Wie löst man eine nicht lineare Constrained Optimierung in C#

Question

Ich möchte eine nicht lineare Funktion in C#, 12 oder 15 Variablen (je nach Fall) zu optimieren. Es ist durch zwei nichtlineare Ungleichungen und 4 lineare Ungleichungen beschränkt. Ich habe die AUL (augmented lagragian) Methode mit dem ALGLIB Repertorium ausprobiert. Leider konvergiert der Algorithmus auf das falsche Minimum. Ich denke, es liegt daran, dass ich nicht an eine anfängliche Vermutung für eine machbare Lösung denken kann.

Weiß jemand einen Weg, um dieses Problem zu lösen? Danke vielmals.

PS: Ich bin kein englischer Sprecher so, es tut mir leid für die Fehler!

using System; 
using System.Collections.Generic; 
using System.Linq; 
using System.Text; 
using System.Threading.Tasks; 
namespace TestDefinitionFct 
{ 
class Program 
{ 
    public static int Main(string[] args) 
    { 


     //Tentative de minimisation 

     double[] CA = new double[] { }; 
     double[] CE = new double[] { }; 
     double[] CD = new double[] { }; 
     double[] CF = new double[] { }; 



     double epsx; 
     double epsf; 
     double epsg; 
     int outerits=5; 
     double rho; 
     int maxits; 
     double diffstep = 0.000000001; 
     alglib.minnlcstate state; 
     alglib.minnlcreport rep; 
     double[] x1; 


     Console.WriteLine("Problème à combien de pièces?"); 
     Console.WriteLine("Cas 4_3P"); 
     string saisie = Console.ReadLine(); 

     switch (saisie) 
     { 
      case "2": 
       double[] x0_2P = { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 }; 
       double[] s_2P = { 1, 1, 1, 1, 1, 1, 1, 100, 100, 100, 100, 100 }; 
       epsx = 0.00001; 
       epsg = 0.00001; 
       epsf = 0.00001; 
       int updatefreq = 10; 

       rho = 1000.0; 
       maxits = 0; 
       alglib.minnlccreatef(12, x0_2P,diffstep, out state); 
       alglib.minnlcsetalgoaul(state, rho, outerits); 
       alglib.minnlcsetcond(state, epsg, epsf, epsx, maxits); 
       alglib.minnlcsetscale(state, s_2P); 
       alglib.minnlcsetprecexactlowrank(state, updatefreq); 
       alglib.minnlcsetnlc(state, 0, 6); 
       alglib.minnlcoptimize(state, Nlcfunc2_2P, null, null); 
       alglib.minnlcresults(state, out x1, out rep); 
       for (int i=0;i<=6;i++) 
       { 
        x1[i] = x1[i] % (2 * 3.141592654); //ATTENTION 

       } 

       System.Console.WriteLine("{0}", alglib.ap.format(x1, 2)); 
       System.Console.ReadLine(); 


       break; 
      case "3": 
       double[] x0_3P = { 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0 }; 
       double[] s_3P = { 1, 1, 1, 1, 1, 1, 1, 1, 1, 100, 100, 100, 100, 100, 100}; 
       epsx = 0.0000001; 
       epsg = 0.0000001; 
       epsf = 0.0000001; 
       updatefreq = 10; 
       outerits = 0; 
       rho = 1000.0; 
       maxits = 0; 
       alglib.minnlccreatef(15, x0_3P, diffstep, out state); 
       alglib.minnlcsetalgoaul(state, rho, outerits); 
       alglib.minnlcsetcond(state, epsg, epsf, epsx, maxits); 
       alglib.minnlcsetscale(state, s_3P); 
       alglib.minnlcsetprecexactlowrank(state, updatefreq); 
       alglib.minnlcsetnlc(state, 0, 6); 
       alglib.minnlcoptimize(state, Nlcfunc2_3P, null, null); 
       alglib.minnlcresults(state, out x1, out rep); 

       for (int i = 0; i <= 9; i++) 
       { 
        x1[i] = x1[i] % (2 * 3.141592654); //ATTENTION 

       } 
       System.Console.WriteLine(alglib.ap.format(x1, 2)); 
       System.Console.ReadLine(); 
       break; 


     } 

     return (0); 

