MultidimensionalOptimizer Class

Members See Also

Represents an algorithm for optimization of a multivariate function.

Namespace: Extreme.Mathematics.Optimization
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)

Syntax

C#
public abstract class MultidimensionalOptimizer : ManagedIterativeAlgorithm<Vector>

Visual Basic (Declaration)
Public MustInherit Class MultidimensionalOptimizer _ Inherits ManagedIterativeAlgorithm(Of Vector)

Visual C++
public ref class MultidimensionalOptimizer abstract : public ManagedIterativeAlgorithm<Vector^>

F#
[<AbstractClassAttribute>] type MultidimensionalOptimizer = class inherit ManagedIterativeAlgorithm<Vector> end

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
ConjugateGradientOptimizer	Represents an optimizer that uses a conjugate gradient algorithm. This class supports the Fletcher-Reeves, Polak-Ribière and positive Polak-Ribière variants.
NelderMeadOptimizer	Represents an optimizer that uses Nelder and Mead's downhill simplex algorithm.
PowellOptimizer	Represents an optimizer that uses Powell's derivative-free conjugate gradient algorithm.
QuasiNewtonOptimizer	Represents an optimizer that uses a quasi-Newton algorithm. Both the DFP (Davison-Fletcher-Powell) and BFGS (Broyden-Fletcher-Goldfard-Shanno) methods are supported.

Inheritance Hierarchy

System..::..Object
  Extreme.Mathematics.Algorithms..::..ManagedIterativeAlgorithm<(Of <(<'Vector>)>)>
    Extreme.Mathematics.Optimization..::..MultidimensionalOptimizer
      Extreme.Mathematics.Optimization..::..DirectionalOptimizer
      Extreme.Mathematics.Optimization..::..LevenbergMarquardtOptimizer
      Extreme.Mathematics.Optimization..::..NelderMeadOptimizer