public Function(PenaltyFunction pf, BarrierFunction bf, Function ff, double penalty)
{
type = 1;
this.pf = pf;
this.bf = bf;
this.ff = ff;
Rank = ff.Rank;
this.penalty = penalty;
}
static public double[] MethodPenaltyFunctions(Function f, BarrierFunction bf, PenaltyFunction pf,
double[] startPos, double startPenalty, double mulFactor = 4, double eps = 0.01)
{
int k = 0;
double penalty = startPenalty;
double[] curX = (double[])startPos.Clone();
while (k < 100)
{
Function omg = new Function(pf, bf, f, penalty);
curX = MethodNR(omg, curX, eps);
if (penalty * (bf[curX] + pf[curX]) < eps)
{
return(curX);
}
penalty *= mulFactor;
k++;
}
return(curX);
}