/// <summary>Initializes a new instance of the <see cref="BoxTransformationAlgorithm"/> class.
/// </summary>
/// <param name="optimizer">The <see cref="MultiDimOptimizer"/> object that serves as factory of the current object and solve optimization problems without constraints.</param>
/// <param name="boxConstraint">The box constraint.</param>
internal BoxTransformationAlgorithm(MultiDimOptimizer optimizer, MultiDimRegion.Interval boxConstraint)
{
m_Optimizer = optimizer ?? throw new ArgumentNullException(nameof(optimizer));
m_BoxConstraint = boxConstraint ?? throw new ArgumentNullException(nameof(boxConstraint));
m_TempFunctionArgument = new double[boxConstraint.Dimension];
m_InnerOptimizerAlgorithm = optimizer.Create(boxConstraint.Dimension);
}
/// <summary>Initializes a new instance of the <see cref="QuadraticPenaltyAlgorithm"/> class.
/// </summary>
/// <param name="optimizer">The <see cref="MultiDimOptimizer"/> object that serves as factory of the current object and solve optimization problems without constraints.</param>
/// <param name="multiDimRegionCollection">The constraints in its <see cref="MultiDimOptimizer.IConstraint"/> representation.</param>
/// <param name="relativePenaltyWeight">The relative weight of the penalty function.</param>
/// <param name="absolutePenaltyWeight">The absolute weight of the penalty function.</param>
internal QuadraticPenaltyAlgorithm(MultiDimOptimizer optimizer, IEnumerable <MultiDimOptimizer.IConstraint> multiDimRegionCollection, double relativePenaltyWeight = 1e20, double absolutePenaltyWeight = 0.0)
{
m_Optimizer = optimizer ?? throw new ArgumentNullException(nameof(optimizer));
m_MultiDimRegions = CheckConstraintConsistency(multiDimRegionCollection);
Dimension = multiDimRegionCollection.FirstOrDefault().Dimension;
m_InnerOptimizerAlgorithm = optimizer.Create(Dimension);
m_RelativePenaltyWeight = relativePenaltyWeight;
m_AbsolutePenaltyWeight = absolutePenaltyWeight;
}
/// <summary>Creates a specific <see cref="IMultiDimOptimizerAlgorithm"/> object.
/// </summary>
/// <param name="optimizer">The <see cref="MultiDimOptimizer"/> object that supports a optimization problems without constraints.</param>
/// <param name="multiDimRegionCollection">The constraints in its <see cref="MultiDimOptimizer.IConstraint"/> representation.</param>
/// <returns>The specific <see cref="IMultiDimOptimizerAlgorithm"/> object.</returns>
public override IMultiDimOptimizerAlgorithm Create(MultiDimOptimizer optimizer, MultiDimOptimizer.IConstraint[] multiDimRegionCollection)
{
return(new QuadraticPenaltyAlgorithm(optimizer, multiDimRegionCollection, RelativePenaltyWeight, AbsolutePenaltyWeight));
}
/// <summary>Converts a collection of <see cref="IMultiDimRegion"/> objects to a specific <see cref="MultiDimOptimizer.IConstraint"/> representation.
/// </summary>
/// <param name="multiDimOptimizer">The <see cref="MultiDimOptimizer"/> object.</param>
/// <param name="constraints">The constraints in its generic <see cref="IMultiDimRegion"/> representation.</param>
/// <returns>The collection of <see cref="MultiDimOptimizer.IConstraint"/> that contains the algorithm specific representation of the <paramref name="constraints"/>.</returns>
public static IEnumerable <MultiDimOptimizer.IConstraint> GetConvertedConstraints(this MultiDimOptimizer multiDimOptimizer, IEnumerable <IMultiDimRegion> constraints)
{
if (constraints == null)
{
throw new ArgumentNullException(nameof(constraints));
}
int dimension = -1;
foreach (var constraint in constraints)
{
if (dimension == -1)
{
dimension = constraint.Dimension;
}
else if (dimension != constraint.Dimension)
{
throw new ArgumentException(nameof(constraints));
}
if (constraint is MultiDimRegion.Interval)
{
yield return(multiDimOptimizer.Constraint.Create((MultiDimRegion.Interval)constraint));
}
else if (constraint is MultiDimRegion.LinearInequality)
{
yield return(multiDimOptimizer.Constraint.Create((MultiDimRegion.LinearInequality)constraint));
}
else if (constraint is MultiDimRegion.LinearEquality)
{
yield return(multiDimOptimizer.Constraint.Create((MultiDimRegion.LinearEquality)constraint));
}
else if (constraint is MultiDimRegion.Polynomial)
{
yield return(multiDimOptimizer.Constraint.Create((MultiDimRegion.Polynomial)constraint));
}
else if (constraint is MultiDimRegion.Inequality)
{
yield return(multiDimOptimizer.Constraint.Create((MultiDimRegion.Inequality)constraint));
}
else
{
throw new ArgumentException(nameof(constraints));
}
}
}
/// <summary>Creates a new <see cref="IMultiDimOptimizerAlgorithm"/> object.
/// </summary>
/// <param name="multiDimOptimizer">The <see cref="MultiDimOptimizer"/> object.</param>
/// <param name="constraints">A collection of contraints for the optimization algorithm.</param>
/// <returns>A new <see cref="IMultiDimOptimizerAlgorithm"/> object.</returns>
public static IMultiDimOptimizerAlgorithm Create(this MultiDimOptimizer multiDimOptimizer, params IMultiDimRegion[] constraints)
{
return(multiDimOptimizer.Create(GetConvertedConstraints(multiDimOptimizer, constraints).ToArray()));
}
/// <summary>Creates a new <see cref="IMultiDimOptimizerAlgorithm"/> object.
/// </summary>
/// <param name="multiDimOptimizer">The <see cref="MultiDimOptimizer"/> object.</param>
/// <param name="constraints">A collection of contraints for the optimization algorithm.</param>
/// <returns>A new <see cref="IMultiDimOptimizerAlgorithm"/> object.</returns>
public static IMultiDimOptimizerAlgorithm Create(this MultiDimOptimizer multiDimOptimizer, IEnumerable <IMultiDimRegion> constraints)
{
return(multiDimOptimizer.Create(GetConvertedConstraints(multiDimOptimizer, constraints).ToArray()));
}