    } 

public static void Nlcfunc2_2P(double[] x, double[] fi, object obj) //cas 0_2P 
    { 

     double A01 = x[0], A02 = x[1], A11 = x[2], A13 = x[3], AA = x[4], AD = x[5], AT = x[6], LA = x[7], LD = x[8], X1 = x[9], X2 = x[10], X3 = x[11]; 

     double t0, /*t1,*/ t2, t3, t4, t5, t6, t7, t8, t9, t10, t11, t12, t13, t14, t15, t16, t17, t18, t19, t20, t21, t22, t23, t24, t25, t26, t27, t28, t29, t30, t31, t32, t33, t34, t35, t36, t37, t38, t39, t40, t41, t42, t43, t44, t45, t46, t47, t48, t49, t50; 
     double t51, t52, t53, t54, t55, t56, t57, t58, t59, t60, t61, t62, t63, t64, t65, t66, t67, t68, t69, t70, t71, t72, t73, t74, t75, t76, t77, t78, t79, t80, t81, t82, t83, t84, t85, t86, t87, t88, t89, t90, t91, t92, t93, t94, t95, t96, t97, t98, t99, t100; 
     double t101, t102, t103, t104, t105, t106, t107, t108, t109, t110, t111, t112, t113, t114, t115, t116, t117, t118, t119, t120, t121, t122, t123, t124, t125, t126, t127, t128, t129, t130, t131, t132, t133, t134, t135, t136, t137, t138, t139, t140, t141, t142, t143, t144, t145, t146, t147, t148, t149, t150; 
     double t151, t152, t153, t154, t155, t156, t157, t158, t159, t160, t161, t162, t163, t164, t165, t166, t167, t168, t169, t170, t171, t172, t173, t174, t175, t176, t177, t178, t179, t180, t181, t182, t183, t184, t185, t186, t187, t188, t189, t190, t191, t192, t193, t194, t195, t196, t197, t198, t199, t200; 
     double t201, t202, t203, t204, t205, t206, t207, t208, t209, t210, t211, t212, t213, t214, t215, t216, t217, t218, t219, t220, t221, t222, t223, t224, t225, t226, t227, t228, t229, t230, t231, t232, t233, t234, t235, t236, t237, t238, t239, t240, t241, t242, t243, t244, t245, t246, t247, t248, t249, t250; 
     double t251, t252, t253, t254, t255, t256, t257, t258, t259, t260, t261, t262, t263, t264, t265, t266, t267, t268, t269, t270, t271, t272, t273, t274, t275, t276, t277, t278, t279, t280, t281, t282, t283, t284, t285, t286, t287, t288, t289, t290, t291, t292, t293, t294, t295, t296, t297, t298, t299, t300; 
     double t301, t302, t303, t304, t305, t306, t307, t308, t309, t310, t311, t312, t313, t314, t315, t316, t317, t318, t319, t320, t321, t322, t323, t324, t325, t326, t327, t328, t329, t330, t331, t332, t333, t334, t335, t336, t337, t338, t339, t340, t341, t342, t343, t344, t345, t346, t347, t348, t349, t350, t351, t352, t353, t354, t355, t356, t357, t358, t359, t360, t361, t362, t363, t364, t365, t366, t367, t368, t369, t370, t371, t372, t373, t374, t375, t376, t377, t378, t379, t380, t381, t382, t383, t384, t385, t386, t387, t388, t389, t390, t391, t392, t393, t394, t395, t396, t397, t398, t399, t400, t401, t402, t403, t404, t405, t406, t407, t408, t409, t410, t411, t412, t413, t414, t415, t416, t417, t418, t419, t420, t421, t422, t423, t424, t425, t426, t427, t428, t429, t430, t431, t432, t433, t434, t435, t436, t437, t438, t439, t440, t441, t442, t443, t444, t445, t446, t447, t448, t449, t450; 
