使用Microsoft.SolverFoundation（C＃）的任意非线性函数或类方法的极值 [英] Extremum for an arbitrary nonlinear function or a class method with Microsoft.SolverFoundation (C#)

问题描述

Given - 任意非线性函数或类
方法，fe：

double someFunction（double x，doulbe y）;

和constraints，fe：

xє[0,10]; yє[-5,20];

1。怎么能 （如果
可以） 我们在Microsoft.SolverFoundation（C＃）中找到此函数的最大值？

2。我们如何（如果可以）使用Solver Foundation Services图层
（C＃） ？

谢谢！ 

 

推荐答案

1。一个简单的例子没有绑定和其他有用的东西，你肯定想在手册中查找; - ）

1. A simple example w/o binding and other useful stuff you'd definitely want to look up in the manual ;-)

    public static class SF
    {
        public static void Main()
        {
            IndividualSolvers();
            TheAbstractWay();
            Console.ReadLine();
        }

        private static double MinimizeThat(double[] args)
        {
            return Math.Cos(args[0]) + args[1] * args[1];
        }

        private static void IndividualSolvers()
        {
            var hls = new HybridLocalSearchSolver();
            int x, y;
            hls.AddVariable(out x, 0, 5, false);
            hls.AddVariable(out y, -1, 1, true);
            hls.AddGoal(hls.CreateNaryFunction(MinimizeThat, new[] { x, y }));
            var hlsr = hls.Solve(new HybridLocalSearchParameters());
            Console.WriteLine("HLS: f({0}, {1}) = {2}", hlsr.GetValue(x), hlsr.GetValue(y), hlsr.GetSolutionValue(0));

            var nms = NelderMeadSolver.Solve(MinimizeThat, new[] { 0.0, 0.0 }, new[] { 0.0, -1.0 }, new[] { 5.0, 1.0 });
            Console.WriteLine("NMS: f({0}, {1}) = {2}", nms.GetValue(1), nms.GetValue(2), nms.GetSolutionValue(0));
        }

        private static void TheAbstractWay()
        {
            var ctx = new SolverContext();
            var m = ctx.CreateModel();
            var x = new Decision(Domain.Real, "x");
            var y = new Decision(Domain.Real, "y");
            m.AddDecisions(x, y);
            m.AddConstraints("Bounds", 0 <= x, x <= 5, -1 <= y, y <= 1);
            m.AddGoal("Minimize", GoalKind.Minimize, "Cos[x]+y^2");
            //m.AddGoal("Minimize", GoalKind.Minimize, Model.Cos(x) + y * y);
            var r = ctx.Solve();
            ctx.PropagateDecisions();
            Console.WriteLine("{3}: f({0}, {1}) = {2}", x.GetDouble(), y.GetDouble(), r.Goals.Single().ToDouble(), r.GetReport().SolverType.Name);
        }
    }

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