public NewtonRaphsonLineSearch(CostFunction costfunction, EndCriteria endcriteria,
int maxiteration, double tolerance)
{
this.costFunction_ = costfunction;
this.endCriteria_ = endcriteria;
this.maxIteration = maxiteration;
this.tolerance = tolerance;
}
public SecantLineSearch(CostFunction costfunction, EndCriteria endcriteria, double sigma_0,
int maxiteration, double tolerance)
{
this.costFunction_=costfunction;
this.endCriteria_=endcriteria;
this.sigma_0 = sigma_0;
this.maxIteration=maxiteration;
this.tolerance=tolerance;
}
public void TestRosenbrock()
{
Rosenbrock cf = new Rosenbrock();
EndCriteria ec = new EndCriteria();
ConjugateGradient optim = new ConjugateGradient(cf, ec);
// new SecantLineSearch(cf,ec));
DoubleVector x0 = new DoubleVector(new double[5] { 1.3, 0.7, 0.8, 1.9, 1.2 });
optim.Minimize(x0);
Assert.AreEqual(optim.SolutionValue, 0.0, 0.1);
Assert.AreEqual(optim.SolutionVector[0], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[1], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[2], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[3], 1.0, 0.2);
Assert.AreEqual(optim.SolutionVector[4], 1.0, 0.4);
}
public void TestFunctionEvaluationCounter()
{
int maxeval = 2;
EndCriteria ec = new EndCriteria(100, 1e-8, maxeval, 100);
Assert.AreEqual(ec.maxFunctionEvaluation,maxeval);
ec.functionEvaluationCounter++;
Assert.IsTrue(!ec.CheckFunctionEvaluations());
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.None);
ec.functionEvaluationCounter++;
Assert.IsTrue(ec.CheckFunctionEvaluations());
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.MaximumFunctionEvaluation);
ec.Reset();
Assert.AreEqual(ec.functionEvaluationCounter,0);
Assert.IsTrue(!ec.CheckFunctionEvaluations());
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.None);
}
public void TestIterationCounter()
{
int maxiter = 2;
EndCriteria ec = new EndCriteria(maxiter, 1e-8, 100,100);
Assert.AreEqual(ec.maxIteration,maxiter);
ec.iterationCounter++;
Assert.IsTrue(!ec.CheckIterations());
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.None);
ec.iterationCounter++;
Assert.IsTrue(ec.CheckIterations());
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.MaximumIteration);
ec.Reset();
Assert.AreEqual(ec.iterationCounter,0);
Assert.IsTrue(!ec.CheckIterations());
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.None);
}
public SecantLineSearch(CostFunction costfunction, EndCriteria endcriteria)
: this(costfunction, endcriteria, 1) {}
public NelderMead(ICostFunction costfunction, EndCriteria endcriteria)
{
this.costFunction_ = costfunction;
this.endCriteria_ = endcriteria;
}
///<param name="lsm">User specified line search method, defaults to Secant line search method</param>
public ConjugateGradient(CostFunction costfunction, EndCriteria endcriteria, LineSearchMethod lsm)
{
this.costFunction_=costfunction;
this.endCriteria_=endcriteria;
this.lineSearchMethod_=lsm;
}
///<param name="endcriteria">User specified ending criteria.</param>
public ConjugateGradient(CostFunction costfunction, EndCriteria endcriteria)
: this(costfunction, endcriteria, new SecantLineSearch(costfunction, endcriteria)) {}
public MoreThuenteLineSearch(CostFunction costfunction, EndCriteria endcriteria)
{
this.costFunction_=costfunction;
this.endCriteria_=endcriteria;
}
public SecantLineSearch(CostFunction costfunction, EndCriteria endcriteria, double sigma_0)
: this(costfunction, endcriteria, sigma_0, 50, 1e-8)
{
}
///<param name="endcriteria">User specified ending criteria.</param>
public ConjugateGradient(CostFunction costfunction, EndCriteria endcriteria)
: this(costfunction, endcriteria, new SecantLineSearch(costfunction, endcriteria))
{
}
public void TestStationaryHessianCounter()
{
int maxstationarypoint = 1;
EndCriteria ec = new EndCriteria(100, 1e-8, 100, maxstationarypoint);
Assert.AreEqual(ec.maxStationaryHessianIterations,maxstationarypoint);
Assert.IsTrue(!ec.CheckStationaryHessian(1.0,1.0));
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.None);
Assert.IsTrue(ec.CheckStationaryHessian(1.0,1.0));
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.StationaryHessian);
ec.Reset();
Assert.AreEqual(ec.stationaryHessianIterationsCounter,0);
Assert.IsTrue(!ec.CheckStationaryHessian(1.0,1.0));
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.None);
}
///<param name="lsm">User specified line search method, defaults to Secant line search method</param>
public ConjugateGradient(CostFunction costfunction, EndCriteria endcriteria, LineSearchMethod lsm)
{
this.costFunction_ = costfunction;
this.endCriteria_ = endcriteria;
this.lineSearchMethod_ = lsm;
}
public NewtonRaphsonLineSearch(CostFunction costfunction, EndCriteria endcriteria)
: this(costfunction, new EndCriteria(), 50, 1e-8) { }
public NewtonRaphsonLineSearch(CostFunction costfunction, EndCriteria endcriteria)
: this(costfunction, new EndCriteria(), 50, 1e-8)
{
}
public NelderMead(ICostFunction costfunction, EndCriteria endcriteria)
{
costFunction_ = costfunction;
endCriteria_ = endcriteria;
}
public SecantLineSearch(CostFunction costfunction, EndCriteria endcriteria, double sigma_0)
: this(costfunction, endcriteria, sigma_0, 50, 1e-8) {}
public void TestHessianEpsilon()
{
double functionepsilon = 1e-8;
EndCriteria ec = new EndCriteria(100, functionepsilon, 100, 100);
Assert.AreEqual(ec.minHessianEpsilon,functionepsilon);
Assert.IsTrue(!ec.CheckHessianEpsilon(functionepsilon*2));
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.None);
Assert.IsTrue(ec.CheckHessianEpsilon(functionepsilon/2));
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.HessianEpsilon);
ec.Reset();
Assert.AreEqual(ec.Criteria, EndCriteria.CriteriaType.None);
}
public SecantLineSearch(CostFunction costfunction, EndCriteria endcriteria)
: this(costfunction, endcriteria, 1)
{
}