Function Math.Get Minimizer(Func<Vector<Double>, Double>, Func<Vector<Double>, Vector<Double>, Vector<Double>>) Method
Finds a minimum of a function starting from an initial guess.
Definition
Namespace: Extreme.Mathematics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
The best approximation to a minimum of objectiveFunction.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public static MultidimensionalOptimizer GetMinimizer(
this Func<Vector<double>, double> objectiveFunction,
Func<Vector<double>, Vector<double>, Vector<double>> gradientOfObjectiveFunction
)
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
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 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 minimum, but you need more control over the solution process. For example, you may want to specify a different RelativeTolerance.