temp;
}
}
}
if (MvProblem > Mv[v])
{
Mv[v] = MvProblem;
}
}
}
for (int v = 1; v < Mv.Length; v++)
{
if (Mv[v] <= 1e-8)
{
Mv[v] = 1.0;
}
}
}
public override List <Trial> GetTrials()
{
SortedList <double, OptimLabInternal.Trial> trials = internalMethod.Trials;
List <Trial> result = new List <Trial>();
foreach (OptimLabInternal.Trial trial in trials.Values)
{
Trial temp = new Trial();
temp.X = trial.X;
temp.Y = trial.Point;
temp.Index = trial.Index;
for (int j = 0; j < problem.Constraints.Count + 1; j++)
{
temp.Evals.Add(trial.CalculatedValues[j]);
}
result.Add(temp);
}
return(result);
}
private void MakeIteration(ref InternalProblem internalProblem)
{
double y = 0.0;
{
Trial Tt = internalProblem.Trials.Values[internalProblem.T];
Trial Tt1 = internalProblem.Trials.Values[internalProblem.T - 1];
if (Tt.Y[0] - Tt1.Y[0] <= (double)options.GetValue("Epsilon"))
{
internalProblem.IsStop = true;
}
double Zt = (internalProblem.T == internalProblem.Trials.Count - 1) ? 0 : Tt.Evals[Tt.Index - 1];
double Zt1 = (internalProblem.T == 1) ? 0 : Tt1.Evals[Tt1.Index - 1];
double R = (double)options.GetValue("R");
if (Tt.Index != Tt1.Index)
{
y = (Tt.Y[0] + Tt1.Y[0]) / 2;
}
else
{
y = (Tt.Y[0] + Tt1.Y[0]) / 2 - (Zt - Zt1) / (2 * R * Mv[Tt.Index]);
}
}
Trial trial = MakeTrial(Double.IsInfinity(internalProblem.Y0) ? 0 : 1,
internalProblem.Y0, y, internalProblem.Functions);
if (trial.Index == internalProblem.Functions.Count)
{
if (trial.Evals[internalProblem.Functions.Count - 1] < internalProblem.BestValue)
{
internalProblem.BestValue = trial.Evals[internalProblem.Functions.Count - 1];
}
}
internalProblem.Trials.Add(y, trial);
}
private void AddProblem(int dim, double y0)
{
InternalProblem internalProblem = new InternalProblem();
internalProblem.Y0 = y0;
internalProblem.Functions = new List <FunctionDelegate>();
if (dim == 0)
{
internalProblem.Functions.Add(delegate(double[] args)
{
AddProblem(1, args[0]);
return(problems[args[0]].BestValue);
});
}
else
{
if (problem.Constraints.Count >= 1)
{
internalProblem.Functions.Add(delegate(double[] args)
{
return(problem.Constraints[0](new double[] { y0, args[0] }));
});
}
if (problem.Constraints.Count >= 2)
{
internalProblem.Functions.Add(delegate(double[] args)
{
return(problem.Constraints[1](new double[] { y0, args[0] }));
});
}
if (problem.Constraints.Count >= 3)
{
internalProblem.Functions.Add(delegate(double[] args)
{
return(problem.Constraints[2](new double[] { y0, args[0] }));
});
}
internalProblem.Functions.Add(delegate(double[] args)
{
return(problem.TargetFunction(new double[] { y0, args[0] }));
});
}
internalProblem.Trials = new SortedList <double, Trial>();
Trial trial = new Trial();
trial.Index = 0;
trial.Y = new double[1];
trial.Y[0] = 0.0;
internalProblem.Trials.Add(0.0, trial);
trial = new Trial();
trial.Index = 0;
trial.Y = new double[1];
trial.Y[0] = 1.0;
internalProblem.Trials.Add(1.0, trial);
trial = MakeTrial(dim, y0, 0.5, internalProblem.Functions);
internalProblem.Trials.Add(0.5, trial);
