public override double findAlphaStar(double[] x, double[] dir)
{
// include the first two points in this SortedList (essentially, the a, b and c).
var alphaAndF = new SortedList <double, double>
{
{ 0.0, calcF(x, 0.0, dir) },
{ stepSize, calcF(x, stepSize, dir) }
};
// third point is based on if second point is better or worse
if (alphaAndF[stepSize] <= alphaAndF[0.0])
{
alphaAndF.Add(3 * stepSize, calcF(x, 3 * stepSize, dir));
}
else
{
alphaAndF.Add(stepSize / 2, calcF(x, stepSize / 2, dir));
}
var k = 0;
var fMin = alphaAndF.Values.Min();
var minIndex = alphaAndF.IndexOfValue(fMin);
#region start main loop
while (((Math.Abs(alphaAndF.Keys[2] - alphaAndF.Keys[0]) / 2) > epsilon) && (k++ < kMax))
{
k++;
double alphaNew;
DSCPowellLoopStatus loopStatus;
#region find new alpha
if (!quadraticApprox(out alphaNew, alphaAndF))
{
/* if the quadratic approximatoin fails, we make note of it with this enumerator. */
loopStatus = DSCPowellLoopStatus.SecondDerivNegative;
SearchIO.output("<<< uh-oh! negative 2nd deriv @ k=" + k + "!>>>", 5);
}
else if (alphaAndF.Keys.Contains(alphaNew))
{
/* if the alpha is already one of the three, then no point in keeping it. */
loopStatus = DSCPowellLoopStatus.NewPointAlreadyFound;
SearchIO.output("<<< uh-oh! new point is a repeat @ k=" + k + "!>>>", 5);
}
else
{
var fNew = calcF(x, alphaNew, dir);
if (fNew > alphaAndF.Values.Min() && NewPointIsFarthest(alphaNew, alphaAndF.Keys, minIndex))
{
SearchIO.output("<<< uh-oh! new point is not best and too far away @ k=" + k + "!>>>", 5);
/* the new point is not the best and is farthest from the current best, so it will simply
* be deleted after it is added. That's not good. */
loopStatus = DSCPowellLoopStatus.NewPointIsFarthest;
}
else
{
/* whew! it looks like the new point (point d) is a keeper */
loopStatus = DSCPowellLoopStatus.Normal;
alphaAndF.Add(alphaNew, fNew);
}
}
#endregion
#region if alpha via quadratic approximation failed, then set here.
if (loopStatus != DSCPowellLoopStatus.Normal)
{
switch (minIndex)
{
case 0:
alphaNew = alphaAndF.Keys[0] + (alphaAndF.Keys[0] - alphaAndF.Keys[2]);
break;
case 1:
alphaNew = (alphaAndF.Keys[0] + alphaAndF.Keys[1] + alphaAndF.Keys[2]) / 3;
break;
case 2:
alphaNew = alphaAndF.Keys[2] + (alphaAndF.Keys[2] - alphaAndF.Keys[0]);
break;
}
alphaAndF.Add(alphaNew, calcF(x, alphaNew, dir));
}
#endregion
#region remove farthest value from min
fMin = alphaAndF.Values.Min();
minIndex = alphaAndF.IndexOfValue(fMin);
switch (minIndex)
{
case 0:
alphaAndF.RemoveAt(3); break;
case 1:
if (alphaAndF.Keys[3] - alphaAndF.Keys[1] > alphaAndF.Keys[1] - alphaAndF.Keys[0])
{
alphaAndF.RemoveAt(3);
}
else
{
alphaAndF.RemoveAt(0);
}
break;
case 2:
if (alphaAndF.Keys[3] - alphaAndF.Keys[2] > alphaAndF.Keys[2] - alphaAndF.Keys[0])
{
alphaAndF.RemoveAt(3);
}
else
{
alphaAndF.RemoveAt(0);
}
break;
case 3:
alphaAndF.RemoveAt(0); break;
}
#endregion
fMin = alphaAndF.Values.Min();
minIndex = alphaAndF.IndexOfValue(fMin);
}
#endregion
return(alphaAndF.Keys[minIndex]);
}
