FunctionMath.FindMinimum(Func<Vector<Double>, Double>, Func<Vector<Double>, Vector<Double>, Vector<Double>>, Vector<Double>) Method

Computes a minimum of the specified function.

Definition

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

public static OptimizationSolutionReport FindMinimum(
	this Func<Vector<double>, double> objectiveFunction,
	Func<Vector<double>, Vector<double>, Vector<double>> gradientOfObjectiveFunction,
	Vector<double> initialGuess
)

Visual Basic

<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

C++/CLI

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 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

ConvergenceException

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