internalProblem.BestValue = internalProblem.Trials[0.5].Evals[internalProblem.Trials[0.5].Index - 1];
internalProblem.IsStop = false;
internalProblem.MaxR = 1.0;
problems.Add(y0, internalProblem);
}
private void CalculateRv()
{
CalculateMv();
for (int k = 0; k < problems.Count; k++)
{
InternalProblem internalProblem = problems.Values[k];
List <int>[] Iv = new List <int> [internalProblem.Functions.Count + 1];
for (int i = 0; i < internalProblem.Functions.Count + 1; i++)
{
Iv[i] = new List <int>();
}
int V = Int32.MinValue;
for (int i = 0; i < internalProblem.Trials.Count; i++)
{
Iv[internalProblem.Trials.Values[i].Index].Add(i);
if (internalProblem.Trials.Values[i].Index > V)
{
V = internalProblem.Trials.Values[i].Index;
}
}
double[] Zv = new double[internalProblem.Functions.Count + 1];
for (int v = 1; v <= internalProblem.Functions.Count; v++)
{
if (v < V)
{
Zv[v] = 0.0;
}
else
{
Zv[v] = Double.MaxValue;
for (int i = 0; i < Iv[v].Count; i++)
{
Trial Ti = internalProblem.Trials.Values[Iv[v][i]];
double temp = Ti.Evals[Ti.Index - 1];
if (temp < Zv[v])
{
Zv[v] = temp;
}
}
}
}
double[] Rv = new double[internalProblem.Trials.Count - 1];
for (int i = 1; i < internalProblem.Trials.Count; i++)
{
Trial Ti = internalProblem.Trials.Values[i];
Trial Ti1 = internalProblem.Trials.Values[i - 1];
double Zi = (i == internalProblem.Trials.Count - 1) ? 0 : Ti.Evals[Ti.Index - 1];
double Zi1 = (i == 1) ? 0 : Ti1.Evals[Ti1.Index - 1];
double D = Ti.Y[0] - Ti1.Y[0];
double R = (double)options.GetValue("R");
if (Ti.Index < Ti1.Index)
{
Rv[i - 1] = 2 * D - 4 * (Zi1 - Zv[Ti1.Index]) / (Mv[Ti1.Index] * R);
}
if (Ti.Index > Ti1.Index)
{
Rv[i - 1] = 2 * D - 4 * (Zi - Zv[Ti.Index]) / (Mv[Ti.Index] * R);
}
if (Ti.Index == Ti1.Index)
{
Rv[i - 1] = D + (Zi - Zi1) * (Zi - Zi1) / (D * R * R * Mv[Ti.Index] * Mv[Ti.Index]) -
2 * (Zi + Zi1 - 2 * Zv[Ti.Index]) / (R * Mv[Ti.Index]);
}
}
internalProblem.T = 1;
internalProblem.MaxR = Rv[0];
for (int i = 1; i < internalProblem.Trials.Count; i++)
{
if (Rv[i - 1] > Rv[internalProblem.T - 1])
{
internalProblem.T = i;
internalProblem.MaxR = Rv[i - 1];
}
}
problems[internalProblem.Y0] = internalProblem;
}
}
private double Solve(int dim, double y0)
{
List <FunctionDelegate> functions = new List <FunctionDelegate>();
if (dim == 0)
{
functions.Add(delegate(double[] args)
{
return(Solve(1, args[0]));
});
}
else
{
if (problem.Constraints.Count >= 1)
{
functions.Add(delegate(double[] args)
{
return(problem.Constraints[0](new double[] { y0, args[0] }));
});
}
if (problem.Constraints.Count >= 2)
{
functions.Add(delegate(double[] args)
{
return(problem.Constraints[1](new double[] { y0, args[0] }));
});
}
if (problem.Constraints.Count >= 3)
{
functions.Add(delegate(double[] args)
{
return(problem.Constraints[2](new double[] { y0, args[0] }));
});
}
functions.Add(delegate(double[] args)
{
return(problem.TargetFunction(new double[] { y0, args[0] }));
});
}
SortedList <double, Trial> trials = new SortedList <double, Trial>();
Trial trial = new Trial();
