/// <summary>Initializes a new instance of the <see cref="LevenbergMarquardtOptimizer"/> class.
/// </summary>
/// <param name="abortCondition">The abort (stopping) condition for the Simulated Annealing optimizer.</param>
public LevenbergMarquardtOptimizer(LevenbergMarquardtAbortCondition abortCondition)
{
AbortCondition = abortCondition ?? throw new ArgumentNullException(nameof(abortCondition));
m_Name = new IdentifierString("Levenberg-Marquardt");
m_FunctionDescriptor = new MultivariateFunctionFactory();
m_ConstraintDescriptor = new MultiDimOptimizerConstraintFactory(MultiDimOptimizerConstraintFactory.ConstraintType.Box | MultiDimOptimizerConstraintFactory.ConstraintType.LinearEquation | MultiDimOptimizerConstraintFactory.ConstraintType.LinearInEquation | MultiDimOptimizerConstraintFactory.ConstraintType.None);
}
/// <summary>Initializes a new instance of the <see cref="GoldfarbIdanaQuadraticProgram"/> class.
/// </summary>
/// <param name="abortCondition">The abort (stopping) condition for the Simulated Annealing optimizer.</param>
public GoldfarbIdanaQuadraticProgram(GoldfarbIdanaQuadraticProgramAbortCondition abortCondition)
{
AbortCondition = abortCondition ?? throw new ArgumentNullException(nameof(abortCondition));
m_Name = new IdentifierString("Quadratic programming optimizer");
m_FunctionDescriptor = new QuadraticProgramFunctionFactory();
m_ConstraintDescriptor = new MultiDimOptimizerConstraintFactory(MultiDimOptimizerConstraintFactory.ConstraintType.Box | MultiDimOptimizerConstraintFactory.ConstraintType.LinearEquation | MultiDimOptimizerConstraintFactory.ConstraintType.LinearInEquation | MultiDimOptimizerConstraintFactory.ConstraintType.None);
}
/// <summary>Initializes a new instance of the <see cref="PowellOptimizer"/> class.
/// </summary>
/// <param name="abortCondition">The abort (stopping) condition for the Simulated Annealing optimizer.</param>
/// <param name="lineSearchOptimizer">The line search optimizer to take into account.</param>
/// <param name="constraintProvider">The constraint provider, i.e. transformation etc. for the support of specific constraints (the original algorithm does not support any constraints).</param>
public PowellOptimizer(PowellOptimizerAbortCondition abortCondition, OneDimOptimizer lineSearchOptimizer, MultiDimOptimizerConstraintProvider constraintProvider)
{
AbortCondition = abortCondition ?? throw new ArgumentNullException(nameof(abortCondition));
LineSearchOptimizer = lineSearchOptimizer ?? throw new ArgumentNullException(nameof(lineSearchOptimizer));
m_ConstraintProvider = constraintProvider ?? throw new ArgumentNullException(nameof(constraintProvider));
m_Name = new IdentifierString("Powell optimizer");
m_FunctionDescriptor = new OrdinaryMultiDimOptimizerFunctionFactory();
m_ConstraintDescriptor = new MultiDimOptimizerConstraintFactory(constraintProvider.SupportedConstraints);
}
/// <summary>Initializes a new instance of the <see cref="NelderMeadOptimizer"/> class.
/// </summary>
/// <param name="abortCondition">The abort (stopping) condition for the Nelder-Mead optimizer.</param>
/// <param name="constraintProvider">The constraint provider, i.e. transformation etc. for the support of specific constraints (the original algorithm does not support any constraints).</param>
/// <param name="initialScaleFactor">A scaling factor which is used to create from a specific initial guess the N + 1 points (in \R^N) of the start simplex.</param>
public NelderMeadOptimizer(NelderMeadOptimizerAbortCondition abortCondition, MultiDimOptimizerConstraintProvider constraintProvider, double initialScaleFactor = 1.0)
{
AbortCondition = abortCondition ?? throw new ArgumentNullException(nameof(abortCondition));
m_ConstraintProvider = constraintProvider ?? throw new ArgumentNullException(nameof(constraintProvider));
m_Name = new IdentifierString("Nelder-Mead-Simplex search optimizer");
m_FunctionDescriptor = new OrdinaryMultiDimOptimizerFunctionFactory();
m_ConstraintDescriptor = new MultiDimOptimizerConstraintFactory(constraintProvider.SupportedConstraints);
InitialScaleFactor = initialScaleFactor;
}
/// <summary>Initializes a new instance of the <see cref="PraxisOptimizer"/> class.
/// </summary>
/// <param name="randomNumberStream">The random number stream.</param>
/// <param name="abortCondition">The abort (stopping) condition for the Simulated Annealing optimizer.</param>
/// <param name="constraintProvider">The constraint provider, i.e. transformation etc. for the support of specific constraints (the original algorithm does not support any constraints).</param>
/// <param name="scalingFactor">A scaling parameter. If the scales for the different parameters are very different this value should be/ set to a value of about 10.0.</param>
/// <param name="expectedDistanceToSolution">A step length parameter which should be set equal to the expected distance from the solution.</param>
public PraxisOptimizer(IRandomNumberStream randomNumberStream, PraxisOptimizerAbortCondition abortCondition, MultiDimOptimizerConstraintProvider constraintProvider, double scalingFactor = 1.0, double expectedDistanceToSolution = 1.0)
{
if (randomNumberStream == null)
{
throw new ArgumentNullException(nameof(randomNumberStream));
}
m_SingleRandomNumberStream = new SingleRandomNumberStream(randomNumberStream, 250);
AbortCondition = abortCondition ?? throw new ArgumentNullException(nameof(abortCondition));
m_ConstraintProvider = constraintProvider ?? throw new ArgumentNullException(nameof(constraintProvider));
ScalingFactor = scalingFactor;
ExpectedDistanceToSolution = expectedDistanceToSolution;
m_Name = new IdentifierString("PRAXIS optimizer");
m_FunctionDescriptor = new OrdinaryMultiDimOptimizerFunctionFactory();
m_ConstraintDescriptor = new MultiDimOptimizerConstraintFactory(constraintProvider.SupportedConstraints);
}
/// <summary>Initializes a new instance of the <see cref="MultiDimOptimizerConstraint" /> class.
/// </summary>
/// <param name="constraintDescriptor">The constraint descriptor.</param>
/// <param name="constraint">The constraint of the optimizer in its <see cref="IMultiDimRegion"/> representation.</param>
public MultiDimOptimizerConstraint(MultiDimOptimizerConstraintFactory constraintDescriptor, IMultiDimRegion constraint)
{
Factory = constraintDescriptor ?? throw new ArgumentNullException(nameof(constraintDescriptor));
RegionRepresentation = constraint ?? throw new ArgumentNullException(nameof(constraint));
}