예제 #1
0
        public double[] StartMapping(SpotParsInitBox spotParsInitBox)
        {
            OptBoundVariable[] x = new OptBoundVariable[spotParsInitBox.SpotsNumber * 4];

            for (int i = 0; i < x.Length; i++)
            {
                x[i] = new OptBoundVariable();
            }

            for (int q = 0; q < this.lcObs.Length; q++)
            {
                for (int s = 0; s < spotParsInitBox.SpotsNumber; s++)
                {
                    this.modeller[q].StarM.AddUniformCircularSpot(0.0, 0.0, 1.0, 4000, 30, 90);
                }
            }

            for (int s = 0; s < spotParsInitBox.SpotsNumber; s++)
            {
                x[0 + s * 4].InitialGuess = spotParsInitBox.spots[s].longitude * Math.PI / 180;
                x[0 + s * 4].UpperBound   = spotParsInitBox.spots[s].longitudeUpperLimit * Math.PI / 180;
                x[0 + s * 4].LowerBound   = spotParsInitBox.spots[s].longitudeLowerLimit * Math.PI / 180;
                x[0 + s * 4].Fixed        = spotParsInitBox.spots[s].longitudeFixed;

                x[1 + s * 4].InitialGuess = spotParsInitBox.spots[s].colatutude * Math.PI / 180;
                x[1 + s * 4].UpperBound   = spotParsInitBox.spots[s].colatitudeUpperLimit * Math.PI / 180;
                x[1 + s * 4].LowerBound   = spotParsInitBox.spots[s].colatitudeLowerLimit * Math.PI / 180;
                x[1 + s * 4].Fixed        = spotParsInitBox.spots[s].colatitudeFixed;

                x[2 + s * 4].InitialGuess = spotParsInitBox.spots[s].radius * Math.PI / 180;
                x[2 + s * 4].UpperBound   = spotParsInitBox.spots[s].radiusUpperLimit * Math.PI / 180;
                x[2 + s * 4].LowerBound   = spotParsInitBox.spots[s].radiusLowerLimit * Math.PI / 180;
                x[2 + s * 4].Fixed        = spotParsInitBox.spots[s].radiusFixed;

                x[3 + s * 4].InitialGuess = spotParsInitBox.spots[s].teff;
                x[3 + s * 4].UpperBound   = spotParsInitBox.spots[s].teffUpperLimit;
                x[3 + s * 4].LowerBound   = spotParsInitBox.spots[s].teffLowerLimit;
                x[3 + s * 4].Fixed        = spotParsInitBox.spots[s].teffFixed;
            }

            double[] res;

            Simplex simplex = new Simplex();

            DotNumerics.Optimization.TruncatedNewton tn = new TruncatedNewton();


            //res = simplex.ComputeMin(this.Khi2, x);

            res = tn.ComputeMin(this.Khi2, this.GradKhi2, x);

            this.GenerateModLightCurve();

            return(res);
        }
예제 #2
0
        public void OptimizationLBFGSBConstrained()
        {
            //This example minimize the function
            //f(x0,x2,...,xn)= (x0-0)^2+(x1-1)^2+...(xn-n)^2
            //The minimum is at (0,1,2,3...,n) for the unconstrained case.

            //using DotNumerics.Optimization;

            L_BFGS_B LBFGSB       = new L_BFGS_B();
            int      numVariables = 5;

            OptBoundVariable[] variables = new OptBoundVariable[numVariables];
            //Constrained Minimization on the interval (-10,10), initial Guess=-2;
            for (int i = 0; i < numVariables; i++)
            {
                variables[i] = new OptBoundVariable("x" + i.ToString(), -2, -10, 10);
            }
            double[] minimum = LBFGSB.ComputeMin(ObjetiveFunction, Gradient, variables);

            ObjectDumper.Write("L-BFGS-B Method. Constrained Minimization on the interval (-10,10)");
            for (int i = 0; i < minimum.Length; i++)
            {
                ObjectDumper.Write("x" + i.ToString() + " = " + minimum[i].ToString());
            }

