private Nelder_Mead_Solution NMS_Factory_Deterministic(double[] vc)
{
Nelder_Mead_Solution nms = new Nelder_Mead_Solution(vc);
nms.Value = ComputeTarget(nms.Vector);
return(nms);
}
/// <summary>
/// Computes the target function by the current delegate
/// If delegate is not set, result is 0. nms is not modified
/// </summary>
public double ComputeTarget(Nelder_Mead_Solution nms)
{
if (onObjectiveFunction == null)
{
return(0.0);
}
return(onObjectiveFunction(nms.Vector));
}
private bool IsWorseThanAllButTheWorst(Nelder_Mead_Solution reflected)
{
for (int i = 0; i < Solutions.Length - 1; i++)
{
if (reflected.Value <= Solutions[i].Value)
{
return(false);
}
}
return(true);
}
private Nelder_Mead_Solution GetCentroid()
{
Nelder_Mead_Solution nms = new Nelder_Mead_Solution(BestSolution);
for (int i = 1; i < Solutions.Length - 1; i++)
{
nms.Append(Solutions[i]);
}
nms.Scale(1.0 / Convert.ToDouble(Solutions.Length - 1));
return(NMS_Factory_Deterministic(nms));
}
private Nelder_Mead_Solution NMS_Factory_Random()
{
double[] d = new double[Dimension];
for (int i = 0; i < Dimension; i++)
{
d[i] = (maxX[i] - minX[i]) * m_random.NextDouble() + minX[i];
}
Nelder_Mead_Solution nms = new Nelder_Mead_Solution(d);
nms.Value = ComputeTarget(nms.Vector);
return(nms);
}
/// <summary>
/// Converts the class to string for debug
/// </summary>
public override string ToString()
{
StringBuilder sb = new StringBuilder();
for (int i = 0; i < Solutions.Length; i++)
{
Nelder_Mead_Solution s = Solutions[i];
sb.Append(i.ToString("Vector[0]: "));
sb.Append(Solutions[i].ToString());
sb.Append("\r\n");
}
return(sb.ToString());
}
/// <summary>
/// Runs the solution
/// </summary>
/// <returns>the best solution found</returns>
public Nelder_Mead_Solution LocateTarget()
{
for (int t = 0; t < maxLoop; t++)
{
if (BestSolution.Value < Tolerance)
{
break; // solution in tolerance
}
// progress report
if ((t % 500 == 0) && onReportProgress != null)
{
onReportProgress(t * 100 / maxLoop, (object)BestSolution.ToString());
}
Nelder_Mead_Solution centroid = GetCentroid();
Nelder_Mead_Solution reflected = GetReflected(centroid);
if (reflected.Value < BestSolution.Value)
{
Nelder_Mead_Solution expanded = GetExpanded(reflected, centroid);
ReplaceTheWorstWith((expanded.Value < BestSolution.Value) ? expanded : reflected);
continue;
}
if (!IsWorseThanAllButTheWorst(reflected))
{
ReplaceTheWorstWith(reflected);
continue;
}
if (reflected.Value <= WorstSolution.Value)
{
ReplaceTheWorstWith(reflected);
}
Nelder_Mead_Solution contracted = GetContracted(centroid);
if (contracted.Value > WorstSolution.Value)
{
ShrinkTowardsTheBestSolution();
}
else
{
ReplaceTheWorstWith(contracted);
}
}
return(BestSolution);
}
private Nelder_Mead_Solution NMS_Factory_Deterministic(Nelder_Mead_Solution nms)
{
for (int i = 0; i < nms.Vector.Length; i++)
{
//if (nms.Vector[i] < minX[i])
// nms.Vector[i] = (maxX[i] - minX[i]) * 0.1 * m_random.NextDouble() + minX[i];
//if (nms.Vector[i] > maxX[i])
// nms.Vector[i] = maxX[i] - (maxX[i] - minX[i]) * 0.1 * m_random.NextDouble();
if (nms.Vector[i] < minX[i])
{
nms.Vector[i] = minX[i];
}
if (nms.Vector[i] > maxX[i])
{
nms.Vector[i] = maxX[i];
}
}
nms.Value = ComputeTarget(nms.Vector);
return(nms);
}
private void ReplaceTheWorstWith(Nelder_Mead_Solution newSolution)
{
WorstSolution.ReplaceWith(newSolution);
Array.Sort(Solutions);
}
private Nelder_Mead_Solution GetContracted(Nelder_Mead_Solution centroid)
{
Nelder_Mead_Solution nms = new Nelder_Mead_Solution(WorstSolution, beta, centroid, 1.0 - beta);
return(NMS_Factory_Deterministic(nms));
}
private Nelder_Mead_Solution GetExpanded(Nelder_Mead_Solution reflected, Nelder_Mead_Solution centroid)
{
Nelder_Mead_Solution nms = new Nelder_Mead_Solution(reflected, gamma, centroid, 1.0 - gamma);
return(NMS_Factory_Deterministic(nms));
}
private Nelder_Mead_Solution GetReflected(Nelder_Mead_Solution centroid)
{
Nelder_Mead_Solution nms = new Nelder_Mead_Solution(WorstSolution, -alpha, centroid, 1.0 + alpha);
return(NMS_Factory_Deterministic(nms));
}