override public double Run(Converter <OptimizationParameter, double> oneDRealFunction,
/*ref*/ OptimizationParameter param, int gridLineCount, out double bestInput)
{
try
{
return(Brent.Run(oneDRealFunction, param, gridLineCount, out bestInput));
}
catch (Exception exception)
{
Console.WriteLine("Error calling Brent");
Console.WriteLine(exception.Message);
if (exception.InnerException != null)
{
Console.WriteLine(exception.InnerException.Message);
}
}
return(Grid.Run(oneDRealFunction, param, gridLineCount, out bestInput));
}
public double Optimize(Converter <OptimizationParameterList, double> functionToOptimize,
//ref List<double> pointList, List<double> lowList, List<double> highList,
/*ref*/ OptimizationParameterList paramList, int numberOfIterationsOverParameters, int gridLineCount)
{
double eps = 1e-9;
List <double> pointList = paramList.ExtractParameterValueListForSearch();
List <double> lowList = paramList.ExtractParameterLowListForSearch();
List <double> highList = paramList.ExtractParameterHighListForSearch();
double oldScore = double.NaN;
double tempOldScore = functionToOptimize(paramList);
//Console.WriteLine(tempOldScore);
Dictionary <int, double> paramNumberToInitValue = new Dictionary <int, double>();
for (int iterationOverParameters = 0; iterationOverParameters < numberOfIterationsOverParameters; ++iterationOverParameters)
{
double newScore = double.NaN;
int doSearchParameterCount = 0;
foreach (OptimizationParameter paramToOptimize in paramList)
{
//if (paramList.DoSearch(iParameter))
if (paramToOptimize.DoSearch)
{
++doSearchParameterCount;
//double initValue = SpecialFunctions.GetValueOrDefault(paramNumberToInitValue, doSearchParameterCount, paramToOptimize.Value);
Debug.WriteLine("Search Param " + doSearchParameterCount.ToString());
double bestInput;
newScore = OneDOptimization.Run(
delegate(OptimizationParameter param)
{
if (!double.IsNaN(param.Value) && paramList.SatisfiesConditions())
{
return(functionToOptimize(paramList));
}
else
{
return(double.NaN);
}
},
/*ref*/ paramToOptimize, gridLineCount, out bestInput);
Debug.WriteLine("bestInput " + bestInput.ToString());
if (newScore > 0)
{
Debug.Write("stop.");
}
paramToOptimize.ValueForSearch = bestInput;
//Debug.WriteLine("END ITER:" + SpecialFunctions.CreateTabString2(point) + SpecialFunctions.CreateTabString("", newScore));
}
}
if ((!double.IsNaN(oldScore) && Math.Abs(oldScore - newScore) < eps) ||
doSearchParameterCount < 2) //If only 0 or 1 searchable params, then one pass is enough
{
oldScore = newScore;
break;
}
oldScore = newScore;
}
return(oldScore);
}
