One Dimensional Optimizer Class
Serves as an abstract base class for classes that implement one-dimensional
optimization algorithms.
Definition
Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
public abstract class OneDimensionalOptimizer : ManagedIterativeAlgorithm<double>
- Inheritance
- Object → ManagedIterativeAlgorithm<Double, Double, SolutionReport<Double, Double>> → ManagedIterativeAlgorithm<Double> → OneDimensionalOptimizer
- Derived
Remarks
The OneDimensionalOptimizer class is the abstract base class of all classes that implement algorithms for one-dimensional optimization, including line search algorithms. The class inherits from ManagedIterativeAlgorithm. All the properties and methods exposed by this interface are available to all derived classes.
This class cannot be instantiated directly. Instead, use one of the following derived classes:
- BrentOptimizer – Represents a OneDimensionalOptimizer that uses the Brent's algorithm that does not use derivatives of the objective function.
- BrentDerivativeOptimizer – Represents a OneDimensionalOptimizer that uses a variation of Brent's algorithm that uses derivatives of the objective function.
- GoldenSectionOptimizer – Represents a OneDimensionalOptimizer that uses the Golden Section search algorithm.
- MoreThuenteLineSearch – Represents a OneDimensionalOptimizer that uses the classic algorithm of Moré and Thuente.
- ParabolicLineSearch – Represents a OneDimensionalOptimizer that uses a parabolic line search algorithm.
- UnitLineSearch – Represents a OneDimensionalOptimizer that always returns a unit step.
Constructors
One | Constructs a new one-dimensional optimizer. |
One | Constructs a new one-dimensional optimizer. |
Properties
Convergence |
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Derivative | Gets or sets the derivative of the objective function. |
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 the approximation to the extremum after the algorithm has run. |
Extremum | Gets or sets the type of extremum. |
Has |
Indicates whether the degree of parallelism is a property that is shared
across instances.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
IsBracket | Gets whether the algorithm's current bracket is valid. |
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>) |
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 computes the value of the objective function and its derivative. |
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 convergence test that uses the solution of the optimization. |
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 the value of the objective function at the approximation to the extremum after the algorithm has run. |
Methods
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Evaluate | Evaluates the objective function. |
Evaluate | Evaluates the derivative of the objective function. |
Evaluate | Evaluates the objective function and its derivative. |
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 | Finds an interval that brackets the extremum, starting from the interval [0,1]. |
Find | Finds an interval that brackets the extremum, starting from an interval of unit width centered around the specified point. |
Find | Finds an interval that brackets the extremum, starting from an interval with the specified bounds. |
Find | Finds an interval that brackets the extremum, starting from an interval with the specified bounds and interior point. |
Find | Searches for an extremum. |
Find | Computes a maximum of the specified function. |
Find | Computes a maximum of the specified function. |
Find | Computes a minimum of the specified function. |
Find | Computes a minimum of the specified function. |
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>) |
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) |