| DownhillSimplexMinimizerMinimize(DoubleFunctional, DoubleVector, DoubleVector) Method |
Minimizes the given function near the given starting point.
Namespace: CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 7.4
Syntax public DoubleVector Minimize(
DoubleFunctional f,
DoubleVector x,
DoubleVector lambda
)
Public Function Minimize (
f As DoubleFunctional,
x As DoubleVector,
lambda As DoubleVector
) As DoubleVector
public:
DoubleVector^ Minimize(
DoubleFunctional^ f,
DoubleVector^ x,
DoubleVector^ lambda
)
member Minimize :
f : DoubleFunctional *
x : DoubleVector *
lambda : DoubleVector -> DoubleVector
Parameters
- f DoubleFunctional
- The function to minimize.
- x DoubleVector
- The starting point.
- lambda DoubleVector
-
Amounts to add to x in each dimension when constructing
a starting simplex.
Return Value
DoubleVector
The local minimum of
function near
x.
Exceptions Remarks
A starting simplex is constructed from the given point by adding
lambda[i] in each dimension. For example, in two dimensions the
simplex is a triangle:
( x0, x1 )
( x0 + lambda[0], x1 )
( x0, x1 + lambda[1] )
Iteration stops when either the decrease in function value is less
than the tolerance, or the maximum number of iterations is reached.
Setting the error tolerance to less than zero ensures that the maximum number
of iterations is always reached.
See Also