            //Constrained Minimization on the interval (-10,3), initial Guess=-2;
            for (int i = 0; i < numVariables; i++)
            {
                variables[i].UpperBound = 3;
            }
            minimum = LBFGSB.ComputeMin(ObjetiveFunction, Gradient, variables);

            ObjectDumper.Write("L-BFGS-B Method. Constrained Minimization on the interval (-10,3)");
            for (int i = 0; i < minimum.Length; i++)
            {
                ObjectDumper.Write("x" + i.ToString() + " = " + minimum[i].ToString());
            }

            //f(x0,x2,...,xn)= (x0-0)^2+(x1-1)^2+...(xn-n)^2
            //private double ObjetiveFunction(double[] x)
            //{
            //    int numVariables = 5;
            //    double f = 0;
            //    for (int i = 0; i < numVariables; i++) f += Math.Pow(x[i] - i, 2);
            //    return f;
            //}

            //private double[] Gradient(double[] x)
            //{
            //    int numVariables = 5;
            //    double[] grad = new double[x.Length];
            //    for (int i = 0; i < numVariables; i++) grad[i] = 2 * (x[i] - i);
            //    return grad;
            //}
        }
예제 #3
0
        public void OptimizationTruncatedNewtonConstrained()
        {
            //This example minimize the function
            //f(x0,x2,...,xn)= (x0-0)^2+(x1-1)^2+...(xn-n)^2
            //The minimum is at (0,1,2,3...,n) for the unconstrained case.

            //using DotNumerics.Optimization;

            TruncatedNewton tNewton      = new TruncatedNewton();
            int             numVariables = 5;

            OptBoundVariable[] variables = new OptBoundVariable[numVariables];
            //Constrained Minimization on the interval (-10,10), initial Guess=-2;
            for (int i = 0; i < numVariables; i++)
            {
                variables[i] = new OptBoundVariable("x" + i.ToString(), -2, -10, 10);
            }
            double[] minimum = tNewton.ComputeMin(ObjetiveFunction, Gradient, variables);

            ObjectDumper.Write("Truncated Newton Method. Constrained Minimization on the interval (-10,10)");
            for (int i = 0; i < minimum.Length; i++)
            {
                ObjectDumper.Write("x" + i.ToString() + " = " + minimum[i].ToString());
            }

            //Constrained Minimization on the interval (-10,3), initial Guess=-2;
            for (int i = 0; i < numVariables; i++)
            {
                variables[i].UpperBound = 3;
            }
            minimum = tNewton.ComputeMin(ObjetiveFunction, Gradient, variables);

            ObjectDumper.Write("Truncated Newton Method. Constrained Minimization on the interval (-10,3)");
            for (int i = 0; i < minimum.Length; i++)
            {
                ObjectDumper.Write("x" + i.ToString() + " = " + minimum[i].ToString());
            }

            //f(a,b) = 100*(b-a^2)^2 + (1-a)^2
            //private double BananaFunction(double[] x)
            //{
            //    double f = 0;
            //    f = 100 * Math.Pow((x[1] - x[0] * x[0]), 2) + Math.Pow((1 - x[0]), 2);
            //    return f;
            //}

            //double[] bananaGrad = new double[2];
            //private double[] BananaGradient(double[] x)
            //{
            //    this.bananaGrad[0] = 200 * (x[1] - x[0] * x[0]) * (-2 * x[0]) - 2 * (1 - x[0]);
            //    this.bananaGrad[1] = 200 * (x[1] - x[0] * x[0]);
            //    return bananaGrad;
            //}
        }
예제 #4
0
        public double[] ComputeMin(OptMultivariateFunction function, OptMultivariateGradient gradient, OptBoundVariable[] variables, double tolerance, double factr, ref int nMax)
        {
            double[] minimum;

            this.Initialize(variables);

            if (this._NumFreeVariables == 0) return this._ExternalVariables;

            minimum = this.Compute(function, gradient, tolerance, factr, ref nMax);