     double t451, t452, t453, t454, t455, t456, t457, t458, t459, t460, t461, t462, t463, t464, t465, t466, t467, t468, t469, t470, t471, t472, t473, t474, t475, t476, t477, t478, t479, t480, t481, t482, t483, t484, t485, t486, t487, t488, t489, t490, t491, t492, t493, t494, t495, t496, t497, t498, t499, t500, t501, t502, t503, t504, t505, t506, t507, t508, t509, t510, t511, t512, t513, t514, t515, t516, t517, t518, t519, t520, t521, t522, t523, t524, t525, t526, t527, t528, t529, t530, t531, t532, t533, t534, t535, t536, t537, t538, t539, t540, t541, t542, t543, t544, t545, t546, t547, t548, t549, t550, t551, t552, t553, t554, t555, t556, t557, t558, t559, t560, t561, t562, t563, t564, t565, t566, t567, t568, t569, t570, t571, t572, t573, t574, t575, t576, t577, t578, t579, t580, t581, t582, t583, t584, t585, t586, t587, t588, t589, t590, t591, t592, t593, t594, t595, t596, t597, t598, t599, t600; 
     double t601, t602, t603, t604, t605, t606, t607, t608, t609, t610, t611, t612, t613, t614, t615, t616, t617, t618, t619, t620, t621, t622, t623, t624, t625, t626, t627, t628, t629, t630, t631, t632, t633, t634, t635, t636, t637, t638, t639, t640, t641, t642, t643, t644, t645, t646, t647, t648, t649, t650, t651, t652, t653, t654, t655, t656, t657, t658, t659, t660, t661, t662, t663, t664, t665, t666, t667, t668, t669, t670, t671, t672, t673, t674, t675, t676, t677, t678, t679, t680, t681, t682, t683, t684, t685, t686, t687, t688, t689, t690, t691, t692, t693, t694, t695, t696, t697, t698, t699, t700, t701, t702, t703, t704, t705, t706, t707, t708, t709, t710, t711, t712, t713, t714, t715, t716, t717, t718, t719, t720, t721, t722, t723, t724, t725, t726, t727, t728, t729, t730, t731, t732, t733, t734, t735, t736, t737, t738, t739, t740, t741, t742, t743, t744, t745, t746, t747, t748, t749, t750; 
     double t751, t752, t753, t754, t755, t756, t757, t758, t759, t760, t761, t762, t763, t764, t765, t766, t767, t768, t769, t770, t771, t772, t773, t774, t775, t776, t777, t778, t779, t780, t781, t782, t783, t784, t785, t786, t787, t788, t789, t790, t791, t792, t793, t794, t795, t796, t797, t798, t799, t800, t801, t802, t803, t804, t805, t806, t807, t808, t809, t810, t811, t812, t813, t814, t815, t816, t817, t818, t819, t820, t821, t822, t823, t824, t825, t826, t827, t828, t829, t830, t831, t832, t833, t834, t835, t836, t837, t838, t839, t840, t841, t842, t843, t844, t845, t846, t847, t848, t849, t850, t851, t852, t853, t854, t855, t856, t857, t858, t859, t860, t861, t862, t863, t864, t865, t866, t867, t868, t869, t870, t871, t872, t873, t874, t875, t876, t877, t878, t879, t880, t881, t882, t883, t884, t885, t886, t887, t888, t889, t890, t891, t892, t893, t894, t895, t896, t897, t898, t899, t900, t901, t902, t903, t904, t905, t906, t907, t908, t909, t910, t911, t912, t913, t914, t915, t916, t917, t918, t919, t920, t921, t922, t923, t924, t925, t926, t927, t928, t929, t930, t931, t932, t933, t934; 

