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

Finds a maximum of a function starting from an initial guess.

Definition

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

public static MultidimensionalOptimizer GetMaximizer(
	this Func<Vector<double>, double> objectiveFunction,
	Func<Vector<double>, Vector<double>, Vector<double>> gradientOfObjectiveFunction
)

Visual Basic

<ExtensionAttribute>
Public Shared Function GetMaximizer ( 
	objectiveFunction As Func(Of Vector(Of Double), Double),
	gradientOfObjectiveFunction As Func(Of Vector(Of Double), Vector(Of Double), Vector(Of Double))
) As MultidimensionalOptimizer

C++/CLI

public:
[ExtensionAttribute]
static MultidimensionalOptimizer^ GetMaximizer(
	Func<Vector<double>^, double>^ objectiveFunction, 
	Func<Vector<double>^, Vector<double>^, Vector<double>^>^ gradientOfObjectiveFunction
)

[<ExtensionAttribute>]
static member GetMaximizer : 
        objectiveFunction : Func<Vector<float>, float> * 
        gradientOfObjectiveFunction : Func<Vector<float>, Vector<float>, Vector<float>> -> MultidimensionalOptimizer

Parameters

objectiveFunction Func<Vector<Double>, Double>: A delegate that represents a function of one variable that specifies the function on the left-hand side of the equation.
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.

Return Value

MultidimensionalOptimizer
The best approximation to a 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).

Remarks

Use this method when you have very little information about the location of the maximum, but you need more control over the solution process. For example, you may want to specify a different RelativeTolerance.