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  • Extreme.Mathematics.Optimization
    • BoundedQuasiNewtonOptimizer Class
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    • OneDimensionalOptimizer Class
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  • OneDimensionalOptimizer Class
    • OneDimensionalOptimizer Constructors
    • Properties
    • Methods

OneDimensionalOptimizer Class

Extreme Optimization Numerical Libraries for .NET Professional
Serves as an abstract base class for classes that implement one-dimensional optimization algorithms.
Inheritance Hierarchy

SystemObject
  Extreme.Mathematics.AlgorithmsManagedIterativeAlgorithmDouble, Double, SolutionReportDouble, Double
    Extreme.Mathematics.AlgorithmsManagedIterativeAlgorithmDouble
      Extreme.Mathematics.OptimizationOneDimensionalOptimizer
        More...

Namespace:  Extreme.Mathematics.Optimization
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

C#
VB
C++
F#
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public abstract class OneDimensionalOptimizer : ManagedIterativeAlgorithm<double>
Public MustInherit Class OneDimensionalOptimizer
	Inherits ManagedIterativeAlgorithm(Of Double)
public ref class OneDimensionalOptimizer abstract : public ManagedIterativeAlgorithm<double>
[<AbstractClassAttribute>]
type OneDimensionalOptimizer =  
    class
        inherit ManagedIterativeAlgorithm<float>
    end

The OneDimensionalOptimizer type exposes the following members.

Constructors

  NameDescription
Protected methodOneDimensionalOptimizer
Constructs a new one-dimensional optimizer.
Protected methodOneDimensionalOptimizer(ExtremumType)
Constructs a new one-dimensional optimizer.
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Properties

  NameDescription
Public propertyConvergenceTests
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyDerivativeOfObjectiveFunction
Gets or sets the derivative of the objective function.
Public propertyEstimatedError
Gets a value indicating the size of the absolute error of the result.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyEvaluationsNeeded
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyEvaluationsRemaining
Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyExtremum
Gets the approximation to the extremum after the algorithm has run.
Public propertyExtremumType
Gets or sets the type of extremum.
Public propertyHasSharedDegreeOfParallelism
Indicates whether the degree of parallelism is a property that is shared across instances.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyIsBracketValid
Gets whether the algorithm's current bracket is valid.
Public propertyIterationsNeeded
Gets the number of iterations needed by the algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyIterationsRemaining
Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMaxDegreeOfParallelism
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMaxEvaluations
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMaxIterations
Gets or sets the maximum number of iterations to use when approximating the roots of the target function.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMinIterations
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyObjectiveFunction
Gets or sets the objective function.
Public propertyObjectiveFunctionWithDerivative
Gets or sets a function that computes the value of the objective function and its derivative.
Public propertyParallelOptions
Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyResult
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertySolutionReport
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertySolutionTest
Gets the convergence test that uses the solution of the optimization.
Public propertyStatus
Gets the AlgorithmStatus following an execution of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertySymbolicObjectiveFunction
Gets or sets the objective function.
Public propertyThrowExceptionOnFailure
Gets or sets a value indicating whether to throw an exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyValueAtExtremum
Gets the value of the objective function at the approximation to the extremum after the algorithm has run.
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Methods

  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodEvaluate
Evaluates the objective function.
Protected methodEvaluateDerivative
Evaluates the derivative of the objective function.
Protected methodEvaluateWithDerivative
Evaluates the objective function and its derivative.
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodFindBracket
Finds an interval that brackets the extremum, starting from the interval [0,1].
Public methodFindBracket(Double)
Finds an interval that brackets the extremum, starting from an interval of unit width centered around the specified point.
Public methodFindBracket(Double, Double)
Finds an interval that brackets the extremum, starting from an interval with the specified bounds.
Public methodFindBracket(Double, Double, Double)
Finds an interval that brackets the extremum, starting from an interval with the specified bounds and interior point.
Public methodFindExtremum
Searches for an extremum.
Public methodFindMaximum(FuncDouble, Double, Double)
Computes a maximum of the specified function.
Public methodFindMaximum(FuncDouble, Double, Double, Double)
Computes a maximum of the specified function.
Public methodFindMinimum(FuncDouble, Double, Double)
Computes a minimum of the specified function.
Public methodFindMinimum(FuncDouble, Double, Double, Double)
Computes a minimum of the specified function.
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodIncrementEvaluations
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIncrementEvaluations(Int32)
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIterate
Performs one iteration of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIterated
Performs tasks after the iteration is completed, but before the status of the algorithm is finalized.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnConvergence
Performs any tasks after the main algorithm has converged.
(Overrides ManagedIterativeAlgorithmT, TError, TReportOnConvergence.)
Protected methodOnFailure
Performs any tasks after the main algorithm has failed to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodOnInit
Performs initialization before the first iteration.
(Overrides ManagedIterativeAlgorithmT, TError, TReportOnInit.)
Protected methodReportFailure
Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodReportResult
Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodReportSuccess
Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodResetEvaluations
Resets the number of evaluations to zero.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodRestart
Prepares the algorithm to be run again with possibly different inputs.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodRun
Runs the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodRun(ParallelOptions)
Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodSetResult
Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodTestConvergence
Checks whether the algorithm has converged.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThreadSafeIncrementEvaluations
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThreadSafeIncrementEvaluations(Int32)
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThrowConvergenceException
Interprets the AlgorithmStatus and throws the appropriate exception.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Remarks

The OneDimensionalOptimizer class is the abstract base class of all classes that implement algorithms for one-dimensional optimization, including line search algorithms. The class inherits from ManagedIterativeAlgorithm. All the properties and methods exposed by this interface are available to all derived classes.

This class cannot be instantiated directly. Instead, use one of the following derived classes:

ClassDescriptionBrentOptimizerRepresents a OneDimensionalOptimizer that uses the Brent's algorithm that does not use derivatives of the objective function.BrentDerivativeOptimizerRepresents a OneDimensionalOptimizer that uses a variation of Brent's algorithm that uses derivatives of the objective function.GoldenSectionOptimizerRepresents a OneDimensionalOptimizer that uses the Golden Section search algorithm.MoreThuenteLineSearchRepresents a OneDimensionalOptimizer that uses the classic algorithm of Moré and Thuente. ParabolicLineSearchRepresents a OneDimensionalOptimizer that uses a parabolic line search algorithm. UnitLineSearchRepresents a OneDimensionalOptimizer that always returns a unit step.
See Also

Reference

Extreme.Mathematics.Optimization Namespace
Inheritance Hierarchy

SystemObject
  Extreme.Mathematics.AlgorithmsManagedIterativeAlgorithmDouble, Double, SolutionReportDouble, Double
    Extreme.Mathematics.AlgorithmsManagedIterativeAlgorithmDouble
      Extreme.Mathematics.OptimizationOneDimensionalOptimizer
        Extreme.Mathematics.OptimizationBrentDerivativeOptimizer
        Extreme.Mathematics.OptimizationBrentOptimizer
        Extreme.Mathematics.OptimizationGoldenSectionOptimizer
        Extreme.Mathematics.Optimization.LineSearchesBacktrackingLineSearch
        Extreme.Mathematics.Optimization.LineSearchesMoreThuenteLineSearch
        Extreme.Mathematics.Optimization.LineSearchesParabolicLineSearch
        Extreme.Mathematics.Optimization.LineSearchesUnitLineSearch

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