     double A1X_Max = Math.PI/90.0; //tolérance à définir 


     //Definition de F1_2P 
     t2 = cos(AD); 
     t3 = sin(AD); 
     t4 = 3.141592653589793 * (3.0/4.0); 
     t5 = A13 + t4; 
     t6 = t2 * 4.193100990166504E-17; 
     t7 = t3 * 1.789310017978022E-18; 
     t8 = t6 + t7 + 6.56059089159579E-1; 
     t9 = cos(t5); 
     t10 = sin(A02); 
     t11 = t2 * 7.54660080853734E-1; 
     t12 = t3 * 8.639091210190649E-3; 
     t13 = t11 + t12 - 3.641859531497865E-17; 
     t14 = t10 * t13; 
     t15 = cos(A02); 
     t16 = t2 * 8.639091210190649E-3; 
     t17 = t3 * 7.54660080853734E-1; 
     t18 = t16 - t17; 
     t19 = t14 - t15 * t18; 
     t20 = cos(AA); 
     t21 = sin(AA); 
     t22 = sin(t5); 
     t23 = A11 + t4; 
     t24 = cos(t23); 
     t25 = sin(t23); 
     t26 = t20 * 3.017878881450192E-18; 
     t27 = t21 * 1.628054468477683E-16; 
     t28 = t26 + t27 + 2.64162327796772E-1; 
     t29 = t24 * t24; 
     t30 = t25 * t25; 
     t31 = t29 + t30; 
     t32 = 1.0/t31; 
     t34 = t22 * 9.5E1; 
     t35 = t34 - 9.5E1; 
     t38 = t25 * t32 * 4.9E1; 
     t39 = t38 + 4.9E1; 
     t50 = sin(A01); 
     t51 = cos(A01); 
     t33 = fabs(LA * (-2.64162327796772E-1) - LD * 6.56059089159579E-1 + t2 * 1.536816356579538E-10 + t3 * 7.250889282579535E-12 + t20 * 3.845285197901728E-12 + t21 * 2.069835466291373E-11 - X2 * t8 - X1 * t28 - t9 * t19 * 9.5E1 + t8 * t35 - t28 * t39 - X3 * (t9 * t19 - t8 * t22) + t24 * t32 * (t51 * (t20 * 1.76163991133662E-1 + t21 * 9.482534011543849E-1) - t50 * (t20 * (-9.482534011543849E-1) + t21 * 1.76163991133662E-1 + 1.466395492792771E-17)) * 4.9E1 + 1.30604396262872E2); 
     t36 = t2 * 1.734573094623198E-18; 
     t49 = t3 * 5.55778172793303E-17; 
     t37 = t36 - t49 + 1.31670187018151E-2; 
     t40 = t20 * 1.081543440204188E-16; 
     t41 = t21 * (-3.611241739452281E-17) + t40 + 7.37474297704441E-1; 
     t42 = t3 * 9.99913311051766E-1; 
     t43 = t42 + 7.309163664212581E-19; 
     t44 = t10 * t43; 
     t45 = t2 * 9.99913311051766E-1; 
     t46 = t3 * 2.24392928326991E-19; 
     t47 = t45 - t46; 
     t48 = t44 - t15 * t47; 
     t52 = fabs(LA * 7.37474297704441E-1 + LD * 1.31670187018151E-2 - t2 * 7.275326869070457E-12 + t3 * 2.037091523339728E-10 - t20 * 1.302530437361044E-11 + t21 * 6.904210835003301E-12 + X2 * t37 + X1 * t41 - t9 * t48 * 9.5E1 - t35 * t37 + t39 * t41 - X3 * (t9 * t48 + t22 * t37) + t24 * t32 * (t50 * (t20 * 3.16302503904299E-1 + t21 * 5.967280672544279E-1 + 4.093804726903688E-17) - t51 * (t20 * 5.96728067254428E-1 - t21 * 3.16302503904299E-1)) * 4.9E1 - 1.255585652384819E2); 
     t53 = t2 * 3.648589206022503E-17; 
     t54 = t3 * 5.858760529779916E-19; 
     t55 = t53 + t54 - 7.545946601650509E-1; 
     t56 = t2 * 6.56115967162692E-1; 
     t57 = t3 * (-9.936623398114391E-3) + t56 + 4.188841829872175E-17; 
     t58 = t10 * t57; 
     t59 = t2 * 9.936623398114391E-3; 
     t60 = t3 * 6.56115967162692E-1; 
     t61 = t59 + t60; 
     t62 = t15 * t61; 
     t63 = t58 + t62; 
     t64 = t20 * 1.296043728178216E-16; 
     t65 = t21 * 2.63446951691103E-17; 
     t66 = t64 + t65 - 6.21570530831645E-1; 
     t67 = fabs(LA * 6.21570530831645E-1 - LD * 7.545946601650509E-1 - t2 * 1.337407135284847E-10 - t3 * 2.749515348226771E-12 + t20 * 1.70883369744439E-11 + t21 * 6.04995722798309E-13 + X2 * t55 - X1 * t66 + t9 * t63 * 9.5E1 - t35 * t55 - t39 * t66 + X3 * (t9 * t63 - t22 * t55) + t24 * t32 * (t51 * (t20 * 7.82867716781484E-1 + t21 * 2.771665966547862E-2) + t50 * (t20 * 2.771665966547858E-2 - t21 * 7.82867716781484E-1 + 3.450409573788865E-17)) * 4.9E1 - 8.34536574378895E2); 
     t0 = sqrt(t33 * t33 + t52 * t52 + t67 * t67); 


     fi[0] = t0; 

