using Dew.Math; using Dew.Math.Units; namespace Dew.Examples { // Objective function double Banana(TVec pars, TVec consts, params object[] obj) { return 100.0*Math387.IntPower(pars[1]- Math387.IntPower(pars[0],2),2) + Math387.IntPower(1.0-pars[0],2); } // Analytical gradient of the objective function void GradBanana(TRealFunction Fun, TVec pars, TVec consts, object[] obj, TVec grad) { grad.Values[0] = -400*(pars[1]-Math387.IntPower(pars[0],2))*pars[0] - 2*(1-pars[0]); grad.Values[1] = 200*(pars[1]-Math387.IntPower(pars[0],2)); } private void Example(TMtxOptimization opt) { opt.VariableParameters.SetIt(new double[] {2,-1}); opt.RealFunction = Banana; opt.OptimizationMethod = TOptimizationMethod.optBFGS; // use exact gradient vector calculation // NOTE : set opt.GradProcedure to null if you // want to use internal numeric gradient calculation opt.GradProcedure = GradBanana; opt.Recalculate(); } }