            return minimum;
        }
예제 #5
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        private void Initialize(OptBoundVariable[] variables)
        {
            this._OptVariable      = null;
            this._OptBoundVariable = OptBoundVariable.GetClon(variables);

            this._ExternalVariables     = new double[this._OptBoundVariable.Length];
            this._ExternalGradientArray = new double[this._OptBoundVariable.Length];

            this.CheckAndSetBounds(this._OptBoundVariable);

            int numFreeVariable = 0;

            for (int i = 0; i < this._OptBoundVariable.Length; i++)
            {
                this._ExternalVariables[i] = this._OptBoundVariable[i].InitialGuess;
                if (this._OptBoundVariable[i].Fixed == false)
                {
                    numFreeVariable++;
                }
            }

            this._NumFreeVariables = numFreeVariable;
            this._FreeVariables    = new double[numFreeVariable];

            int index = 0;

            for (int i = 0; i < this._OptBoundVariable.Length; i++)
            {
                if (this._OptBoundVariable[i].Fixed == false)
                {
                    this._FreeVariables[index] = this._OptBoundVariable[i].InitialGuess;
                    index++;
                }
            }


            this._GradientArray = new double[numFreeVariable];

            //c        nmax is the dimension of the largest problem to be solved.
            //c        mmax is the maximum number of limited memory corrections.
            int NMAX = this._NumFreeVariables;
            int MMAX = this.M;

            // c     wa is a double precision working array of length
            // c       (2mmax + 4)nmax + 12mmax^2 + 12mmax
            int WADimension = (2 * MMAX + 4) * NMAX + 12 * (MMAX * MMAX) + 12 * MMAX;

            this.WA  = new double[WADimension];
            this.IWA = new int[3 * NMAX];
        }
예제 #6
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        private void Initialize(OptMultivariateFunction function, OptMultivariateGradient gradient, OptBoundVariable[] variables)
        {
            this.internalFunction = new SFUN(function, gradient, variables);

            this.MeOptVariable      = null;
            this.MeOptBoundVariable = OptBoundVariable.GetClon(variables);

            this.CheckAndSetBounds(this.MeOptBoundVariable);

            this.MeExternalVariables = new double[this.MeOptBoundVariable.Length];
            int numFreeVariable = 0;

            for (int i = 0; i < this.MeOptBoundVariable.Length; i++)
            {
                this.MeExternalVariables[i] = variables[i].InitialGuess;
                if (this.MeOptBoundVariable[i].Fixed == false)
                {
                    numFreeVariable++;
                }
            }

            this.MeF = function(this.MeExternalVariables);

            this.MeNumFreeVariables = numFreeVariable;
            this.MeFreeVariables    = new double[numFreeVariable];
            this.MeGradientArray    = new double[numFreeVariable];

            int index = 0;

            for (int i = 0; i < this.MeOptBoundVariable.Length; i++)
            {
                if (this.MeOptBoundVariable[i].Fixed == false)
                {
                    this.MeFreeVariables[index] = this.MeOptBoundVariable[i].InitialGuess;
                    index++;
                }
            }


            //W      - (REAL*8)(REAL*8) WORK VECTOR OF LENGTH AT LEAST 14*N
            //LW     - (INTEGER) THE DECLARED DIMENSION OF W
            this.MeLW = 14 * this.MeNumFreeVariables;
            this.MeW  = new double[this.MeLW];

            this.MeMAXIT = Math.Max(1, this.MeNumFreeVariables / 2);
        }
예제 #7
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        internal SFUN(OptMultivariateFunction function, OptMultivariateGradient gradient, OptBoundVariable[] variables)
        {
            //this.MeNParameters = nParameters;
            this.MeFunction = function;
            this.MeGradient = gradient;

            this.MeOptVariable = null;
            this.MeOptBoundVariable = variables;

            this.MeExternalVariables = new double[variables.Length];
            this.MeExternalGradientArray = new double[variables.Length];

