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我正在使用accord.math来解决具有非线性约束的系统。在这个例子中,约束有4个变量, x => x[0] + x[1] + x[2] + x[3] <= 1
但是如果约束应该包含50个变量呢?如何在周期内建立, x => x[0] + x[1] + x[2] + ...+ x[50] <= 1
?构建循环中的函数约束
namespace ConsoleApplication21
{
class Program
{
static void Main(string[] args)
{
var f = new NonlinearObjectiveFunction(4, x => 0.010 * x[0] - 0.000543 * x[1] - 0.003440 * x[2] + 0.000292 * x[3]);
var constraints = new[]
{
new NonlinearConstraint(4, x => x[0] + x[1] + x[2] + x[3] <= 1),
new NonlinearConstraint(4, x => x[0] + x[1] + x[2] + x[3] >= 1),
};
var cobyla = new Cobyla(f, constraints);
bool success = cobyla.Maximize();
double minimum = cobyla.Value;
double[] solution = cobyla.Solution;
Console.WriteLine(minimum);
}
}
}