FunctionMath.FindMinimum Method

Definition

Namespace: Extreme.Mathematics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

FindMinimum(Func<Vector<Double>, Double>, Vector<Double>) Computes a minimum of the specified function.
FindMinimum(Func<Double, Double>, Double) Computes a minimum of the specified function.
FindMinimum(Func<Vector<Double>, Double>, Func<Vector<Double>, Vector<Double>, Vector<Double>>, Vector<Double>) Computes a minimum of the specified function.
FindMinimum(Func<Double, Double>, Double, Double) Computes a minimum of the specified function.

FindMinimum(Func<Vector<Double>, Double>, Vector<Double>)

Computes a minimum of the specified function.
C# 
public static OptimizationSolutionReport FindMinimum(
	this Func<Vector<double>, double> objectiveFunction,
	Vector<double> initialGuess
)

Parameters

objectiveFunction  Func<Vector<Double>, Double>
A delegate that represents a function of one variable that specifies the objective function.
initialGuess  Vector<Double>
The starting point for the iteration.

Return Value

OptimizationSolutionReport
A local minimum of objectiveFunction.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Func<Vector<Double>, Double>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

ConvergenceExceptionThe algorithm failed to converge and ThrowExceptionOnFailure is set to true.

FindMinimum(Func<Double, Double>, Double)

Computes a minimum of the specified function.
C# 
public static SolutionReport<double, double> FindMinimum(
	this Func<double, double> objectiveFunction,
	double initialGuess
)

Parameters

objectiveFunction  Func<Double, Double>
A delegate that represents a function of one variable that specifies the objective function.
initialGuess  Double
An initial guess for the minimum.

Return Value

SolutionReport<Double, Double>
A local minimum of objectiveFunction.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Func<Double, Double>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

ConvergenceExceptionThe algorithm failed to converge and ThrowExceptionOnFailure is set to true.

FindMinimum(Func<Vector<Double>, Double>, Func<Vector<Double>, Vector<Double>, Vector<Double>>, Vector<Double>)

Computes a minimum of the specified function.
C# 
public static OptimizationSolutionReport FindMinimum(
	this Func<Vector<double>, double> objectiveFunction,
	Func<Vector<double>, Vector<double>, Vector<double>> gradientOfObjectiveFunction,
	Vector<double> initialGuess
)

Parameters

objectiveFunction  Func<Vector<Double>, Double>
A delegate that represents a function of one variable that specifies the objective function.
gradientOfObjectiveFunction  Func<Vector<Double>, Vector<Double>, Vector<Double>>
A delegate that represents a function that returns the gradient function of objectiveFunction in its second argument.
initialGuess  Vector<Double>
An initial guess for the minimum.

Return Value

OptimizationSolutionReport
A local minimum of objectiveFunction.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Func<Vector<Double>, Double>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

ConvergenceExceptionThe algorithm failed to converge and ThrowExceptionOnFailure is set to true.

FindMinimum(Func<Double, Double>, Double, Double)

Computes a minimum of the specified function.
C# 
public static SolutionReport<double, double> FindMinimum(
	this Func<double, double> objectiveFunction,
	double lowerBound,
	double upperBound
)

Parameters

objectiveFunction  Func<Double, Double>
A delegate that represents a function of one variable that specifies the objective function.
lowerBound  Double
The lower bound of the interval where a minimum is to be located.
upperBound  Double
The upper bound of the interval where a minimum is to be located.

Return Value

SolutionReport<Double, Double>
A local minimum of objectiveFunction.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Func<Double, Double>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Exceptions

ConvergenceExceptionThe algorithm failed to converge and ThrowExceptionOnFailure is set to true.

See Also