/// <summary>
/// Minimize the function
/// </summary>
/// <param name="diffFunc">Function to minimize</param><param name="startingPoint">Starting point</param>
/// <returns>
/// The minimum
/// </returns>
public double[] Minimize(DiffFunc diffFunc, double[] startingPoint)
{
var solver = new CompactQuasiNewtonSolver();
var length = startingPoint.Length;
this.variables = new int[length];
for (var index = 0; index < length; ++index)
{
solver.AddVariable(null, out this.variables[index]);
solver.SetValue(this.variables[index], startingPoint[index]);
}
int vid;
solver.AddRow(null, out vid);
solver.AddGoal(vid, 0, true);
solver.FunctionEvaluator = this.FunctionEvaluator;
solver.GradientEvaluator = this.GradientEvaluator;
this.func = diffFunc;
this.curGradient = new double[length];
this.curVariableVals = new double[length];
var nonlinearSolution = solver.Solve(this.solverParams);
var numArray = new double[length];
for (var index = 0; index < length; ++index)
{
numArray[index] = nonlinearSolution.GetValue(this.variables[index]);
}
return numArray;
}
/// <summary>
/// Minimize the function
/// </summary>
/// <param name="diffFunc">Function to minimize</param><param name="startingPoint">Starting point</param>
/// <returns>
/// The minimum
/// </returns>
public double[] Minimize(DiffFunc diffFunc, double[] startingPoint)
{
var solver = new CompactQuasiNewtonSolver();
var length = startingPoint.Length;
this.variables = new int[length];
for (var index = 0; index < length; ++index)
{
solver.AddVariable(null, out this.variables[index]);
solver.SetValue(this.variables[index], startingPoint[index]);
}
int vid;
solver.AddRow(null, out vid);
solver.AddGoal(vid, 0, true);
solver.FunctionEvaluator = this.FunctionEvaluator;
solver.GradientEvaluator = this.GradientEvaluator;
this.func = diffFunc;
this.curGradient = new double[length];
this.curVariableVals = new double[length];
var nonlinearSolution = solver.Solve(this.solverParams);
var numArray = new double[length];
for (var index = 0; index < length; ++index)
{
numArray[index] = nonlinearSolution.GetValue(this.variables[index]);
}
return(numArray);
}
