Implements a one-dimensional optimizer that decreases the search interval
by the Golden Ratio.
| Name | Description |
---|
 | ConvergenceTests |
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | DerivativeOfObjectiveFunction |
Gets or sets the derivative of the objective function.
(Inherited from OneDimensionalOptimizer.) |
 | EstimatedError |
Gets a value indicating the size of the absolute
error of the result.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | EvaluationsNeeded |
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | EvaluationsRemaining |
Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Extremum |
Gets the approximation to the extremum after the algorithm has run.
(Inherited from OneDimensionalOptimizer.) |
 | ExtremumType |
Gets or sets the type of extremum.
(Inherited from OneDimensionalOptimizer.) |
 | HasSharedDegreeOfParallelism |
Indicates whether the degree of parallelism is a property that is shared
across instances.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | IsBracketValid |
Gets whether the algorithm's current bracket is valid.
(Inherited from OneDimensionalOptimizer.) |
 | IterationsNeeded |
Gets the number of iterations needed by the
algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | IterationsRemaining |
Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | MaxDegreeOfParallelism |
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | MaxEvaluations |
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | MaxIterations | Gets or sets the maximum number of iterations
to use when approximating the roots of the target
function.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | MinIterations |
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ObjectiveFunction |
Gets or sets the objective function.
(Inherited from OneDimensionalOptimizer.) |
 | ObjectiveFunctionWithDerivative |
Gets or sets a function that computes the value of the objective function
and its derivative.
(Inherited from OneDimensionalOptimizer.) |
 | ParallelOptions |
Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Result |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SolutionReport |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SolutionTest |
Gets the convergence test that uses the solution of the optimization.
(Inherited from OneDimensionalOptimizer.) |
 | Status | (Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SymbolicObjectiveFunction |
Gets or sets the objective function.
(Inherited from OneDimensionalOptimizer.) |
 | ThrowExceptionOnFailure |
Gets or sets a value indicating whether to throw an
exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ValueAtExtremum |
Gets the value of the objective function at the approximation to the extremum after the algorithm has run.
(Inherited from OneDimensionalOptimizer.) |
| Name | Description |
---|
 | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
 | Evaluate |
Evaluates the objective function.
(Inherited from OneDimensionalOptimizer.) |
 | EvaluateDerivative |
Evaluates the derivative of the objective function.
(Inherited from OneDimensionalOptimizer.) |
 | EvaluateWithDerivative |
Evaluates the objective function and its derivative.
(Inherited from OneDimensionalOptimizer.) |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) |
 | FindBracket |
Finds an interval that brackets the extremum, starting from the interval [0,1].
(Inherited from OneDimensionalOptimizer.) |
 | FindBracket(Double) |
Finds an interval that brackets the extremum, starting from an interval of unit width centered around the specified point.
(Inherited from OneDimensionalOptimizer.) |
 | FindBracket(Double, Double) |
Finds an interval that brackets the extremum, starting from an interval with the specified bounds.
(Inherited from OneDimensionalOptimizer.) |
 | FindBracket(Double, Double, Double) |
Finds an interval that brackets the extremum, starting from an interval with the specified bounds and
interior point.
(Inherited from OneDimensionalOptimizer.) |
 | FindExtremum |
Searches for an extremum.
(Inherited from OneDimensionalOptimizer.) |
 | FindMaximum(FuncDouble, Double, Double) |
Computes a maximum of the specified function.
(Inherited from OneDimensionalOptimizer.) |
 | FindMaximum(FuncDouble, Double, Double, Double) |
Computes a maximum of the specified function.
(Inherited from OneDimensionalOptimizer.) |
 | FindMinimum(FuncDouble, Double, Double) |
Computes a minimum of the specified function.
(Inherited from OneDimensionalOptimizer.) |
 | FindMinimum(FuncDouble, Double, Double, Double) |
Computes a minimum of the specified function.
(Inherited from OneDimensionalOptimizer.) |
 | GetHashCode | Serves as the default hash function. (Inherited from Object.) |
 | GetType | Gets the Type of the current instance. (Inherited from Object.) |
 | IncrementEvaluations |
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | IncrementEvaluations(Int32) |
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Iterate |
Performs one iteration of the algorithm.
(Overrides ManagedIterativeAlgorithmT, TError, TReportIterate.) |
 | Iterated |
Performs tasks after the iteration is completed, but before
the status of the algorithm is finalized.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
 | OnConvergence |
Performs any tasks after the main algorithm has converged.
(Inherited from OneDimensionalOptimizer.) |
 | OnFailure |
Performs any tasks after the main algorithm has failed to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | OnInit |
Performs initialization before the first iteration.
(Overrides OneDimensionalOptimizerOnInit.) |
 | ReportFailure |
Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ReportResult |
Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ReportSuccess |
Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ResetEvaluations |
Resets the number of evaluations to zero.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Restart |
Prepares the algorithm to be run again with possibly different inputs.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Run |
Runs the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Run(ParallelOptions) |
Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SetResult |
Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | TestConvergence |
Checks whether the algorithm has converged.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ThreadSafeIncrementEvaluations |
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ThreadSafeIncrementEvaluations(Int32) |
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ThrowConvergenceException | (Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ToString | Returns a string that represents the current object. (Inherited from Object.) |
The algorithm itself runs in two phases. In the bracketing phase, a search is made
for an interval that is known to contain an extremum. This step is performed
automatically when the algorithm is run. You can run it manually by calling one of the
FindBracket(Double) methods.
You can check the validity of a bracketing interval by inspecting the
IsBracketValid property.
Once a bracketing interval has been found, the location phase begins.
The exact location of the extremum is found by successively narrowing the
bracketing interval. This phase always converges for continuous functions.
The FindExtremum method performs the location phase,
and returns the best approximation to the extremum.
Alternatively, one of the
FindMaximum(FuncDouble, Double, Double, Double) or
FindMinimum(FuncDouble, Double, Double, Double)
methods can be used.
This has the advantage that the objective function as well as an initial guess can be supplied
with the method call.
Convergence is tested using a simple convergence test based on the uncertainty in the location
of the approximate extremum. The SolutionTest property returns a
SimpleConvergenceTestT object that allows you to specify the desired
Tolerance and
specific ConvergenceCriterion.