     //Définition de G1_2P 

     t2 = cos(AD); 
     t3 = sin(AD); 
     t4 = 3.141592653589793 * (3.0/4.0); 
     t5 = A13 + t4; 
     t6 = cos(AA); 
     t7 = sin(AA); 
     t8 = A11 + t4; 
     t9 = cos(t8); 
     t10 = sin(t8); 
     t11 = t9 * t9; 
     t12 = t10 * t10; 
     t13 = t11 + t12; 
     t14 = 1.0/t13; 
     t15 = sin(A01); 
     t16 = cos(A01); 
     t82 = t6 * 3.16302503904299E-1; 
     t83 = t7 * 5.967280672544279E-1; 
     t84 = t82 + t83 + 4.093804726903688E-17; 
     t85 = t15 * t84; 
     t86 = t6 * 5.96728067254428E-1; 
     t87 = t7 * 3.16302503904299E-1; 
     t88 = t86 - t87; 
     t89 = t16 * t88; 
     t90 = t85 - t89; 
     t91 = t9 * t14 * t90; 
     t92 = t6 * 1.081543440204188E-16; 
     t93 = t7 * 3.611241739452281E-17; 
     t94 = t92 - t93 + 7.37474297704441E-1; 
     t95 = t10 * t14 * t94; 
     t96 = t91 + t95; 
     t17 = fabs(t96); 
     t18 = t7 * 1.76163991133662E-1; 
     t98 = t6 * 9.482534011543849E-1; 
     t19 = t18 - t98 + 1.466395492792771E-17; 
     t20 = t6 * 1.76163991133662E-1; 
     t21 = t7 * 9.482534011543849E-1; 
     t22 = t20 + t21; 
     t99 = t15 * t19; 
     t100 = t16 * t22; 
     t23 = t99 - t100; 
     t24 = t9 * t14 * t23; 
     t25 = t6 * 3.017878881450192E-18; 
     t26 = t7 * 1.628054468477683E-16; 
     t27 = t25 + t26 + 2.64162327796772E-1; 
     t28 = t10 * t14 * t27; 
     t29 = t24 + t28; 
     t30 = fabs(t29); 
     t52 = t6 * 1.296043728178216E-16; 
     t53 = t7 * 2.63446951691103E-17; 
     t54 = t52 + t53 - 6.21570530831645E-1; 
     t55 = t10 * t14 * t54; 
     t56 = t6 * 7.82867716781484E-1; 
     t57 = t7 * 2.771665966547862E-2; 
     t58 = t56 + t57; 
     t59 = t16 * t58; 
     t60 = t6 * 2.771665966547858E-2; 
     t61 = t7 * 7.82867716781484E-1; 
     t62 = t60 - t61 + 3.450409573788865E-17; 
     t63 = t15 * t62; 
     t64 = t59 + t63; 
     t65 = t9 * t14 * t64; 
     t66 = t55 - t65; 
     t31 = fabs(t66); 
     t32 = sin(t5); 
     t33 = cos(t5); 
     t34 = sin(A02); 
     t35 = cos(A02); 
     t105 = t2 * 1.734573094623198E-18; 
     t106 = t3 * 5.55778172793303E-17; 
     t107 = t105 - t106 + 1.31670187018151E-2; 
     t108 = t32 * t107; 
     t109 = t3 * 9.99913311051766E-1; 
     t110 = t109 + 7.309163664212581E-19; 
     t111 = t34 * t110; 
     t112 = t2 * 9.99913311051766E-1; 
     t113 = t3 * 2.24392928326991E-19; 
     t114 = t112 - t113; 
     t115 = t35 * t114; 
     t116 = t111 - t115; 
     t117 = t33 * t116; 
     t118 = t108 + t117; 
     t36 = fabs(t118); 
     t67 = t2 * 3.648589206022503E-17; 
     t68 = t3 * 5.858760529779916E-19; 
     t69 = t67 + t68 - 7.545946601650509E-1; 
     t70 = t32 * t69; 
     t71 = t2 * 6.56115967162692E-1; 
     t72 = t3 * 9.936623398114391E-3; 
     t73 = t71 - t72 + 4.188841829872175E-17; 
     t74 = t34 * t73; 
     t75 = t2 * 9.936623398114391E-3; 
     t76 = t3 * 6.56115967162692E-1; 
     t77 = t75 + t76; 
     t78 = t35 * t77; 
     t79 = t74 + t78; 
     t80 = t33 * t79; 
     t81 = t70 - t80; 
     t37 = fabs(t81); 
     t38 = t2 * 7.54660080853734E-1; 
     t39 = t3 * 8.639091210190649E-3; 
     t40 = t38 + t39 - 3.641859531497865E-17; 
     t41 = t34 * t40; 
     t42 = t2 * 8.639091210190649E-3; 
     t43 = t3 * 7.54660080853734E-1; 
     t44 = t42 - t43; 
     t121 = t35 * t44; 
     t45 = t41 - t121; 
     t46 = t33 * t45; 
     t47 = t2 * 4.193100990166504E-17; 
     t48 = t3 * 1.789310017978022E-18; 
     t49 = t47 + t48 + 6.56059089159579E-1; 
     t122 = t32 * t49; 
     t50 = t46 - t122; 
     t51 = fabs(t50); 
     t97 = t17 * t17; 
     t101 = t30 * t30; 
     t102 = t31 * t31; 
     t103 = t97 + t101 + t102; 
     t104 = 1.0/sqrt(t103); 
     t119 = t36 * t36; 
     t120 = t37 * t37; 
     t123 = t51 * t51; 
     t124 = t119 + t120 + t123; 
     t125 = 1.0/sqrt(t124); 
     t0 = -t29 * t50 * t104 * t125 - t66 * t81 * t104 * t125 + t96 * t104 * t118 * t125; 