            for (int i = 0; i < variables.Length; i++)
            {
                this.MeExternalVariables[i] = variables[i].InitialGuess;
            }
        }
예제 #8
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        private void CheckAndSetBounds(OptBoundVariable[] variables)
        {
            int numFreeVariable = 0;
            for (int i = 0; i < variables.Length; i++)
            {
                if (variables[i].Fixed == false) numFreeVariable++;
            }

            this._LowerBounds = new double[numFreeVariable];
            this._UpperBounds = new double[numFreeVariable];
            // c         nbd(i)=0 if x(i) is unbounded,
            // c                1 if x(i) has only a lower bound,
            // c                2 if x(i) has both lower and upper bounds, and
            // c                3 if x(i) has only an upper bound.
            this._NBD = new int[numFreeVariable];

            int index = 0;
            for (int i = 0; i < variables.Length; i++)
            {
                if (variables[i].Fixed == false)
                {
                    //Se invierten los limites de ser necesario
                    if (variables[i].LowerBound > variables[i].UpperBound)
                    {
                        double tempBound = variables[i].LowerBound;
                        variables[i].LowerBound = variables[i].UpperBound;
                        variables[i].UpperBound = tempBound;
                    }

                    //Se revisa que la variable inicial este dentro de los limites
                    if (variables[i].InitialGuess < variables[i].LowerBound)
                    {
                        variables[i].InitialGuess = variables[i].LowerBound;
                    }
                    if (variables[i].InitialGuess > variables[i].UpperBound)
                    {
                        variables[i].InitialGuess = variables[i].UpperBound;
                    }

                    this._LowerBounds[index] = variables[i].LowerBound;
                    this._UpperBounds[index] = variables[i].UpperBound;

                    if (this._LowerBounds[index] == double.NegativeInfinity && this._UpperBounds[index] == double.PositiveInfinity)
                    {
                        this._NBD[index] = 0; //nbd(i)=0 if x(i) is unbounded,
                    }
                    else if (this._LowerBounds[index] == double.NegativeInfinity)
                    {
                        this._NBD[index] = 3; //3 if x(i) has only an upper bound.
                    }
                    else if (this._UpperBounds[index] == double.PositiveInfinity)
                    {
                        this._NBD[index] = 3; //1 if x(i) has only a lower bound,
                    }
                    else
                    {
                        this._NBD[index] = 2; //2 if x(i) has both lower and upper bounds
                    }
                    index++;
                }
            }
        }
예제 #9
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 private void UpdateExternalVariables(OptBoundVariable[] variables, double[] X, int o_x)
 {
     int index = 0;
     for (int i = 0; i < variables.Length; i++)
     {
         if (variables[i].Fixed == false)
         {
             this.MeExternalVariables[i] = X[index + o_x];
             index++;
         }
     }
 }
예제 #10
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 private void UpdateInternalGradient(OptBoundVariable[] variables)
 {
     int index = 0;
     for (int i = 0; i < variables.Length; i++)
     {
         if (variables[i].Fixed == false)
         {
             this._GradientArray[index] = this._ExternalGradientArray[i];
             index++;
         }
     }
 }
예제 #11
0
 private void UpdateExternalVariables(OptBoundVariable[] variables)
 {
     int index = 0;
     for (int i = 0; i < variables.Length; i++)
     {
         if (variables[i].Fixed == false)
         {
             this._ExternalVariables[i] = this._FreeVariables[index];
             index++;
         }
     }
 }
예제 #12
0
        private void Initialize(OptBoundVariable[] variables)
        {
            this._OptVariable = null;
            this._OptBoundVariable = OptBoundVariable.GetClon(variables);

            this._ExternalVariables = new double[this._OptBoundVariable.Length];
            this._ExternalGradientArray = new double[this._OptBoundVariable.Length];

            this.CheckAndSetBounds(this._OptBoundVariable);

            int numFreeVariable = 0;
            for (int i = 0; i < this._OptBoundVariable.Length; i++)
            {
                this._ExternalVariables[i] = this._OptBoundVariable[i].InitialGuess;
                if (this._OptBoundVariable[i].Fixed == false) numFreeVariable++;
            }

            this._NumFreeVariables = numFreeVariable;
            this._FreeVariables = new double[numFreeVariable];

            int index = 0;
            for (int i = 0; i < this._OptBoundVariable.Length; i++)
            {
                if (this._OptBoundVariable[i].Fixed == false)
                {
                    this._FreeVariables[index] = this._OptBoundVariable[i].InitialGuess;
                    index++;
                }
            }

            this._GradientArray = new double[numFreeVariable];

