Computes a minimum of the specified function.
Namespace:
Extreme.Mathematics
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public static OptimizationSolutionReport FindMinimum(
this Func<Vector<double>, double> objectiveFunction,
Func<Vector<double>, Vector<double>, Vector<double>> gradientOfObjectiveFunction,
Vector<double> initialGuess
)
<ExtensionAttribute>
Public Shared Function FindMinimum (
objectiveFunction As Func(Of Vector(Of Double), Double),
gradientOfObjectiveFunction As Func(Of Vector(Of Double), Vector(Of Double), Vector(Of Double)),
initialGuess As Vector(Of Double)
) As OptimizationSolutionReport
public:
[ExtensionAttribute]
static OptimizationSolutionReport^ FindMinimum(
Func<Vector<double>^, double>^ objectiveFunction,
Func<Vector<double>^, Vector<double>^, Vector<double>^>^ gradientOfObjectiveFunction,
Vector<double>^ initialGuess
)
[<ExtensionAttribute>]
static member FindMinimum :
objectiveFunction : Func<Vector<float>, float> *
gradientOfObjectiveFunction : Func<Vector<float>, Vector<float>, Vector<float>> *
initialGuess : Vector<float> -> OptimizationSolutionReport
Parameters
- objectiveFunction
- Type: SystemFuncVectorDouble, Double
A delegate that represents a function of one variable that specifies the objective function. - gradientOfObjectiveFunction
- Type: SystemFuncVectorDouble, VectorDouble, VectorDouble
A delegate that represents a function that returns the gradient
function of objectiveFunction in its second argument. - initialGuess
- Type: Extreme.MathematicsVectorDouble
An initial guess for the minimum.
Return Value
Type:
OptimizationSolutionReportA 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
FuncVectorDouble,
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).
Reference