diff --git a/Sources/Accord.Math/Accord.Math.csproj b/Sources/Accord.Math/Accord.Math.csproj
index 610b3ef8f..dd0ba6b64 100644
--- a/Sources/Accord.Math/Accord.Math.csproj
+++ b/Sources/Accord.Math/Accord.Math.csproj
@@ -217,6 +217,7 @@
<Compile Include="Matrix\Vector.MinMax.cs" />
<Compile Include="Matrix\Matrix.MinMax.cs" />
<Compile Include="Optimization\Base\IFunctionOptimizationMethod.cs" />
+ <Compile Include="Optimization\Constrained\Constraints\ConstraintExtensions.cs" />
<Compile Include="Optimization\Losses\BinaryCrossEntropyLoss.cs" />
<Compile Include="Optimization\Losses\CategoryCrossEntropyLoss.cs" />
<Compile Include="Optimization\Losses\HammingLoss.cs" />
diff --git a/Sources/Accord.Math/Optimization/Constrained/AugmentedLagrangian.cs b/Sources/Accord.Math/Optimization/Constrained/AugmentedLagrangian.cs
index d38a381ac..fffe98c59 100644
--- a/Sources/Accord.Math/Optimization/Constrained/AugmentedLagrangian.cs
+++ b/Sources/Accord.Math/Optimization/Constrained/AugmentedLagrangian.cs
@@ -56,7 +56,7 @@ public enum AugmentedLagrangianStatus
/// <summary>
/// The optimization could not make progress towards finding a feasible
- /// solution. Try increasing the <see cref="NonlinearConstraint.Tolerance"/>
+ /// solution. Try increasing the <see cref="IConstraint.Tolerance"/>
/// of the constraints.
/// </summary>
///
@@ -115,9 +115,9 @@ public class AugmentedLagrangian : BaseGradientOptimizationMethod, IGradientOpti
IGradientOptimizationMethod dualSolver;
- NonlinearConstraint[] lesserThanConstraints;
- NonlinearConstraint[] greaterThanConstraints;
- NonlinearConstraint[] equalityConstraints;
+ IConstraint[] lesserThanConstraints;
+ IConstraint[] greaterThanConstraints;
+ IConstraint[] equalityConstraints;
private double rho;
@@ -206,9 +206,9 @@ public int MaxEvaluations
///
/// <param name="numberOfVariables">The number of free parameters in the optimization problem.</param>
/// <param name="constraints">
- /// The <see cref="NonlinearConstraint"/>s to which the solution must be subjected.</param>
+ /// The <see cref="IConstraint"/>s to which the solution must be subjected.</param>
///
- public AugmentedLagrangian(int numberOfVariables, IEnumerable<NonlinearConstraint> constraints)
+ public AugmentedLagrangian(int numberOfVariables, IEnumerable<IConstraint> constraints)
: base(numberOfVariables)
{
init(null, constraints, null);
@@ -220,9 +220,9 @@ public AugmentedLagrangian(int numberOfVariables, IEnumerable<NonlinearConstrain
///
/// <param name="function">The objective function to be optimized.</param>
/// <param name="constraints">
- /// The <see cref="NonlinearConstraint"/>s to which the solution must be subjected.</param>
+ /// The <see cref="IConstraint"/>s to which the solution must be subjected.</param>
///
- public AugmentedLagrangian(NonlinearObjectiveFunction function, IEnumerable<NonlinearConstraint> constraints)
+ public AugmentedLagrangian(NonlinearObjectiveFunction function, IEnumerable<IConstraint> constraints)
: base(function.NumberOfVariables)
{
init(function, constraints, null);
@@ -237,10 +237,10 @@ public AugmentedLagrangian(NonlinearObjectiveFunction function, IEnumerable<Nonl
/// problem.</param>
/// <param name="function">The objective function to be optimized.</param>
/// <param name="constraints">
- /// The <see cref="NonlinearConstraint"/>s to which the solution must be subjected.</param>
+ /// The <see cref="IConstraint"/>s to which the solution must be subjected.</param>
///
public AugmentedLagrangian(IGradientOptimizationMethod innerSolver,
- NonlinearObjectiveFunction function, IEnumerable<NonlinearConstraint> constraints)
+ NonlinearObjectiveFunction function, IEnumerable<IConstraint> constraints)
: base(innerSolver.NumberOfVariables)
{
if (innerSolver.NumberOfVariables != function.NumberOfVariables)