            //c        nmax is the dimension of the largest problem to be solved.
            //c        mmax is the maximum number of limited memory corrections.
            int NMAX = this._NumFreeVariables;
            int MMAX = this.M;

            // c     wa is a double precision working array of length
            // c       (2mmax + 4)nmax + 12mmax^2 + 12mmax
            int WADimension = (2 * MMAX + 4) * NMAX + 12 * (MMAX * MMAX) + 12 * MMAX;
            this.WA = new double[WADimension];
            this.IWA = new int[3 * NMAX];
        }
예제 #13
0
        public double[] StartMapping(SpotParsInitBox spotParsInitBox, string minimizator, double tau)
        {
            OptBoundVariable[] x = new OptBoundVariable[spotParsInitBox.SpotsNumber * 4];

            for (int i = 0; i < x.Length; i++)
            {
                x[i] = new OptBoundVariable();
            }

            for (int q = 0; q < this.lcObs.Length; q++)
            {
                this.modellers[q].StarM.RemoveAllSpots();
                for (int s = 0; s < spotParsInitBox.SpotsNumber; s++)
                {
                    this.modellers[q].StarM.AddUniformCircularSpot(
                        spotParsInitBox.spots[s].longitude * Math.PI / 180,
                        spotParsInitBox.spots[s].colatutude * Math.PI / 180,
                        spotParsInitBox.spots[s].radius * Math.PI / 180,
                        spotParsInitBox.spots[s].teff,
                        spotParsInitBox.spots[s].beltsCount,
                        spotParsInitBox.spots[s].nearEquatorialPatchesCount);
                }
            }

            this.fixedParsMask = new bool[x.Length];

            for (int s = 0; s < spotParsInitBox.SpotsNumber; s++)
            {
                x[0 + s * 4].InitialGuess     = spotParsInitBox.spots[s].longitude * Math.PI / 180;
                x[0 + s * 4].UpperBound       = spotParsInitBox.spots[s].longitudeUpperLimit * Math.PI / 180;
                x[0 + s * 4].LowerBound       = spotParsInitBox.spots[s].longitudeLowerLimit * Math.PI / 180;
                x[0 + s * 4].Fixed            = spotParsInitBox.spots[s].longitudeFixed;
                this.fixedParsMask[0 + s * 4] = spotParsInitBox.spots[s].longitudeFixed;

                x[1 + s * 4].InitialGuess     = spotParsInitBox.spots[s].colatutude * Math.PI / 180;
                x[1 + s * 4].UpperBound       = spotParsInitBox.spots[s].colatitudeUpperLimit * Math.PI / 180;
                x[1 + s * 4].LowerBound       = spotParsInitBox.spots[s].colatitudeLowerLimit * Math.PI / 180;
                x[1 + s * 4].Fixed            = spotParsInitBox.spots[s].colatitudeFixed;
                this.fixedParsMask[1 + s * 4] = spotParsInitBox.spots[s].colatitudeFixed;

                x[2 + s * 4].InitialGuess     = spotParsInitBox.spots[s].radius * Math.PI / 180;
                x[2 + s * 4].UpperBound       = spotParsInitBox.spots[s].radiusUpperLimit * Math.PI / 180;
                x[2 + s * 4].LowerBound       = spotParsInitBox.spots[s].radiusLowerLimit * Math.PI / 180;
                x[2 + s * 4].Fixed            = spotParsInitBox.spots[s].radiusFixed;
                this.fixedParsMask[2 + s * 4] = spotParsInitBox.spots[s].radiusFixed;

