Function Math.Find Maximum(Func<Vector<Double>, Double>, Func<Vector<Double>, Vector<Double>, Vector<Double>>, Vector<Double>) Method
Computes a maximum of the specified function.
Definition
Namespace: Extreme.Mathematics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
A local maximum of objectiveFunction.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public static OptimizationSolutionReport FindMaximum(
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 maximum.
Return Value
OptimizationSolutionReportA local maximum 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
Convergence | The algorithm failed to converge and ThrowExceptionOnFailure is set to true. |