@@ -258,9 +258,9 @@ public AugmentedLagrangian(IGradientOptimizationMethod innerSolver,
/// optimization method</see> used internally to solve the dual of this optimization
/// problem.</param>
/// <param name="constraints">
- /// The <see cref="NonlinearConstraint"/>s to which the solution must be subjected.</param>
+ /// The <see cref="IConstraint"/>s to which the solution must be subjected.</param>
///
- public AugmentedLagrangian(IGradientOptimizationMethod innerSolver, IEnumerable<NonlinearConstraint> constraints)
+ public AugmentedLagrangian(IGradientOptimizationMethod innerSolver, IEnumerable<IConstraint> constraints)
: base(innerSolver.NumberOfVariables)
{
init(null, constraints, innerSolver);
@@ -268,7 +268,7 @@ public AugmentedLagrangian(IGradientOptimizationMethod innerSolver, IEnumerable<
private void init(NonlinearObjectiveFunction function,
- IEnumerable<NonlinearConstraint> constraints, IGradientOptimizationMethod innerSolver)
+ IEnumerable<IConstraint> constraints, IGradientOptimizationMethod innerSolver)
{
if (function != null)
{
@@ -294,9 +294,9 @@ private void init(NonlinearObjectiveFunction function,
};
}
- var equality = new List<NonlinearConstraint>();
- var lesserThan = new List<NonlinearConstraint>();
- var greaterThan = new List<NonlinearConstraint>();
+ var equality = new List<IConstraint>();
+ var lesserThan = new List<IConstraint>();
+ var greaterThan = new List<IConstraint>();
foreach (var c in constraints)
{
diff --git a/Sources/Accord.Math/Optimization/Constrained/Constraints/ConstraintExtensions.cs b/Sources/Accord.Math/Optimization/Constrained/Constraints/ConstraintExtensions.cs
new file mode 100644
index 0000000000..31fa0cea9
--- /dev/null
+++ b/Sources/Accord.Math/Optimization/Constrained/Constraints/ConstraintExtensions.cs
@@ -0,0 +1,79 @@
+// Accord Math Library
+// The Accord.NET Framework
+// http://accord-framework.net
+//
+// Copyright © César Souza, 2009-2017
+// cesarsouza at gmail.com
+//
+// This library is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 2.1 of the License, or (at your option) any later version.
+//
+// This library is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+// Lesser General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License along with this library; if not, write to the Free Software
+// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+//
+
+namespace Accord.Math.Optimization
+{
+ using System;
+
+ /// <summary>
+ /// Extension methods on the <see cref="IConstraint"/> interface.
+ /// </summary>
+ public static class ConstraintExtensions
+ {
+
+ /// <summary>
+ /// Gets how much the constraint is being violated.
+ /// </summary>
+ ///
+ /// <param name="input">The function point.</param>
+ ///
+ /// <returns>
+ /// How much the constraint is being violated at the given point. Positive
+ /// value means the constraint is not being violated with the returned slack,
+ /// while a negative value means the constraint is being violated by the returned
+ /// amount.
+ /// </returns>
+ ///
+ public static double GetViolation(this IConstraint constraint, double[] input)
+ {
+ double fx = constraint.Function(input);
+
+ switch (constraint.ShouldBe)
+ {
+ case ConstraintType.EqualTo:
+ return Math.Abs(fx - constraint.Value);
+
+ case ConstraintType.GreaterThanOrEqualTo:
+ return fx - constraint.Value;
+
+ case ConstraintType.LesserThanOrEqualTo:
+ return constraint.Value - fx;
+ }
+
+ throw new NotSupportedException();
+ }
+
+ /// <summary>
+ /// Gets whether this constraint is being violated
+ /// (within the current tolerance threshold).
+ /// </summary>
+ /// <param name="constraint">The constraint.</param>
+ /// <param name="input">The function point.</param>
+ /// <returns>
+ /// True if the constraint is being violated, false otherwise.