                x[3 + s * 4].InitialGuess     = spotParsInitBox.spots[s].teff;
                x[3 + s * 4].UpperBound       = spotParsInitBox.spots[s].teffUpperLimit;
                x[3 + s * 4].LowerBound       = spotParsInitBox.spots[s].teffLowerLimit;
                x[3 + s * 4].Fixed            = spotParsInitBox.spots[s].teffFixed;
                this.fixedParsMask[3 + s * 4] = spotParsInitBox.spots[s].teffFixed;
            }

            double[] res = new double[4];

            if (minimizator == "Simplex")
            {
                Simplex simplex = new Simplex();
                res = simplex.ComputeMin(this.Khi2, x);
            }
            if (minimizator == "TN")
            {
                //DotNumerics.Optimization.TruncatedNewton tn = new TruncatedNewton();
                DotNumerics.Optimization.L_BFGS_B bfgs = new L_BFGS_B();
                //tn.SearchSeverity = 1;

                //res = tn.ComputeMin(this.Khi2, this.GradKhi2, x);
                res = bfgs.ComputeMin(this.Khi2, this.GradKhi2, x);
            }
            if (minimizator == "LM")
            {
                LevenbergMaquard gn = new LevenbergMaquard();
                gn.MinimizedFunction = this.ResudalVector;
                double[] step       = new double[x.Length];
                double[] xinit      = new double[x.Length];
                bool[]   isFixed    = new bool[x.Length];
                double[] lowLimits  = new double[x.Length];
                double[] highLimits = new double[x.Length];


                for (int i = 0; i < xinit.Length; i++)
                {
                    xinit[i]      = x[i].InitialGuess;
                    isFixed[i]    = x[i].Fixed;
                    lowLimits[i]  = x[i].LowerBound;
                    highLimits[i] = x[i].UpperBound;
                    if (i != 0 && (i + 1) % 4 == 0)
                    {
                        step[i] = 10; // step for temperature;
                    }
                    else
                    {
                        step[i] = 0.02;
                    }
                }

                gn.StepForDer = step;
                gn.IterMax    = 100;
                gn.Tau        = tau;
                res           = gn.ComputeMin(xinit, isFixed, lowLimits, highLimits);
            }

            this.khi2 = this.Khi2(res);

            this.GenerateModLightCurve();

            return(res);
        }
예제 #14
0
 private void UpdateInternalGradient(OptBoundVariable[] variables, double[] G, int o_g)
 {
     int index = 0;
     for (int i = 0; i < variables.Length; i++)
     {
         if (variables[i].Fixed == false)
         {
             G[index + o_g] = this.MeExternalGradientArray[i];
             index++;
         }
     }
 }
예제 #15
0
        public double[] ComputeMin(OptMultivariateFunction function, OptMultivariateGradient gradient, OptBoundVariable[] variables, double tolerance, double ACCRCY, ref int nMax)
        {
            if (this.MeLMQNBC == null) this.MeLMQNBC = new LMQNBC();

            this.Initialize(function, gradient, variables);

            if (this.MeNumFreeVariables == 0) return this.MeExternalVariables;

            int IERROR = 0;
            int[] IPIVOT = new int[this.MeNumFreeVariables];

            this.MeLMQNBC.Run(ref IERROR, this.MeNumFreeVariables, ref this.MeFreeVariables, 0, ref this.MeF,
                ref this.MeGradientArray, 0, ref this.MeW, 0, this.MeLW, this.internalFunction, this.MeLowerBounds, 0, this.MeUpperBounds, 0,
               ref this.MeIPIVOT, 0, this.MeMSGLVL, this.MeMAXIT, nMax,this.MeETA, this.MeSTEPMX, ACCRCY, tolerance);

            int index = 0;
            for (int i = 0; i < variables.Length; i++)
            {
                if (variables[i].Fixed == false)
                {
                    this.MeExternalVariables[i] = this.MeFreeVariables[index];
                    index++;
                }
            }

            nMax = this.internalFunction.FunEvaluations;

