From 2894f9bb02daa9bd7d58d5ffecf1fc875a4f2ef6 Mon Sep 17 00:00:00 2001
From: Scott Stephens <stephens.js@gmail.com>
Date: Tue, 15 Oct 2013 19:43:20 -0500
Subject: [PATCH] Optimization: Finish implementation of Golden Section minimum
 search

---
 src/Numerics/Numerics.csproj                  |  1 +
 src/Numerics/Optimization/ExitCondition.cs    |  2 +-
 .../Optimization/GoldenSectionMinimizer.cs    | 24 +++++++++++++------
 .../Optimization/MinimizationOutput1D.cs      | 22 +++++++++++++++++
 4 files changed, 41 insertions(+), 8 deletions(-)
 create mode 100644 src/Numerics/Optimization/MinimizationOutput1D.cs

diff --git a/src/Numerics/Numerics.csproj b/src/Numerics/Numerics.csproj
index d9b364b0..dfb48a3a 100644
--- a/src/Numerics/Numerics.csproj
+++ b/src/Numerics/Numerics.csproj
@@ -203,6 +203,7 @@
     <Compile Include="Optimization\LineSearchingMinimizerOutput.cs" />
     <Compile Include="Optimization\LineSearchOutput.cs" />
     <Compile Include="Optimization\MinimizationOutput.cs" />
+    <Compile Include="Optimization\MinimizationOutput1D.cs" />
     <Compile Include="Optimization\NewtonMinimizer.cs" />
     <Compile Include="Optimization\ObjectiveChecker.cs" />
     <Compile Include="Optimization\ObjectiveChecker1D.cs" />
diff --git a/src/Numerics/Optimization/ExitCondition.cs b/src/Numerics/Optimization/ExitCondition.cs
index 44477294..e17e14bd 100644
--- a/src/Numerics/Optimization/ExitCondition.cs
+++ b/src/Numerics/Optimization/ExitCondition.cs
@@ -2,6 +2,6 @@ using System;
 
 namespace MathNet.Numerics
 {
-	public enum ExitCondition { None, RelativeGradient, LackOfProgress, AbsoluteGradient, WeakWolfeCriteria }
+	public enum ExitCondition { None, RelativeGradient, LackOfProgress, AbsoluteGradient, WeakWolfeCriteria, BoundTolerance }
 }
 
diff --git a/src/Numerics/Optimization/GoldenSectionMinimizer.cs b/src/Numerics/Optimization/GoldenSectionMinimizer.cs
index 22455350..538610ff 100644
--- a/src/Numerics/Optimization/GoldenSectionMinimizer.cs
+++ b/src/Numerics/Optimization/GoldenSectionMinimizer.cs
@@ -16,7 +16,7 @@ namespace MathNet.Numerics.Optimization
             this.MaximumIterations = max_iterations;
         }
 
-        public MinimizationOutput FindMinimum(IObjectiveFunction1D objective, double lower_bound, double upper_bound)
+        public MinimizationOutput1D FindMinimum(IObjectiveFunction1D objective, double lower_bound, double upper_bound)
         {
             if (!(objective is ObjectiveChecker1D))
                 objective = new ObjectiveChecker1D(objective, this.ValueChecker, null, null);
@@ -38,19 +38,29 @@ namespace MathNet.Numerics.Optimization
                 double test_x = lower.Point + (upper.Point - middle.Point);
                 var test = objective.Evaluate(test_x);
 
-                if (test.Value > middle.Value)
+                if (test.Point < middle.Point)
                 {
-                    if (test.Point < middle.Point)
+                    if (test.Value > middle.Value)
+                    {
                         lower = test;
+                    }
                     else
-                        upper = test;
+                    {
+                        upper = middle;
+                        middle = test;
+                    }
                 }
                 else
                 {
-                    if (test.Point < middle.Point)
-                        upper = middle;
+                    if (test.Value > middle.Value)
+                    {
+                        upper = test;
+                    }
                     else
+                    {
                         lower = middle;
+                        middle = test;
+                    }
                 }
 
                 iterations += 1;
@@ -59,7 +69,7 @@ namespace MathNet.Numerics.Optimization
             if (iterations == this.MaximumIterations)
                 throw new MaximumIterationsException("Max iterations reached.");
             else
-                return null;
+                return new MinimizationOutput1D(middle, iterations, ExitCondition.BoundTolerance);
             
         }
 
diff --git a/src/Numerics/Optimization/MinimizationOutput1D.cs b/src/Numerics/Optimization/MinimizationOutput1D.cs
new file mode 100644
index 00000000..dd68bbfc
--- /dev/null
+++ b/src/Numerics/Optimization/MinimizationOutput1D.cs
@@ -0,0 +1,22 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace MathNet.Numerics.Optimization
+{
+    public class MinimizationOutput1D
+    {
+        public double MinimizingPoint { get { return FunctionInfoAtMinimum.Point; } }
+        public IEvaluation1D FunctionInfoAtMinimum { get; private set; }
+        public int Iterations { get; private set; }
+        public ExitCondition ReasonForExit { get; private set; }
+
+        public MinimizationOutput1D(IEvaluation1D function_info, int iterations, ExitCondition reason_for_exit)
+        {
+            this.FunctionInfoAtMinimum = function_info;
+            this.Iterations = iterations;
+            this.ReasonForExit = reason_for_exit;
+        }
+    }
+}