private void Initialize(OptBoundVariable[] variables)
{
this._OptVariable = null;
this._OptBoundVariable = OptBoundVariable.GetClon(variables);
this._ExternalVariables = new double[this._OptBoundVariable.Length];
this._ExternalGradientArray = new double[this._OptBoundVariable.Length];
this.CheckAndSetBounds(this._OptBoundVariable);
int numFreeVariable = 0;
for (int i = 0; i < this._OptBoundVariable.Length; i++)
{
this._ExternalVariables[i] = this._OptBoundVariable[i].InitialGuess;
if (this._OptBoundVariable[i].Fixed == false)
{
numFreeVariable++;
}
}
this._NumFreeVariables = numFreeVariable;
this._FreeVariables = new double[numFreeVariable];
int index = 0;
for (int i = 0; i < this._OptBoundVariable.Length; i++)
{
if (this._OptBoundVariable[i].Fixed == false)
{
this._FreeVariables[index] = this._OptBoundVariable[i].InitialGuess;
index++;
}
}
this._GradientArray = new double[numFreeVariable];
//c nmax is the dimension of the largest problem to be solved.
//c mmax is the maximum number of limited memory corrections.
int NMAX = this._NumFreeVariables;
int MMAX = this.M;
// c wa is a double precision working array of length
// c (2mmax + 4)nmax + 12mmax^2 + 12mmax
int WADimension = (2 * MMAX + 4) * NMAX + 12 * (MMAX * MMAX) + 12 * MMAX;
this.WA = new double[WADimension];
this.IWA = new int[3 * NMAX];
}
private void Initialize(OptMultivariateFunction function, OptMultivariateGradient gradient, OptBoundVariable[] variables)
{
this.internalFunction = new SFUN(function, gradient, variables);
this.MeOptVariable = null;
this.MeOptBoundVariable = OptBoundVariable.GetClon(variables);
this.CheckAndSetBounds(this.MeOptBoundVariable);
this.MeExternalVariables = new double[this.MeOptBoundVariable.Length];
int numFreeVariable = 0;
for (int i = 0; i < this.MeOptBoundVariable.Length; i++)
{
this.MeExternalVariables[i] = variables[i].InitialGuess;
if (this.MeOptBoundVariable[i].Fixed == false)
{
numFreeVariable++;
}
}
this.MeF = function(this.MeExternalVariables);
this.MeNumFreeVariables = numFreeVariable;
this.MeFreeVariables = new double[numFreeVariable];
this.MeGradientArray = new double[numFreeVariable];
int index = 0;
for (int i = 0; i < this.MeOptBoundVariable.Length; i++)
{
if (this.MeOptBoundVariable[i].Fixed == false)
{
this.MeFreeVariables[index] = this.MeOptBoundVariable[i].InitialGuess;
index++;
}
}
//W - (REAL*8)(REAL*8) WORK VECTOR OF LENGTH AT LEAST 14*N
//LW - (INTEGER) THE DECLARED DIMENSION OF W
this.MeLW = 14 * this.MeNumFreeVariables;
this.MeW = new double[this.MeLW];
this.MeMAXIT = Math.Max(1, this.MeNumFreeVariables / 2);
}