     fi[1] = t0; 

     //Définition de G2_2P 
     t2 = 3.141592653589793 * (3.0/4.0); 
     t3 = A13 + t2; 
     t4 = cos(AD); 
     t5 = sin(AD); 
     t6 = cos(AA); 
     t7 = sin(AA); 
     t8 = A11 + t2; 
     t9 = cos(t8); 
     t10 = sin(t8); 
     t11 = t9 * t9; 
     t12 = t10 * t10; 
     t13 = t11 + t12; 
     t14 = 1.0/t13; 
     t15 = sin(A01); 
     t16 = cos(A01); 
     t82 = t6 * 3.16302503904299E-1; 
     t83 = t7 * 5.967280672544279E-1; 
     t84 = t82 + t83 + 4.093804726903688E-17; 
     t85 = t15 * t84; 
     t86 = t6 * 5.96728067254428E-1; 
     t87 = t7 * 3.16302503904299E-1; 
     t88 = t86 - t87; 
     t89 = t16 * t88; 
     t90 = t85 - t89; 
     t91 = t9 * t14 * t90; 
     t92 = t6 * 1.081543440204188E-16; 
     t93 = t7 * 3.611241739452281E-17; 
     t94 = t92 - t93 + 7.37474297704441E-1; 
     t95 = t10 * t14 * t94; 
     t96 = t91 + t95; 
     t17 = fabs(t96); 
     t18 = t7 * 1.76163991133662E-1; 
     t98 = t6 * 9.482534011543849E-1; 
     t19 = t18 - t98 + 1.466395492792771E-17; 
     t20 = t6 * 1.76163991133662E-1; 
     t21 = t7 * 9.482534011543849E-1; 
     t22 = t20 + t21; 
     t99 = t15 * t19; 
     t100 = t16 * t22; 
     t23 = t99 - t100; 
     t24 = t9 * t14 * t23; 
     t25 = t6 * 3.017878881450192E-18; 
     t26 = t7 * 1.628054468477683E-16; 
     t27 = t25 + t26 + 2.64162327796772E-1; 
     t28 = t10 * t14 * t27; 
     t29 = t24 + t28; 
     t30 = fabs(t29); 
     t52 = t6 * 1.296043728178216E-16; 
     t53 = t7 * 2.63446951691103E-17; 
     t54 = t52 + t53 - 6.21570530831645E-1; 
     t55 = t10 * t14 * t54; 
     t56 = t6 * 7.82867716781484E-1; 
     t57 = t7 * 2.771665966547862E-2; 
     t58 = t56 + t57; 
     t59 = t16 * t58; 
     t60 = t6 * 2.771665966547858E-2; 
     t61 = t7 * 7.82867716781484E-1; 
     t62 = t60 - t61 + 3.450409573788865E-17; 
     t63 = t15 * t62; 
     t64 = t59 + t63; 
     t65 = t9 * t14 * t64; 
     t66 = t55 - t65; 
     t31 = fabs(t66); 
     t32 = sin(t3); 
     t33 = cos(t3); 
     t34 = sin(A02); 
     t35 = cos(A02); 
     t105 = t4 * 1.734573094623198E-18; 
     t106 = t5 * 5.55778172793303E-17; 
     t107 = t105 - t106 + 1.31670187018151E-2; 
     t108 = t32 * t107; 
     t109 = t5 * 9.99913311051766E-1; 
     t110 = t109 + 7.309163664212581E-19; 
     t111 = t34 * t110; 
     t112 = t4 * 9.99913311051766E-1; 
     t113 = t5 * 2.24392928326991E-19; 
     t114 = t112 - t113; 
     t115 = t35 * t114; 
     t116 = t111 - t115; 
     t117 = t33 * t116; 
     t118 = t108 + t117; 
     t36 = fabs(t118); 
     t37 = t4 * 3.648589206022503E-17; 
     t38 = t5 * 5.858760529779916E-19; 
     t39 = t37 + t38 - 7.545946601650509E-1; 
     t40 = t32 * t39; 
     t41 = t4 * 6.56115967162692E-1; 
     t120 = t5 * 9.936623398114391E-3; 
     t42 = t41 - t120 + 4.188841829872175E-17; 
     t43 = t34 * t42; 
     t44 = t4 * 9.936623398114391E-3; 
     t45 = t5 * 6.56115967162692E-1; 
     t46 = t44 + t45; 
     t47 = t35 * t46; 
     t48 = t43 + t47; 
     t121 = t33 * t48; 
     t49 = t40 - t121; 
     t50 = fabs(t49); 
     t67 = t4 * 7.54660080853734E-1; 
     t68 = t5 * 8.639091210190649E-3; 
     t69 = t67 + t68 - 3.641859531497865E-17; 
     t70 = t34 * t69; 
     t71 = t4 * 8.639091210190649E-3; 
     t72 = t5 * 7.54660080853734E-1; 
     t73 = t71 - t72; 
     t74 = t35 * t73; 
     t75 = t70 - t74; 
     t76 = t33 * t75; 
     t77 = t4 * 4.193100990166504E-17; 
     t78 = t5 * 1.789310017978022E-18; 
     t79 = t77 + t78 + 6.56059089159579E-1; 
     t80 = t32 * t79; 
     t81 = t76 - t80; 
     t51 = fabs(t81); 
     t97 = t17 * t17; 
     t101 = t30 * t30; 
     t102 = t31 * t31; 
     t103 = t97 + t101 + t102; 
     t104 = 1.0/sqrt(t103); 
     t119 = t36 * t36; 
     t122 = t50 * t50; 
     t123 = t51 * t51; 
     t124 = t119 + t122 + t123; 
     t125 = 1.0/sqrt(t124); 
     t126 = fabs(t29 * t49 * t104 * t125 - t66 * t81 * t104 * t125); 
     t127 = fabs(t29 * t104 * t118 * t125 + t81 * t96 * t104 * t125); 
     t128 = fabs(t49 * t96 * t104 * t125 + t66 * t104 * t118 * t125); 
     t0 = sqrt(t126 * t126 + t127 * t127 + t128 * t128) - 1.745240643728351E-2; 



