Сlass Simplex
Abstract: Сlass Simplex. Pesquise 859.000+ trabalhos acadêmicosPor: QUENCA • 11/12/2014 • Abstract • 2.724 Palavras (11 Páginas) • 282 Visualizações
import math
import copy
class Simplex:
def __init__(self, testfunc, guess, increments, kR = -1, kE = 2, kC = 0.5):
"""Initializes the simplex.
INPUTS
------
testfunc the function to minimize
guess[] an list containing initial guesses
increments[] an list containing increments, perturbation size
kR reflection constant
kE expansion constant
kC contraction constant
"""
self.testfunc = testfunc
self.guess = guess
self.increments = increments
self.kR = kR
self.kE = kE
self.kC = kC
self.numvars = len(self.guess)
def minimize(self, epsilon = 0.0001, maxiters = 250, monitor = 1, **kwargs):
"""Walks to the simplex down to a local minima.
INPUTS
------
epsilon convergence requirement
maxiters maximum number of iterations
monitor if non-zero, progress info is output to stdout
OUTPUTS
-------
an array containing the final values
lowest value of the error function
number of iterations taken to get here
"""
self.simplex = []
self.lowest = -1
self.highest = -1
self.secondhighest = -1
self.errors = []
self.currenterror = 0
# Initialize vertices
for vertex in range(0, self.numvars + 3): # Two extras to store centroid and reflected point
self.simplex.append(copy.copy(self.guess))
# Use initial increments
for vertex in range(0, self.numvars + 1):
for x in range(0, self.numvars):
if x == (vertex - 1):
self.simplex[vertex][x] = self.guess[x] + self.increments[x]
self.errors.append(0)
self.calculate_errors_at_vertices(**kwargs)
iter = 0
for iter in range(0, maxiters):
# Identify highest, second highest, and lowest vertices
self.highest = 0
self.lowest = 0
for vertex in range(0, self.numvars + 1):
if self.errors[vertex] > self.errors[self.highest]:
self.highest = vertex
if self.errors[vertex] < self.errors[self.lowest]:
self.lowest = vertex
self.secondhighest = 0
for vertex in range(0, self.numvars + 1):
if vertex == self.highest:
continue
if self.errors[vertex] > self.errors[self.secondhighest]:
self.secondhighest = vertex
# Test for convergence
S = 0.0
S1 = 0.0
for vertex in range(0, self.numvars + 1):
S = S + self.errors[vertex]
F2 = S / (self.numvars + 1)
for vertex in range(0, self.numvars + 1):
S1 = S1 + (self.errors[vertex] - F2)**2
T = math.sqrt(S1 / self.numvars)
# Optionally, print progress information
if monitor:
print '#%d: Best = %f Worst = %f' % (iter,self.errors[self.lowest],self.errors[self.highest]),
for vertex in range(0, self.numvars + 1):
print "[",
for x in range(0, self.numvars):
print "%.2f" % self.simplex[vertex][x],
print "]",
if T <= epsilon: # We converged! Break out of loop!
break;
else: # Didn't
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