private OptSimplexVariable[] GetVariables(double[] variablesArray)
{
OptSimplexVariable[] vars = new OptSimplexVariable[variablesArray.Length];
for (int i = 0; i < variablesArray.Length; i++)
{
vars[i] = new OptSimplexVariable(variablesArray[i]);
}
return(vars);
}
private OptSimplexVariable[] GetVariables(OptVariable[] variablesArray)
{
OptSimplexVariable[] vars = new OptSimplexVariable[variablesArray.Length];
for (int i = 0; i < variablesArray.Length; i++)
{
OptVariable var = variablesArray[i];
vars[i] = new OptSimplexVariable(var.Name, var.InitialGuess, var.Fixed);
}
return(vars);
}
/// <summary>
/// Computes the minimum point of a function of several variables.
/// </summary>
/// <param name="function">The function to minimize.</param>
/// <param name="variables">Array of size N containing the varaibles.</param>
/// <returns>Array containing the solution.</returns>
public double[] ComputeMin(OptMultivariateFunction function, OptSimplexVariable[] variables)
{
if (variables == null) return new double[0];
if (variables.Length == 0) return new double[0];
double initialStep = this.GetAutomaticInitialStep(variables);
int maxFunc = this._MaxFunEvaluations;
return this.GetMinimum(function, variables, initialStep, this._Tolerance, ref maxFunc);
}
private OptSimplexVariable[] GetVariables(OptVariable[] variablesArray)
{
OptSimplexVariable[] vars = new OptSimplexVariable[variablesArray.Length];
for (int i = 0; i < variablesArray.Length; i++)
{
OptVariable var = variablesArray[i];
vars[i] = new OptSimplexVariable(var.Name, var.InitialGuess, var.Fixed);
}
return vars;
}
private OptSimplexVariable[] GetVariables(double[] variablesArray)
{
OptSimplexVariable[] vars = new OptSimplexVariable[variablesArray.Length];
for (int i = 0; i < variablesArray.Length; i++)
{
vars[i] = new OptSimplexVariable(variablesArray[i]);
}
return vars;
}
private int GetNumFreeVariable(OptSimplexVariable[] variables)
{
int numFreeVariables = 0;
foreach (OptSimplexVariable var in variables)
{
if (var.Fixed == false) numFreeVariables++;
}
return numFreeVariables;
}
private double[] GetMinimum(OptMultivariateFunction function, OptSimplexVariable[] variables, double initialStep, double ftol, ref int nMax)
{
if (this._AmoebaDirver == null) this._AmoebaDirver = new DownhillDirver();
double[] minimum = this._AmoebaDirver.ComputeMin(function, variables, initialStep, ftol, ref nMax);
this.FunEvaluations = nMax;
return minimum;
}
private double GetAutomaticInitialStep(OptSimplexVariable[] variables)
{
int numFreeVariables = this.GetNumFreeVariable(variables);
if (numFreeVariables == 0) return 1;
double step = 0;
double sum = 0;
foreach (OptSimplexVariable var in variables)
{
if (var.Fixed == false)
{
//mod
sum += Math.Abs(var.InitialGuess / var.ScaleFactor);
}
}
if (sum != 0)
{
step = sum / (2.0 * numFreeVariables);
}
else
{
step = 1;
}
return step;
}