static public OptimizationParameter GetTanInstance(string name, double value, bool doSearch, double low, double high)
{
OptimizationParameter parameter = new OptimizationParameter();
parameter.Name = name;
parameter.Value = value;
parameter.DoSearch = doSearch;
//parameter.LowForSearch = parameter.TransformForSearch(parameter.Low);
//parameter.HighForSearch = parameter.TransformForSearch(parameter.High);
parameter.ConvertToTanInstance(low, high);
return(parameter);
}
public OptimizationParameter Clone()
{
OptimizationParameter parameter = new OptimizationParameter();
parameter.TransformForSearch = TransformForSearch;
parameter.TransformFromSearch = TransformFromSearch;
parameter.Name = Name;
parameter.Value = Value;
parameter.DoSearch = DoSearch;
parameter.Low = Low;
parameter.High = High;
return(parameter);
}
static public OptimizationParameter GetPositiveFactorInstance(string name, double value, bool doSearch)
{
OptimizationParameter parameter = new OptimizationParameter();
//parameter.TransformForSearch = delegate(double r) { return Math.Log(r); };
//parameter.TransformFromSearch = delegate(double r) { return Math.Exp(r); };
//parameter.Low = 1.0 / 1000.0;
//parameter.High = 1000;
//parameter.LowForSearch = parameter.TransformForSearch(parameter.Low);
//parameter.HighForSearch = parameter.TransformForSearch(parameter.High);
parameter.Name = name;
parameter.Value = value;
parameter.DoSearch = doSearch;
parameter.ConvertToPositiveFactorInstance();
return(parameter);
}
override public double Run(Converter <OptimizationParameter, double> oneDRealFunction,
/*ref*/ OptimizationParameter param, int gridLineCount, out double bestInput)
{
try
{
return(Brent.Run(oneDRealFunction, param, gridLineCount, out bestInput));
}
catch (Exception exception)
{
Console.WriteLine("Error calling Brent");
Console.WriteLine(exception.Message);
if (exception.InnerException != null)
{
Console.WriteLine(exception.InnerException.Message);
}
}
return(Grid.Run(oneDRealFunction, param, gridLineCount, out bestInput));
}
static public OptimizationParameter GetProbabilityInstance(string name, double value, bool doSearch)
{
OptimizationParameter parameter = new OptimizationParameter();
//parameter.TransformForSearch = SpecialFunctions.LogOdds;
//parameter.TransformFromSearch = SpecialFunctions.Probability;
//parameter.Low = .001;
//parameter.High = .999;
//parameter.LowForSearch = parameter.TransformForSearch(parameter.Low);
//parameter.HighForSearch = parameter.TransformForSearch(parameter.High);
parameter.Name = name;
parameter.Value = value;
parameter.DoSearch = doSearch;
parameter.ConvertToProbabilityInstance();
return(parameter);
}
override public double Run(Converter <OptimizationParameter, double> oneDRealFunction,
OptimizationParameter param, int gridLineCount, out double bestInput)
{
double low = param.LowForSearch;
double high = param.HighForSearch;
Converter <double, double> oneDRealFunctionInDoubleSpace = delegate(double d)
{
param.ValueForSearch = d;
return(oneDRealFunction(param));
};
double initParamValue = param.ValueForSearch;
BestSoFar <double, double> bestFound = OneDOptimizationX(oneDRealFunctionInDoubleSpace, low, high, gridLineCount);
bestFound.Compare(oneDRealFunctionInDoubleSpace(initParamValue), initParamValue); // make sure we didn't get any worse
bestInput = bestFound.Champ;
param.ValueForSearch = bestFound.Champ;
return(bestFound.ChampsScore);
}
override public double Run(Converter <OptimizationParameter, double> oneDRealFunction,
/*ref*/ OptimizationParameter param, int gridLineCount, out double bestInput)
{
++DebugCount;
double outputTol = .00000001;
Converter <double, double> oneDRealFunctionInDoubleSpace = delegate(double d)
{
Debug.Assert(!double.IsNaN(d));
param.ValueForSearch = d;
try
{
double odrf = oneDRealFunction(param);
if (double.IsNaN(odrf))
{
return(double.PositiveInfinity);
}
//Debug.Assert(!double.IsNegativeInfinity(odrf)); //!!!for debugging
return(-odrf);
}
catch (Exception exception)
{
Console.WriteLine("Exception turned to NaN in OneDOptimizationBrent");
Console.WriteLine(exception.Message);
if (exception.InnerException != null)
{
Console.WriteLine(exception.InnerException.Message);
}
return(double.NaN);
}
};
double a = param.LowForSearch;
double b = param.ValueForSearch;
Debug.WriteLine(SpecialFunctions.CreateTabString(DebugCount, "Get a and b from param\n", "", "a", a, "\n", "", "b", b, "\n"));
double c;
if (a > b || Math.Abs(a - b) < InputTol || double.IsInfinity(b))
{
c = param.HighForSearch;
b = a + GoldenRatio * (c - a);
Debug.WriteLine(SpecialFunctions.CreateTabString(DebugCount, "if (a > b || Math.Abs(a - b) < inputTol || double.IsInfinity(b)){c = param.HighForSearch;b = a + goldenRatio * (c - a);}\n", "", "a", a, "\n", "", "b", b, "\n", "", "c", c, "\n"));
}
else
{
Debug.Assert(a <b && Math.Abs(a - b)> InputTol); // real assert
c = b + InvGold * (b - a);
Debug.WriteLine(SpecialFunctions.CreateTabString(DebugCount, "NOT if (a > b || Math.Abs(a - b) < inputTol || double.IsInfinity(b)){c = b + invGold * (b - a);}", "a", a, "", "\n", "", "b", b, "", "\n", "", "c", c, "", "\n"));
}
double fOfA;
double fOfB;
double fOfC;
if (FindBracketWithInfinities(ref a, ref b, ref c, oneDRealFunctionInDoubleSpace, InputTol, outputTol, out bestInput, out fOfA, out fOfB, out fOfC, DebugCount))
{
return(-fOfB);
}
Debug.WriteLine(SpecialFunctions.CreateTabString(DebugCount, "About to enter Brent\n", "", "a", a, fOfA, "\n", "", "b", b, fOfB, "\n", "", "c", c, fOfC, "\n"));
SpecialFunctions.CheckCondition(fOfB < fOfA && fOfB < fOfC, string.Format("About to enter Brent, but prediction, f(b)<f(a) && f(b) < f(c), has failed"));
FuncMin.FuncMinBrent(a, ref b, c, fOfA, ref fOfB, fOfC, InputTol, oneDRealFunctionInDoubleSpace);
Debug.WriteLine(SpecialFunctions.CreateTabString(DebugCount, "After Brent\n", "", "a", a, fOfA, "\n", "", "b", b, fOfB, "\n", "", "c", c, fOfC, "\n"));
bestInput = b;
return(-fOfB);
}
abstract public double Run(Converter <OptimizationParameter, double> oneDRealFunction, OptimizationParameter paramToOptimize, int gridLineCount, out double bestInput);