public void TestReflection()
{
var cf = new Poly();
var optim = new NelderMead(cf);
var simplex = new DoubleVector[3];
simplex[0] = new DoubleVector(new double[2] {
1, 1
});
simplex[1] = new DoubleVector(new double[2] {
1, -1
});
simplex[2] = new DoubleVector(new double[2] {
2, 0
});
optim.Rho = 1.5;
optim.InitializeMethod(simplex);
optim.IterateMethod();
DoubleVector xr = (1 + optim.Rho) * (new DoubleVector(new double[2] {
1, 0
})) - optim.Rho * simplex[2];
Assert.IsTrue(optim.LastStep == NelderMead.Step.Reflection);
Assert.AreEqual(optim.Simplex[0][0], xr[0]);
Assert.AreEqual(optim.Simplex[0][1], xr[1]);
}
public void TestInsideContraction()
{
Poly cf = new Poly();
NelderMead optim = new NelderMead(cf);
DoubleVector[] simplex = new DoubleVector[3];
simplex[0] = new DoubleVector(new double[2] {
1, 1
});
simplex[1] = new DoubleVector(new double[2] {
1, -1
});
simplex[2] = new DoubleVector(new double[2] {
2, 0
});
optim.Rho = 10;
optim.Psi = 0.5;
optim.InitializeMethod(simplex);
optim.IterateMethod();
DoubleVector xr = (1 - optim.Psi) * (new DoubleVector(new double[2] {
1, 0
})) + optim.Psi * simplex[2];
Assert.IsTrue(optim.LastStep == NelderMead.Step.InsideContraction);
Assert.AreEqual(optim.Simplex[2][0], xr[0]);
Assert.AreEqual(optim.Simplex[2][1], xr[1]);
}
public void TestExpansion()
{
Poly cf = new Poly();
NelderMead optim = new NelderMead(cf);
DoubleVector[] simplex = new DoubleVector[3];
simplex[0] = new DoubleVector(new double[2] {
1, 1
});
simplex[1] = new DoubleVector(new double[2] {
1, -1
});
simplex[2] = new DoubleVector(new double[2] {
2, 0
});
optim.InitializeMethod(simplex);
optim.Rho = 1.5;
optim.Chi = 1 / 1.5;
optim.IterateMethod();
DoubleVector xr = (1 + optim.Rho * optim.Chi) * (new DoubleVector(new double[2] {
1, 0
})) - optim.Rho * optim.Chi * simplex[2];
Assert.IsTrue(optim.LastStep == NelderMead.Step.Expansion);
Assert.AreEqual(optim.Simplex[0][0], xr[0]);
Assert.AreEqual(optim.Simplex[0][1], xr[1]);
}
public void TestShrink()
{
Poly cf = new Poly();
NelderMead optim = new NelderMead(cf);
DoubleVector[] simplex = new DoubleVector[3];
simplex[0] = new DoubleVector(new double[2] {
1, 1
});
simplex[1] = new DoubleVector(new double[2] {
1, -1
});
simplex[2] = new DoubleVector(new double[2] {
2, 0
});
optim.Rho = 10;
optim.Psi = 1.5;
optim.InitializeMethod(simplex);
optim.IterateMethod();
Assert.IsTrue(optim.LastStep == NelderMead.Step.Shrink);
}