Finds a minimum of a function starting from an initial guess.
Namespace:
Extreme.Mathematics
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public static MultidimensionalOptimizer GetMinimizer(
this Func<Vector<double>, double> objectiveFunction,
Func<Vector<double>, Vector<double>, Vector<double>> gradientOfObjectiveFunction
)
<ExtensionAttribute>
Public Shared Function GetMinimizer (
objectiveFunction As Func(Of Vector(Of Double), Double),
gradientOfObjectiveFunction As Func(Of Vector(Of Double), Vector(Of Double), Vector(Of Double))
) As MultidimensionalOptimizer
public:
[ExtensionAttribute]
static MultidimensionalOptimizer^ GetMinimizer(
Func<Vector<double>^, double>^ objectiveFunction,
Func<Vector<double>^, Vector<double>^, Vector<double>^>^ gradientOfObjectiveFunction
)
[<ExtensionAttribute>]
static member GetMinimizer :
objectiveFunction : Func<Vector<float>, float> *
gradientOfObjectiveFunction : Func<Vector<float>, Vector<float>, Vector<float>> -> MultidimensionalOptimizer
Parameters
- objectiveFunction
- Type: SystemFuncVectorDouble, Double
A delegate that represents a function of one variable that specifies the function on the left-hand
side of the equation. - gradientOfObjectiveFunction
- Type: SystemFuncVectorDouble, VectorDouble, VectorDouble
A delegate that represents a function that returns the gradient
function of objectiveFunction in its second argument.
Return Value
Type:
MultidimensionalOptimizerThe best approximation to a 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).
Use this method when you have very little information about the location of the minimum, but you need more control
over the solution process. For example, you may want to specify a different RelativeTolerance.
Reference