     fi[2] = t0; 

     //Definition de G3 

     fi[3] = A11 - A1X_Max; 

     //Définition de G4 

     fi[4] = -A11 - A1X_Max; 

     //Défintion de G5 

     fi[5] = A13 - A1X_Max; 

     //Définition de G6 

     fi[6] = -A13 - A1X_Max; 

     affiche_tableau(x); 

    } 

public static double fabs(double a) 
    { 
     return (Math.Abs(a)); 
    } 

    public static double cos(double a) 
    { 
     return (Math.Cos(a)); 
    } 

    public static double sin(double a) 
    { 
     return (Math.Sin(a)); 
    } 

    public static double sqrt(double a) 
    { 
     return (Math.Sqrt(a)); 
    } 

    public static void affiche_tableau(double[] x) 
    { 
     string res = " "; 
     for(int i=0;i<x.Length;i++) 
     { 
      res = res +" "+ ((int)((x[i]*100.0)))/100.0; 
     } 
     Console.WriteLine(res); 
    } 

Answer 1

Ich habe Prof. Michael JD Powells derivative-freie Algorithmen für nichtlineare Optimierung zu C# portiert. Der Quellcode ist unter Github verfügbar und die Klassenbibliothek ist unter NuGet unter dem Namen csnumerics verfügbar.

csnumerics enthält mehrere Algorithmen für verschiedene Constraint-Anwendungen. Bei Problemen mit nichtlinearen Einschränkungen sollten Sie den Algorithmus COBYLA auswählen.