+ /// </returns>
+ public static bool IsViolated(this IConstraint constraint, double[] input)
+ {
+ return constraint.GetViolation(input) + constraint.Tolerance < 0;
+ }
+ }
+}
diff --git a/Sources/Accord.Math/Optimization/Constrained/Constraints/IConstraint.cs b/Sources/Accord.Math/Optimization/Constrained/Constraints/IConstraint.cs
index d21330321..74f1167cd 100644
--- a/Sources/Accord.Math/Optimization/Constrained/Constraints/IConstraint.cs
+++ b/Sources/Accord.Math/Optimization/Constrained/Constraints/IConstraint.cs
@@ -23,11 +23,8 @@
namespace Accord.Math.Optimization
{
using System;
- using System.Collections.Generic;
- using System.Linq;
- using System.Text;
- interface IConstraint
+ public interface IConstraint
{
/// <summary>
/// Gets the type of the constraint.
@@ -40,7 +37,13 @@ interface IConstraint
/// side of the constraint equation.
/// </summary>
///
- double Value { get; }
+ double Value { get; }
+
+ /// <summary>
+ /// Gets the violation tolerance for the constraint.
+ /// </summary>
+ ///
+ double Tolerance { get; }
/// <summary>
/// Gets the number of variables in the constraint.
@@ -61,20 +64,5 @@ interface IConstraint
/// </summary>
///
Func<double[], double[]> Gradient { get; }
-
- /// <summary>
- /// Gets how much the constraint is being violated.
- /// </summary>
- ///
- /// <param name="input">The function point.</param>
- ///
- /// <returns>
- /// How much the constraint is being violated at the given point. Positive
- /// value means the constraint is not being violated with the returned slack,
- /// while a negative value means the constraint is being violated by the returned
- /// amount.
- /// </returns>
- ///
- double GetViolation(double[] input);
- }
+ }
}
diff --git a/Sources/Accord.Math/Optimization/Constrained/Constraints/LinearConstraint.cs b/Sources/Accord.Math/Optimization/Constrained/Constraints/LinearConstraint.cs
index 56c0ca9b3..6c8316942 100644
--- a/Sources/Accord.Math/Optimization/Constrained/Constraints/LinearConstraint.cs
+++ b/Sources/Accord.Math/Optimization/Constrained/Constraints/LinearConstraint.cs
@@ -247,52 +247,6 @@ public LinearConstraint(IObjectiveFunction function, Expression<Func<bool>> cons
this.Gradient = gradient;
}
- /// <summary>
- /// Gets how much the constraint is being violated.
- /// </summary>
- ///
- /// <param name="input">The function point.</param>
- ///
- /// <returns>
- /// How much the constraint is being violated at the given point. Positive
- /// value means the constraint is not being violated with the returned slack,
- /// while a negative value means the constraint is being violated by the returned
- /// amount.
- /// </returns>
- ///
- public double GetViolation(double[] input)
- {
- double fx = compute(input);
-
- switch (ShouldBe)
- {
- case ConstraintType.EqualTo:
- return Math.Abs(fx - Value);
-
- case ConstraintType.GreaterThanOrEqualTo:
- return fx - Value;
-
- case ConstraintType.LesserThanOrEqualTo:
- return Value - fx;
- }
-
- throw new NotSupportedException();
- }
-
- /// <summary>
- /// Gets whether this constraint is being violated
- /// (within the current tolerance threshold).
- /// </summary>
- ///
- /// <param name="input">The function point.</param>
- ///
- /// <returns>True if the constraint is being violated, false otherwise.</returns>
- ///
- public bool IsViolated(double[] input)
- {
- return GetViolation(input) < -Tolerance;
- }
-
/// <summary>
/// Attempts to create a <see cref="LinearConstraint"/>
/// from a <see cref="System.String"/> representation.
diff --git a/Sources/Accord.Math/Optimization/Constrained/Constraints/NonlinearConstraint.cs b/Sources/Accord.Math/Optimization/Constrained/Constraints/NonlinearConstraint.cs
index ce2f2ad26..04b546ee0 100644
--- a/Sources/Accord.Math/Optimization/Constrained/Constraints/NonlinearConstraint.cs
+++ b/Sources/Accord.Math/Optimization/Constrained/Constraints/NonlinearConstraint.cs
@@ -56,53 +56,7 @@ public class NonlinearConstraint : IConstraint, IFormattable
/// </summary>
///
public Func<double[], double[]> Gradient { get; private set; }
-
- /// <summary>
- /// Gets how much the constraint is being violated.
