public void GetSolutionReport_UsingEmptyConstructor()
{
var dhs = new DownHillSimplex();
dhs.InitialGuess = new[] {1d, 7d};
IVertex initialVertex = new Vertex(dhs.InitialGuess);
dhs.InitialSimplex = new Simplex(initialVertex);
dhs.CurrentSimplex = dhs.InitialSimplex;
dhs.ObjectiveFunction = vertex => ObjectiveMeasure.SumOfSquares(vertex);
if (!dhs.IsValid())
{
throw new Exception("Did not pass the IsValid method");
}
var solution = dhs.GetSolution();
var isSolved = solution.ObjectiveMeasure.IsEqualTo(0d);
Assert.IsTrue(isSolved);
}
public void GetSolutionReport_UsingInitialParamsConstructor()
{
Func<IVertex, double> objFunction = vert =>
{
var x = vert.Parameters[0];
var y = vert.Parameters[1];
return (x*x + y - 11)*(x*x + y - 11) + (x + y*y - 7)*(x + y*y - 7);
};
var initialGuess = new[] { 1.0, 1.0 };
var dhs = new DownHillSimplex(initialGuess);
dhs.ObjectiveFunction = objFunction;
if (!dhs.IsValid())
{
throw new Exception("Did not pass the IsValid method");
}
var solution = dhs.GetSolution();
Assert.AreEqual(1.6368619236455376E-24, solution.ObjectiveMeasure);
}
public void Constructor()
{
// Arrange
var initialGuess = new[] {1.0, 1.0};
var mockVertex = new Mock<IVertex>();
mockVertex.Setup(e => e.Parameters).Returns(initialGuess);
var mockSimplex = new Mock<ISimplex>();
var dictionary = new Dictionary<int, IVertex>
{
{1, new Vertex(new double[2])},
{2, new Vertex(new double[2])},
{3, new Vertex(new double[2])}
};
mockSimplex.Setup(e => e.Vertices).Returns(dictionary);
// Act
var dhSimplex = new DownHillSimplex(mockVertex.Object, mockSimplex.Object);
// Assert
Assert.AreEqual(3, dhSimplex.InitialSimplex.Vertices.Count);
}
static void Main()
{
// Set up a some initial parameters
var initialParameterSet = new double[NumDimensions];
var rng = new Random(3);
foreach (var i in Enumerable.Range(0, initialParameterSet.Length))
{
initialParameterSet[i] = rng.Next(-10, 10);
}
// Create a downhill simplex object and change a few of the default settings.
var dhs = new DownHillSimplex(initialParameterSet);
dhs.MinNumberOfIterations = 10;
dhs.MaxNumberOfIterations = 10000;
dhs.ObjectiveMeasureTolerance = 0.000001;
// Create and assign an objective function. This needs to have an output minimum of 0 E.g. like a sum of squares type function
Func<IVertex, double> objFunctionRosenbrock = vert =>
{
var sum = 0.0;
for (int i = 0; i < vert.Parameters.Length - 1; i++)
{
sum += (1 - vert.Parameters[i]) * (1 - vert.Parameters[i]) +
100 *
(vert.Parameters[i + 1] - vert.Parameters[i] * vert.Parameters[i]) *
(vert.Parameters[i + 1] - vert.Parameters[i] * vert.Parameters[i]);
}
return sum;
};
dhs.ObjectiveFunction = objFunctionRosenbrock;
// Setting this to true will generate all the path data
// E.g. At each step you can see the current parameters, the objectives measures and the type of transformation
// from either of Reflection, Contraction or Reduction. Note that the transformation info is lagged so if iteration 61 says
// Reflection then it means iteration 62 has been reflected and not iteration 61.
dhs.SaveDebugSimplexPathDataToSolutionReport = CreatePathDataForDebugging;
// Run the method
var stopWatch = new System.Diagnostics.Stopwatch();
stopWatch.Start();
var solution = dhs.GetSolution();
stopWatch.Stop();
// Format string together the output
string paramSet;
string initialParamSet;
try
{
paramSet = solution.ParameterSet.Aggregate(string.Empty, (current, p) => current + (Math.Round(p, 4) + "; "));
initialParamSet = initialParameterSet.Aggregate(string.Empty, (current, p) => current + (Math.Round(p, 4) + "; "));
}
catch(Exception)
{
paramSet = string.Empty;
initialParamSet = string.Empty;
}
// Print the output
Console.WriteLine("Unit tested code:");
Console.WriteLine("Initial Params: {0}", initialParamSet);
Console.WriteLine("Run status: {0}\nNumber of iterations: {1}\nObjective measure: {2}\nSolution parameters: {3}",
solution.Status,
solution.NumOfIterationsMade, Math.Round(solution.ObjectiveMeasure,4), paramSet);
Console.WriteLine("Time taken (ms): {0}", stopWatch.ElapsedMilliseconds);
// Information for debugging
#region If CreatePathDataForDebugging is set to true then the following code block will be run
if (dhs.SaveDebugSimplexPathDataToSolutionReport)
{
for (int i = 0; i < solution.NumOfIterationsMade; i++)
{
if (i % PathIntervalToBeDisplayedWhenDebugging != 0)
{
continue;
}
var measures = string.Empty;
var vertices = "(";
for (int j = 0; j <= solution.ParameterSet.Length; j++)
{
measures += Math.Round(solution.ObjectiveMeasuresPath[i][j],4) + "; ";
vertices = solution.SimplexPath[i].Vertices[j + 1].Parameters.Aggregate(vertices, (current, p) => current + (Math.Round(p,4) + " "));
vertices += "/ ";
}
vertices += ")";
Console.WriteLine("Iteration Number: {0}", i);
Console.WriteLine("Transformation type: {0}", solution.SimplexTransformationPath[i + 1]);
Console.WriteLine("Measures: {0}", measures);
Console.WriteLine("Vertices: {0}", vertices);
}
}
#endregion
Console.ReadLine();
}