private int SearchMinimumByDivision(LinearAlgebra.DoubleVector bound0, LinearAlgebra.DoubleVector bound1, int numberOfInitialDivisions)
{
double minValue = double.PositiveInfinity;
int imin = -1;
for (int i = 0; i <= numberOfInitialDivisions; i++)
{
double r = i / (double)numberOfInitialDivisions;
double actValue = FunctionEvaluation(bound0 * (1 - r) + bound1 * r);
if (actValue < minValue)
{
minValue = actValue;
imin = i;
}
}
return(imin);
}
public LinearAlgebra.DoubleVector Search(LinearAlgebra.DoubleVector bound0, LinearAlgebra.DoubleVector bound1, int numberOfInitialDivisions, int numberOfSubsequentDivisions, int divisionDepth)
{
if (numberOfInitialDivisions < 2)
{
throw new ArgumentOutOfRangeException("Number of initial divisions must not smaller than 2");
}
if (numberOfSubsequentDivisions < 2)
{
throw new ArgumentOutOfRangeException("Number of subsequent divisions must be not smaller than 2");
}
int actualNumberOfDivisions = numberOfInitialDivisions;
int imin = SearchMinimumByDivision(bound0, bound1, actualNumberOfDivisions);
if (imin < 0)
{
throw new ArgumentOutOfRangeException("Function evaluation resulted in either all invalid or infinite function values");
}
double r = imin / (double)actualNumberOfDivisions;
double rstep = 1 / (double)actualNumberOfDivisions;
double rmin = Math.Max(0, r - rstep);
double rmax = Math.Min(1, r + rstep);
DoubleVector xLeft = bound0 * (1 - rmin) + bound1 * rmin;
DoubleVector xRight = bound0 * (1 - rmax) + bound1 * rmax;
if (divisionDepth <= 0)
{
return(bound0 * (1 - r) + bound1 * r);
}
else if (numberOfSubsequentDivisions == 2)
{
DoubleVector xMiddle = bound0 * (1 - r) + bound1 * r;
return(BinaryMinimumSearch(xLeft, FunctionEvaluation(xLeft), xMiddle, FunctionEvaluation(xMiddle), xRight, FunctionEvaluation(xRight), divisionDepth));
}
else
{
return(SearchMinimumByRecursiveDivisions(xLeft, xRight, numberOfSubsequentDivisions, divisionDepth));
}
}
public override LinearAlgebra.DoubleVector Search(LinearAlgebra.DoubleVector x, LinearAlgebra.DoubleVector direction, double step)
{
var retx = new DoubleVector(x);
double oldVal = FunctionEvaluation(retx);
double newVal = oldVal;
// First find the initial direction
double valPos = FunctionEvaluation(retx + direction * step);
double valNeg = FunctionEvaluation(retx - direction * step);
if (valPos >= oldVal && valNeg < oldVal) // we reverse the direction only if the other direction really gives the smaller result
{
retx -= direction * step;
oldVal = valNeg;
step = -step;
}
else if (valPos < oldVal)
{
retx += direction * step;
oldVal = valPos;
}
// now iterate
for (; ;)
{
retx += direction * step;
newVal = FunctionEvaluation(retx);
if (newVal > oldVal)
{
step /= -2;
}
else if (!(newVal != oldVal))
{
break;
}
oldVal = newVal;
}
return(retx);
}
public override LinearAlgebra.DoubleVector Search(LinearAlgebra.DoubleVector x, LinearAlgebra.DoubleVector direction, double step)
{
return(Search(x, x + direction * step, _numberOfInitialDivisions, _numberOfSubsequentDivisions, _divisionDepth));
}