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using System;
using System.Diagnostics;
using CenterSpace.NMath.Core;
namespace CenterSpace.NMath.Examples.CSharp
{
/// <summary>
/// A .NET example in C# showing how to use the stochastic hill
/// climbing solver <c>StochasticHillClimbingSolver</c> to solve a
/// nonlinear programming problem.
/// W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes.
/// This is problem number 86.
/// </summary>
public class StochasticHillClimbingExample
{
public static void Main( string[] args )
{
// Create the objective function a an instance of a class derived from
// DoubleFunctional.
var f = new ObjectiveFunction();
// Construct the nonlinear programming problem. There are
// five constraints and each variable is required to be >= 0.
var problem = new NonlinearProgrammingProblem( f );
int numVars = 5;
int numConstraints = 10;
for ( int i = 0; i < numConstraints; i++ )
{
// Value of the ith constraint function must be >= 0.
problem.AddLowerBoundConstraint( new ConstraintFunctions( i ), 0.0 );
}
for ( int i = 0; i < numVars; i++ )
{
// Each variable must be >= 0.
problem.AddLowerBound( i, 0.0 );
}
// Create the solver object.
var solver = new StochasticHillClimbingSolver();
// The solver is stochastic. Setting a random seed before
// the solver will ensure consistent results between runs.
solver.RandomSeed = 0x248;
// Create a solver parameter object and set a time limit for
// the solver. By default the solver will run until a solution
// is found. Since this could take forever, it is a good idea to
// set a reasonable time limit on the solve. Here we set the time
// limit for ten seconds. If an optimal solution is not found within
// the specified time limit the solver will exit and the solvers
// Result property will be equal to SolverResult.SolverInterrupted.
// We also specify that we want to presolve. By default there is no
// presolve step. For some problems presolve can reduce the size and
// complexity and result in fewer steps to reach a solution.
var solverParams = new StochasticHillClimbingParameters
{
TimeLimitMilliSeconds = 10000,
Presolve = true
};
// Attempt the solver and write out the results.
solver.Solve( problem, solverParams );
Console.WriteLine( "Solver Result = " + solver.Result );
Console.WriteLine( "Number of steps = " + solver.Steps );
Console.WriteLine( "Optimal x = " + solver.OptimalX.ToString( "F3" ) );
Console.WriteLine( "Optimal function value = " + solver.OptimalObjectiveFunctionValue.ToString( "F3" ) );
Console.WriteLine();
Console.WriteLine( "Press Enter Key" );
Console.Read();
}
/// <summary>
/// Objective function. This is the function we want to minimize.
/// </summary>
class ObjectiveFunction : DoubleFunctional
{
/// <summary>
/// Constants used in evaluating the objective function.
/// </summary>
private DoubleSymmetricMatrix c_;
private DoubleVector d_;
private DoubleVector e_;
/// <summary>
/// Constructs an instance of the objective function.
/// </summary>
public ObjectiveFunction()
: base( 5 )
{
e_ = new DoubleVector( -15.0, -27.0, -36.0, -18.0, -12.0 );
d_ = new DoubleVector( 4.0, 8.0, 10.0, 6.0, 2.0 );
c_ = new DoubleSymmetricMatrix( 5 );
c_[0, 0] = 30;
c_[0, 1] = -20;
c_[0, 2] = -10;
c_[0, 3] = 32;
c_[0, 4] = -10;
c_[1, 1] = 39;
c_[1, 2] = -6;
c_[1, 3] = -31;
c_[1, 4] = 32;
c_[2, 2] = 10;
c_[2, 3] = -6;
c_[2, 4] = -10;
c_[3, 3] = 39;
c_[3, 4] = -20;
c_[4, 4] = 30;
}
/// <summary>
/// Evaluates the objective function at the given point.
/// </summary>
/// <param name="x">Evaluate at this point.</param>
/// <returns>The objective function value at the point.</returns>
public override double Evaluate( DoubleVector x )
{
double s1 = 0;
double s2 = 0;
double s3 = 0;
for ( int i = 0; i < 5; i++ )
{
s1 += e_[i] * x[i];
for ( int j = 0; j < 5; j++ )
{
s2 += c_[i, j] * x[i] * x[j];
}
s3 += d_[i] * Math.Pow( x[i], 3 );
}
return s1 + s2 + s3;
}
}
/// <summary>
/// Constraint functions for the nonlinear programming problem.
/// Constraints contain five variables. Ten different constraint
/// objects may be constructed.
/// </summary>
class ConstraintFunctions : DoubleFunctional
{
/// <summary>
/// Coefficients for each of the ten different constraints.
/// Each row of the matrix contains coefficients for the five
/// variables.
/// </summary>
private static DoubleMatrix Adata;
/// <summary>
/// Constant values used in evaluating each of the ten different
/// constraints.
/// </summary>
private static DoubleVector Bdata;
/// <summary>
/// References the variable coefficients for this constraint.
/// </summary>
private DoubleVector aRow_;
/// <summary>
/// The constant value for this constraint.
/// </summary>
private double bValue_;
/// <summary>
/// Initializes the static variable coefficient matrix and the vector
/// of constants.
/// </summary>
static ConstraintFunctions()
{
var aData = new double[10, 5] {
{-16, 2, 0, 1, 0},
{0, -2, 0, .4, 2},
{-3.5, 0, 2, 0, 0},
{0, -2, 0, -4, -1},
{0, -9, -2, 1, -2.8},
{2, 0, -4, 0, 0},
{-1, -1, -1, -1, -1},
{-1, -2, -3, -2, -1},
{1, 2, 3, 4, 5},
{1, 1, 1, 1, 1}
};
Adata = new DoubleMatrix( aData );
Bdata = new DoubleVector( -40.0, -2.0, -.25, -4, -4, -1, -40, -60, 5, 1 );
}
/// <summary>
/// Constructs an instance of one of the ten constraint functions.
/// </summary>
/// <param name="i">Constraint function number. Must be between
/// 0 and 9 inclusive.</param>
/// <exception cref="InvalidArgumentException">Thrown if the constraint
/// number is less than zero or greater than 9.</exception>
public ConstraintFunctions( int i )
: base( 5 )
{
if (i < 0 || i > Adata.Rows )
{
var msg = string.Format( "Invalid constraint number {0}. Must be between 0 and 9", i );
throw new InvalidArgumentException( msg );
}
aRow_ = Adata.Row( i );
bValue_ = Bdata[i];
}
/// <summary>
/// Evaluates the constraint function at the given point.
/// </summary>
/// <param name="x">Point to evaluate at.</param>
/// <returns>Constraint value at the given point.</returns>
public override double Evaluate( DoubleVector x )
{
return NMathFunctions.Dot( aRow_, x ) - bValue_;
}
}
}
}
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