            return this.MeExternalVariables;
        }
예제 #16
0
        private void Initialize(OptMultivariateFunction function, OptMultivariateGradient gradient, OptBoundVariable[] variables)
        {
            this.internalFunction = new SFUN(function, gradient, variables);

            this.MeOptVariable = null;
            this.MeOptBoundVariable = OptBoundVariable.GetClon(variables);

            this.CheckAndSetBounds(this.MeOptBoundVariable);

            this.MeExternalVariables = new double[this.MeOptBoundVariable.Length];
            int numFreeVariable = 0;
            for (int i = 0; i < this.MeOptBoundVariable.Length; i++)
            {
                this.MeExternalVariables[i] = variables[i].InitialGuess;
                if (this.MeOptBoundVariable[i].Fixed == false) numFreeVariable++;
            }

            this.MeF = function(this.MeExternalVariables);

            this.MeNumFreeVariables = numFreeVariable;
            this.MeFreeVariables = new double[numFreeVariable];
            this.MeGradientArray = new double[numFreeVariable];

            int index = 0;
            for (int i = 0; i < this.MeOptBoundVariable.Length; i++)
            {
                if (this.MeOptBoundVariable[i].Fixed == false)
                {
                    this.MeFreeVariables[index] = this.MeOptBoundVariable[i].InitialGuess;
                    index++;
                }
            }

            //W      - (REAL*8)(REAL*8) WORK VECTOR OF LENGTH AT LEAST 14*N
            //LW     - (INTEGER) THE DECLARED DIMENSION OF W
            this.MeLW = 14 * this.MeNumFreeVariables;
            this.MeW = new double[this.MeLW];

            this.MeMAXIT = Math.Max(1, this.MeNumFreeVariables / 2);
        }
예제 #17
0
        private void CheckAndSetBounds(OptBoundVariable[] variables)
        {
            int numFreeVariable = 0;
            for (int i = 0; i < variables.Length; i++)
            {
                if (variables[i].Fixed == false) numFreeVariable++;
            }

            this.MeLowerBounds = new double[numFreeVariable];
            this.MeUpperBounds = new double[numFreeVariable];
            this.MeIPIVOT = new int[numFreeVariable];

            int index = 0;
            for (int i = 0; i < variables.Length; i++)
            {
                if (variables[i].Fixed == false)
                {
                    //Se invierten los limites de ser necesario
                    if (variables[i].LowerBound > variables[i].UpperBound)
                    {
                        double tempBound = variables[i].LowerBound;
                        variables[i].LowerBound = variables[i].UpperBound;
                        variables[i].UpperBound = tempBound;
                    }

                    //Se revisa que la variable inicial este dentro de los limites
                    if (variables[i].InitialGuess < variables[i].LowerBound)
                    {
                        variables[i].InitialGuess = variables[i].LowerBound;
                    }
                    if (variables[i].InitialGuess > variables[i].UpperBound)
                    {
                        variables[i].InitialGuess = variables[i].UpperBound;
                    }

                    this.MeLowerBounds[index] = variables[i].LowerBound;
                    this.MeUpperBounds[index] = variables[i].UpperBound;

                    // C LOW, UP - (REAL*8) VECTORS OF LENGTH AT LEAST N CONTAINING
                    // C           THE LOWER AND UPPER BOUNDS ON THE VARIABLES.  IF
                    // C           THERE ARE NO BOUNDS ON A PARTICULAR VARIABLE, SET
                    // C           THE BOUNDS TO -1.D38 AND 1.D38, RESPECTIVELY.
                    if (this.MeLowerBounds[index] == double.NegativeInfinity && this.MeUpperBounds[index] == double.PositiveInfinity)
                    {
                        this.MeLowerBounds[index] = 1E-38;
                        this.MeUpperBounds[index] = 1E38;

                    }
                    else if (this.MeLowerBounds[index] == double.NegativeInfinity)
                    {
                        this.MeLowerBounds[index] = 1E-38;
                    }
                    else if (this.MeUpperBounds[index] == double.PositiveInfinity)
                    {
                        this.MeUpperBounds[index] = 1E38;
                    }
                    index++;
                }

            }
        }