string optimizationMethodTypeToString(OptimizationMethodType type)
{
switch (type)
{
case OptimizationMethodType.simplex:
return("Simplex");
case OptimizationMethodType.levenbergMarquardt:
return("Levenberg Marquardt");
case OptimizationMethodType.levenbergMarquardt2:
return("Levenberg Marquardt (cost function's jacbobian)");
case OptimizationMethodType.conjugateGradient:
return("Conjugate Gradient");
case OptimizationMethodType.steepestDescent:
return("Steepest Descent");
case OptimizationMethodType.bfgs:
return("BFGS");
case OptimizationMethodType.conjugateGradient_goldstein:
return("Conjugate Gradient (Goldstein line search)");
case OptimizationMethodType.steepestDescent_goldstein:
return("Steepest Descent (Goldstein line search)");
case OptimizationMethodType.bfgs_goldstein:
return("BFGS (Goldstein line search)");
default:
throw new ApplicationException("unknown OptimizationMethod type");
}
}
OptimizationMethod makeOptimizationMethod(OptimizationMethodType optimizationMethodType,
double simplexLambda,
double levenbergMarquardtEpsfcn,
double levenbergMarquardtXtol,
double levenbergMarquardtGtol)
{
switch (optimizationMethodType)
{
case OptimizationMethodType.simplex:
return(new Simplex(simplexLambda));
case OptimizationMethodType.levenbergMarquardt:
return(new LevenbergMarquardt(levenbergMarquardtEpsfcn, levenbergMarquardtXtol, levenbergMarquardtGtol));
case OptimizationMethodType.levenbergMarquardt2:
return(new LevenbergMarquardt(levenbergMarquardtEpsfcn, levenbergMarquardtXtol, levenbergMarquardtGtol, true));
case OptimizationMethodType.conjugateGradient:
return(new ConjugateGradient());
case OptimizationMethodType.steepestDescent:
return(new SteepestDescent());
default:
throw new ApplicationException("unknown OptimizationMethod type");
}
}
string optimizationMethodTypeToString(OptimizationMethodType type)
{
switch (type)
{
case OptimizationMethodType.simplex:
return("Simplex");
case OptimizationMethodType.levenbergMarquardt:
return("Levenberg Marquardt");
case OptimizationMethodType.conjugateGradient:
return("Conjugate Gradient");
case OptimizationMethodType.steepestDescent:
return("Steepest Descent");
default:
throw new ApplicationException("unknown OptimizationMethod type");
}
}
string optimizationMethodTypeToString(OptimizationMethodType type)
{
switch (type) {
case OptimizationMethodType.simplex:
return "Simplex";
case OptimizationMethodType.levenbergMarquardt:
return "Levenberg Marquardt";
case OptimizationMethodType.conjugateGradient:
return "Conjugate Gradient";
case OptimizationMethodType.steepestDescent:
return "Steepest Descent";
default:
throw new ApplicationException("unknown OptimizationMethod type");
}
}
List<NamedOptimizationMethod> makeOptimizationMethods(OptimizationMethodType[] optimizationMethodTypes,
int optimizationMethodNb,
double simplexLambda,
double levenbergMarquardtEpsfcn,
double levenbergMarquardtXtol,
double levenbergMarquardtGtol)
{
List<NamedOptimizationMethod> results = new List<NamedOptimizationMethod>(optimizationMethodNb);
for (int i = 0; i < optimizationMethodNb; ++i) {
NamedOptimizationMethod namedOptimizationMethod;
namedOptimizationMethod.optimizationMethod = makeOptimizationMethod(optimizationMethodTypes[i],
simplexLambda,
levenbergMarquardtEpsfcn,
levenbergMarquardtXtol,
levenbergMarquardtGtol);
namedOptimizationMethod.name = optimizationMethodTypeToString(optimizationMethodTypes[i]);
results.Add(namedOptimizationMethod);
}
return results;
}
OptimizationMethod makeOptimizationMethod(OptimizationMethodType optimizationMethodType,
double simplexLambda,
double levenbergMarquardtEpsfcn,
double levenbergMarquardtXtol,
double levenbergMarquardtGtol)
{
switch (optimizationMethodType) {
case OptimizationMethodType.simplex:
return new Simplex(simplexLambda);
case OptimizationMethodType.levenbergMarquardt:
return new LevenbergMarquardt(levenbergMarquardtEpsfcn, levenbergMarquardtXtol, levenbergMarquardtGtol);
case OptimizationMethodType.conjugateGradient:
return new ConjugateGradient();
case OptimizationMethodType.steepestDescent:
return new SteepestDescent();
default:
throw new ApplicationException("unknown OptimizationMethod type");
}
}
