private void minimize(/* ref List<List<double>> pp */) // pp -> Vertices
{
const double TINY = 1.0e-10;
int ihi, ilo, inhi;
List <double> psum = new List <double>();
List <double> pmin = new List <double>();
p = new List <List <double> >(Vertices); // is a working copy of the simplex
FunctionValues = new List <double>(); // values of the objective function at each vertex
// construct the working simplex
for (int i = 0; i < nVertices; i++)
{
List <double> x = new List <double>();
for (int j = 0; j < ndim; j++)
{
x.Add(p[i][j]);
}
double f = function(x);
if (double.IsNaN(f))
{
f = double.MaxValue;
}
FunctionValues.Add(f);
}
NumIterations = 0;
psum = get_psum(p);
while (true)
{
ilo = 0;
if (FunctionValues[0] > FunctionValues[1])
{
inhi = 1;
ihi = 0;
}
else
{
inhi = 0;
ihi = 1;
}
for (int i = 0; i < nVertices; i++)
{
// find vertex with lowest function value
if (FunctionValues[i] <= FunctionValues[ilo])
{
ilo = i;
}
// find vertices with greatest (ihi) and next-greatest (inhi) function values
if (FunctionValues[i] > FunctionValues[ihi])
{
inhi = ihi;
ihi = i;
}
else if (FunctionValues[i] > FunctionValues[inhi] && i != ihi)
{
inhi = i;
}
}
// see if we have achieved requested tolerance. If so, make final adjustments and return
ToleranceAchieved = 2.0 * Math.Abs(FunctionValues[ihi] - FunctionValues[ilo]) /
(Math.Abs(FunctionValues[ihi]) + Math.Abs(FunctionValues[ilo]) + TINY);
if (ToleranceAchieved < ToleranceRequested)
{
Swap(0, ilo, FunctionValues);
for (int i = 0; i < ndim; i++)
{
Swap(p[0][i], p[ilo][i]);
pmin.Add(p[0][i]);
}
fmin = FunctionValues[0];
Point = pmin;
if (verbose == true)
{
HF.AppendData(fmin, Point);
}
return;
}
if (NumIterations >= MaxNumIterations)
{
// TO DO: throw exception
return;
}
NumIterations += 2;
// take the next step in the process
double yTry = amoTry(ref psum, ihi, -1.0);
if (yTry <= FunctionValues[ilo])
{
// if it was successful, try again
yTry = amoTry(ref psum, ihi, 2.0);
}
else if (yTry >= FunctionValues[inhi])
{
double ysave = FunctionValues[ihi];
yTry = amoTry(ref psum, ihi, 0.5);
if (yTry >= ysave)
{
for (int i = 0; i < nVertices; i++)
{
if (i != ilo)
{
for (int j = 0; j < ndim; j++)
{
p[i][j] = psum[j] = 0.5 * (p[i][j] + p[ilo][j]);
}
double f = function(psum);
if (double.IsNaN(f))
{
f = double.MaxValue;
}
FunctionValues[i] = f;
}
}
NumIterations += ndim;
psum = get_psum(p);
}
}
else
{
--NumIterations;
}
if (verbose)
{
HF.AppendData(FunctionValues[ilo], p[ilo]);
}
}
}