- /// </summary>
- ///
- /// <param name="input">The function point.</param>
- ///
- /// <returns>
- /// How much the constraint is being violated at the given point. Positive
- /// value means the constraint is not being violated with the returned slack,
- /// while a negative value means the constraint is being violated by the returned
- /// amount.
- /// </returns>
- ///
- public double GetViolation(double[] input)
- {
- double fx = Function(input);
-
- switch (ShouldBe)
- {
- case ConstraintType.EqualTo:
- return Math.Abs(fx - Value);
-
- case ConstraintType.GreaterThanOrEqualTo:
- return fx - Value;
-
- case ConstraintType.LesserThanOrEqualTo:
- return Value - fx;
- }
-
- throw new NotSupportedException();
- }
-
- /// <summary>
- /// Gets whether this constraint is being violated
- /// (within the current tolerance threshold).
- /// </summary>
- ///
- /// <param name="input">The function point.</param>
- ///
- /// <returns>True if the constraint is being violated, false otherwise.</returns>
- ///
- public bool IsViolated(double[] input)
- {
- return GetViolation(input) < -Tolerance;
- }
-
+
/// <summary>
/// Gets the type of the constraint.
/// </summary>
diff --git a/Unit Tests/Accord.Tests.Math/Optimization/AugmentedLagrangianTest.cs b/Unit Tests/Accord.Tests.Math/Optimization/AugmentedLagrangianTest.cs
index 15df16c82..7c22f65f5 100644
--- a/Unit Tests/Accord.Tests.Math/Optimization/AugmentedLagrangianTest.cs
+++ b/Unit Tests/Accord.Tests.Math/Optimization/AugmentedLagrangianTest.cs
@@ -379,34 +379,19 @@ public void solve_vectors()
gradient: (x) => new[]
{
2 * (200 * Math.Pow(x[0], 3) - 200 * x[0] * x[1] + x[0] - 1), // df/dx = 2(200x³-200xy+x-1)
- 200 * (x[1] - x[0]*x[0]) // df/dy = 200(y-x²)
+ 200 * (x[1] - x[0]*x[0]) // df/dy = 200(y-x²)
}
);
- // Now we can start stating the constraints
- var constraints = new List<NonlinearConstraint>()
- {
- // Add the non-negativity constraint for x
- new NonlinearConstraint(f,
- // 1st constraint: x should be greater than or equal to 0
- function: (x) => x[0], // x
- shouldBe: ConstraintType.GreaterThanOrEqualTo,
- value: 0,
- gradient: (x) => new[] { 1.0, 0.0 }
- ),
-
- // Add the non-negativity constraint for y
- new NonlinearConstraint(f,
- // 2nd constraint: y should be greater than or equal to 0
- function: (x) => x[1], // y
- shouldBe: ConstraintType.GreaterThanOrEqualTo,
- value: 0,
- gradient: (x) => new[] { 0.0, 1.0 }
- )
- };
+ // As before, we state the constraints. However, to illustrate the flexibility
+ // of the AugmentedLagrangian, we shall use LinearConstraints to constrain the problem.
+ double[,] a = Matrix.Identity(2); // Set up the constraint matrix...
+ double[] b = Vector.Zeros(2); // ...and the values they must be greater than
+ int numberOfEqualities = 0;
+ var linearConstraints = LinearConstraintCollection.Create(a, b, numberOfEqualities);
// Finally, we create the non-linear programming solver
- var solver = new AugmentedLagrangian(f, constraints);
+ var solver = new AugmentedLagrangian(f, linearConstraints);
// And attempt to find a minimum
bool success = solver.Minimize();
@@ -423,9 +408,9 @@ public void solve_vectors()
Assert.AreEqual(1, solver.Solution[0], 1e-6);
Assert.AreEqual(1, solver.Solution[1], 1e-6);
- Assert.IsFalse(Double.IsNaN(minValue));
- Assert.IsFalse(Double.IsNaN(solver.Solution[0]));
- Assert.IsFalse(Double.IsNaN(solver.Solution[1]));
+ Assert.IsFalse(double.IsNaN(minValue));
+ Assert.IsFalse(double.IsNaN(solver.Solution[0]));
+ Assert.IsFalse(double.IsNaN(solver.Solution[1]));
}
[Test]