Multidimensional Optimizer Class
Represents an algorithm for optimization of a multivariate function.
Definition
Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
public abstract class MultidimensionalOptimizer : ManagedIterativeAlgorithm<Vector<double>, double, OptimizationSolutionReport>
- Inheritance
- Object → ManagedIterativeAlgorithm<Vector<Double>, Double, OptimizationSolutionReport> → MultidimensionalOptimizer
- Derived
Remarks
MultidimensionalOptimizer is the abstract base class for all algorithms that implement optimization algorithms in multiple dimensions. It inherits from ManagedIterativeAlgorithm. All methods and properties of this class are available to MultidimensionalOptimizer and its derived classes.
MultidimensionalOptimizer is an abstract class and cannot be instantiated directly. Instead, use one of the following derived classes:
Class | Description |
---|---|
Conjugate | Represents an optimizer that uses a conjugate gradient algorithm. This class supports the Fletcher-Reeves, Polak-Ribière and positive Polak-Ribière variants. |
Nelder | Represents an optimizer that uses Nelder and Mead's downhill simplex algorithm. |
Powell | Represents an optimizer that uses Powell's derivative-free conjugate gradient algorithm. |
Quasi | Represents an optimizer that uses a quasi-Newton algorithm. Both the DFP (Davison-Fletcher-Powell) and BFGS (Broyden-Fletcher-Goldfard-Shanno) methods are supported. |
Constructors
Multidimensional | Constructs a new MultidimensionalOptimizer object. |
Properties
Convergence |
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Dimensions | Gets or sets the number of dimensions of the optimization problem. |
Estimated |
Gets a value indicating the size of the absolute
error of the result.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Evaluations |
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Evaluations |
Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Extremum | Gets or sets the current best approximation to the extremum. |
Extremum | Gets or sets the type of extremum. |
Fast | Gets or sets the function that computes the gradient of the objective funciton. |
Gradient | Gets the number of evaluations of the gradient of the objective function. |
Gradient | Gets or sets the function that computes the gradient of the objective funciton. |
Gradient | Gets the VectorConvergenceTest<T> that uses the gradient of the objective function. |
Gradient | Gets or sets the current value of the gradient. |
Has |
Indicates whether the degree of parallelism is a property that is shared
across instances.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Initial | Gets or sets the initial value for the iteration. |
Iterations |
Gets the number of iterations needed by the
algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Iterations |
Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Last | Gets the last correction to the solution of the system of equations. |
Max |
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Max |
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Max | Gets or sets the maximum number of iterations
to use when approximating the roots of the target
function.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Min |
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Objective | Gets or sets the objective function. |
Objective | Gets or sets a function that evaluates the value and gradient of the objective function. |
Parallel |
Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Result |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Solution |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Solution | Gets the VectorConvergenceTest<T> that uses the approximate solution. |
Status |
Gets the AlgorithmStatus following
an execution of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Symbolic | Gets or sets the objective function. |
Throw |
Gets or sets whether to throw an
exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Value | Gets or sets the current value of the objective function. |
Value | Gets the SimpleConvergenceTest<T> that uses the value of the target functions. |
Methods
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Evaluate | Evaluates the objective function. |
Evaluate | Evaluates the objective function and its gradient at the same time. |
Evaluate | Evaluates the gradient. |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Find | Searches for an extremum. |
Get | Serves as the default hash function. (Inherited from Object) |
Get | Gets the Type of the current instance. (Inherited from Object) |
Increment |
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Increment |
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Iterate |
Performs one iteration of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Iterated |
Performs tasks after the iteration is completed, but before
the status of the algorithm is finalized.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Memberwise | Creates a shallow copy of the current Object. (Inherited from Object) |
OnConvergence |
Performs any tasks after the main algorithm has converged.
(Overrides ManagedIterativeAlgorithm<T, TError, TReport>.OnConvergence()) |
OnFailure |
Performs any tasks after the main algorithm has failed to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
OnInit |
Performs initialization before the first iteration.
(Overrides ManagedIterativeAlgorithm<T, TError, TReport>.OnInit()) |
Report |
Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Report |
Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Report |
Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Reset |
Resets the number of evaluations to zero.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Restart |
Prepares the algorithm to be run again with possibly different inputs.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Run() |
Runs the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Run( |
Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Set |
Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Set | Sets the value of the objective function at the extremum to the supplied value. |
Test |
Checks whether the algorithm has converged.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Thread |
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Thread |
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Throw |
Interprets the AlgorithmStatus and
throws the appropriate exception.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
ToString | Returns a string that represents the current object. (Inherited from Object) |