using System; using System.Collections.Generic; using System.Text; namespace DotNumerics.Optimization.Cobyla { internal class CobylaDriver { #region Fields COBYLA MeCOBYLA; private OptMultivariateFunction Function; private OptSimplexBoundVariable[] MeSimplexBoundVariableList; protected double[] MeVariables; protected double[] MeFreeVariables; protected int MeNumFreeVariables = 0; private int MeNumBoundVariables = 0; private double MeInitialStep = 1; private int MeFunEvaluations = 0; double[] W; int[] IACT; #endregion #region Constructor public CobylaDriver() { CALCFC fun = new CALCFC(InternalFunction); this.MeCOBYLA = new COBYLA(fun); } #endregion #region Methods public double[] ComputeMin(OptMultivariateFunction function, OptSimplexBoundVariable[] variables, double initialStep, double tolerance, ref int MAXFUN) { this.Function = function; this.MeFunEvaluations = 0; this.MeSimplexBoundVariableList = OptSimplexBoundVariable.GetClon(variables); this.MeInitialStep = initialStep; this.InitializeVariables(); this.InitializeWorkSpace(); if (this.MeNumFreeVariables == 0) return this.MeVariables; this.MeCOBYLA.Run(this.MeNumFreeVariables, this.MeNumBoundVariables, ref this.MeFreeVariables, 0, initialStep, tolerance, 0, ref MAXFUN, ref W, 0, ref IACT, 0); int varFreeVarIndex = 0; for (int i = 0; i < this.MeSimplexBoundVariableList.Length; i++) { if (this.MeSimplexBoundVariableList[i].Fixed == false) { //mod this.MeVariables[i] = this.MeFreeVariables[varFreeVarIndex] * this.MeSimplexBoundVariableList[i].ScaleFactor; varFreeVarIndex++; } } MAXFUN = this.MeFunEvaluations; return this.MeVariables; } private void InitializeVariables() { this.MeNumFreeVariables = 0; this.MeNumBoundVariables = 0; foreach (OptSimplexBoundVariable var in this.MeSimplexBoundVariableList) { if (var.Fixed == false) { this.MeNumFreeVariables++; //Se invierten los limites de ser necesario if (var.LowerBound > var.UpperBound) { double tempBound = var.LowerBound; var.LowerBound = var.UpperBound; var.UpperBound = tempBound; } //Se revisa que la variable inicial este dentro de los limites if (var.InitialGuess < var.LowerBound) { var.InitialGuess = var.LowerBound; } if (var.InitialGuess > var.UpperBound) { var.InitialGuess = var.UpperBound; } if (var.InitialGuess == 0) var.InitialGuess = Math.Min(1, var.UpperBound); // Si es 0 no ocurre ningun cambio asi que se modifica el valor if (var.LowerBound == double.NegativeInfinity && var.UpperBound == double.PositiveInfinity) var.UseBounds = false; if (var.UseBounds == true) this.MeNumBoundVariables++; } } this.MeVariables = new double[this.MeSimplexBoundVariableList.Length]; int index = 0; foreach (OptSimplexBoundVariable var in this.MeSimplexBoundVariableList) { this.MeVariables[index] = var.InitialGuess; index++; } this.MeFreeVariables = new double[this.MeNumFreeVariables]; index = 0; foreach (OptSimplexBoundVariable var in this.MeSimplexBoundVariableList) { if (var.Fixed == false) { //mod this.MeFreeVariables[index] = var.InitialGuess / var.ScaleFactor; index++; } } } private void InitializeWorkSpace() { //The arguments W and IACT provide real and // C integer arrays that are used as working space. Their lengths must be at // C least N*(3*N+2*M+11)+4*M+6 and M+1 respectively. int N = this.MeNumFreeVariables; int M = this.MeNumBoundVariables; int wDim = N * (3 * N + 2 * M + 11) + 4 * M + 6; this.W = new double[wDim]; this.IACT = new int[M + 1]; } #endregion private void InternalFunction(int N, int M, double[] X, int o_x, ref double F, ref double[] CON, int o_con) { this.MeFunEvaluations++; int varFreeVarIndex = 0; for (int i = 0; i < this.MeSimplexBoundVariableList.Length; i++) { if (this.MeSimplexBoundVariableList[i].Fixed == false) { //mod this.MeVariables[i] = X[varFreeVarIndex + o_x] * this.MeSimplexBoundVariableList[i].ScaleFactor; varFreeVarIndex++; } } F = this.Function(this.MeVariables); varFreeVarIndex = 0; int index = 0; double valLower = 0; double valUpper = 0; double fact = Math.Max(1, Math.Abs(F)); for (int i = 0; i < this.MeSimplexBoundVariableList.Length; i++) { if (this.MeSimplexBoundVariableList[i].Fixed == false) { if (this.MeSimplexBoundVariableList[i].UseBounds) { if (fact == 0) fact = 1; //mod valLower = fact * (X[varFreeVarIndex + o_x] - this.MeSimplexBoundVariableList[i].LowerBound / this.MeSimplexBoundVariableList[i].ScaleFactor); //mod valUpper = fact * (this.MeSimplexBoundVariableList[i].UpperBound / this.MeSimplexBoundVariableList[i].ScaleFactor - X[varFreeVarIndex + o_x]); CON[index + o_con] = Math.Min(valLower, valUpper); index++; } varFreeVarIndex++; } } } } }