trial.Index = 0;
trial.Y = new double[1];
trial.Y[0] = 0.0;
trials.Add(0.0, trial);
trial = new Trial();
trial.Index = 0;
trial.Y = new double[1];
trial.Y[0] = 1.0;
trials.Add(1.0, trial);
trial = MakeTrial(dim, y0, 0.5, functions);
trials.Add(0.5, trial);
double bestValue = Double.MaxValue;
do
{
List <int>[] Iv = new List <int> [functions.Count + 1];
for (int i = 0; i < functions.Count + 1; i++)
{
Iv[i] = new List <int>();
}
int V = Int32.MinValue;
for (int i = 0; i < trials.Count; i++)
{
Iv[trials.Values[i].Index].Add(i);
if (trials.Values[i].Index > V)
{
V = trials.Values[i].Index;
}
}
double[] Mv = new double[functions.Count + 1];
for (int v = 1; v <= functions.Count; v++)
{
Mv[v] = 0.0;
for (int j = 0; j < Iv[v].Count; j++)
{
for (int i = j + 1; i < Iv[v].Count; i++)
{
Trial Ti = trials.Values[Iv[v][i]];
Trial Tj = trials.Values[Iv[v][j]];
double temp = Math.Abs(Ti.Evals[Ti.Index - 1] - Tj.Evals[Tj.Index - 1]) /
(Ti.Y[0] - Tj.Y[0]);
if (temp > Mv[v])
{
Mv[v] = temp;
}
}
}
if (Mv[v] <= 1e-8)
{
Mv[v] = 1.0;
}
}
double[] Zv = new double[functions.Count + 1];
for (int v = 1; v <= functions.Count; v++)
{
if (v < V)
{
Zv[v] = 0.0;
}
else
{
Zv[v] = Double.MaxValue;
for (int i = 0; i < Iv[v].Count; i++)
{
Trial Ti = trials.Values[Iv[v][i]];
double temp = Ti.Evals[Ti.Index - 1];
if (temp < Zv[v])
{
Zv[v] = temp;
}
}
}
}
double[] Rv = new double[trials.Count - 1];
for (int i = 1; i < trials.Count; i++)
{
Trial Ti = trials.Values[i];
Trial Ti1 = trials.Values[i - 1];
double Zi = (i == trials.Count - 1) ? 0 : Ti.Evals[Ti.Index - 1];
double Zi1 = (i == 1) ? 0 : Ti1.Evals[Ti1.Index - 1];
double D = Ti.Y[0] - Ti1.Y[0];
double R = (double)options.GetValue("R");
if (Ti.Index < Ti1.Index)
{
Rv[i - 1] = 2 * D - 4 * (Zi1 - Zv[Ti1.Index]) / (Mv[Ti1.Index] * R);
}
if (Ti.Index > Ti1.Index)
{
Rv[i - 1] = 2 * D - 4 * (Zi - Zv[Ti.Index]) / (Mv[Ti.Index] * R);
}
if (Ti.Index == Ti1.Index)
{
Rv[i - 1] = D + (Zi - Zi1) * (Zi - Zi1) / (D * R * R * Mv[Ti.Index] * Mv[Ti.Index]) -
2 * (Zi + Zi1 - 2 * Zv[Ti.Index]) / (R * Mv[Ti.Index]);
}
}
int t = 1;
for (int i = 1; i < trials.Count; i++)
{
if (Rv[i - 1] > Rv[t - 1])
{
t = i;
}
}
double y = 0.0;
{
Trial Tt = trials.Values[t];
Trial Tt1 = trials.Values[t - 1];
//if ((dim == 1) || !IsOperationProperty)
//{
if (Tt.Y[0] - Tt1.Y[0] <= (double)options.GetValue("Epsilon"))
{
break;
}
//}
double Zt = (t == trials.Count - 1) ? 0 : Tt.Evals[Tt.Index - 1];
double Zt1 = (t == 1) ? 0 : Tt1.Evals[Tt1.Index - 1];
double R = (double)options.GetValue("R");
if (Tt.Index != Tt1.Index)
{
y = (Tt.Y[0] + Tt1.Y[0]) / 2;
}
else
{
y = (Tt.Y[0] + Tt1.Y[0]) / 2 - (Zt - Zt1) / (2 * R * Mv[Tt.Index]);
}
}
trial = MakeTrial(dim, y0, y, functions);
if (trial.Index == functions.Count)
{
if (trial.Evals[functions.Count - 1] < bestValue)
{
bestValue = trial.Evals[functions.Count - 1];
}
}
trials.Add(y, trial);
/*if (IsOperationProperty && IsOperationStop)
* break;*/
}while (result.Iterations <= (int)options.GetValue("MaxIters"));
return(bestValue);
}