public OneDWrapper(IGradientFunction func, GeneralMatrix pX, GeneralMatrix aX)
{
if (pX==null || aX==null)
throw new ArgumentException("Previous x and alfaX may not be null");
_problemDimension = pX.RowDimension;
_function = func;
_previousX = new GeneralMatrix(pX.ArrayCopy);
_alfaX = new GeneralMatrix(aX.ArrayCopy);
}
public OneDWrapper(IGradientFunction func, GeneralMatrix pX, GeneralMatrix aX)
{
if (pX == null || aX == null)
{
throw new ArgumentException("Previous x and alfaX may not be null");
}
_problemDimension = pX.RowDimension;
_function = func;
_previousX = new GeneralMatrix(pX.ArrayCopy);
_alfaX = new GeneralMatrix(aX.ArrayCopy);
}
public Optimizer(int dim, double[]initialPar, IGradientFunction f, double step, double epsilon, int itMax)
{
_f = f;
_epsilon = epsilon;
_itMax = itMax;
_nDim = dim;
_xCurrent = new double[_nDim];
_initial = new double[_nDim];
_step = step;
//initiate the first value of alpha to some random value less than 100;
Random rnd = new Random();
_alpha = rnd.NextDouble()*100;
_hessian = new GeneralMatrix(_nDim,_nDim);
for (int i=0; i<_nDim; i++)
_initial[i] = initialPar[i];
}
public Optimizer(int dim, double[] initialPar, IGradientFunction f, double step, double epsilon, int itMax)
{
_f = f;
_epsilon = epsilon;
_itMax = itMax;
_nDim = dim;
_xCurrent = new double[_nDim];
_initial = new double[_nDim];
_step = step;
//initiate the first value of alpha to some random value less than 100;
Random rnd = new Random();
_alpha = rnd.NextDouble() * 100;
_hessian = new GeneralMatrix(_nDim, _nDim);
for (int i = 0; i < _nDim; i++)
{
_initial[i] = initialPar[i];
}
}
public BFGS(int dim, double[] initialPar, IGradientFunction f, double step, double epsilon, int itMax)
: base(dim, initialPar, f, step, epsilon, itMax)
{
}
public BFGS(int dim, double[]initialPar, IGradientFunction f, double step, double epsilon, int itMax)
: base(dim, initialPar, f, step, epsilon, itMax)
{
}
