Serves as an abstract base class for classes that implement one-dimensional
optimization algorithms.
| 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.
|
 | 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.
|
 | ExtremumType |
Gets or sets the type of extremum.
|
 | 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.
|
 | 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.
|
 | ObjectiveFunctionWithDerivative |
Gets or sets a function that computes the value of the objective function
and its derivative.
|
 | 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.
|
 | Status | (Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SymbolicObjectiveFunction |
Gets or sets the objective function.
|
 | 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.
|
| Name | Description |
---|
 | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
 | Evaluate |
Evaluates the objective function.
|
 | EvaluateDerivative |
Evaluates the derivative of the objective function.
|
 | EvaluateWithDerivative |
Evaluates the objective function and its derivative.
|
 | 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].
|
 | FindBracket(Double) |
Finds an interval that brackets the extremum, starting from an interval of unit width centered around the specified point.
|
 | FindBracket(Double, Double) |
Finds an interval that brackets the extremum, starting from an interval with the specified bounds.
|
 | FindBracket(Double, Double, Double) |
Finds an interval that brackets the extremum, starting from an interval with the specified bounds and
interior point.
|
 | FindExtremum |
Searches for an extremum.
|
 | FindMaximum(FuncDouble, Double, Double) |
Computes a maximum of the specified function.
|
 | FindMaximum(FuncDouble, Double, Double, Double) |
Computes a maximum of the specified function.
|
 | FindMinimum(FuncDouble, Double, Double) |
Computes a minimum of the specified function.
|
 | FindMinimum(FuncDouble, Double, Double, Double) |
Computes a minimum of the specified function.
|
 | 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.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | 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.
(Overrides ManagedIterativeAlgorithmT, TError, TReportOnConvergence.) |
 | 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 ManagedIterativeAlgorithmT, TError, TReportOnInit.) |
 | 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.) |
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.