Class BrentMinimizer uses Brent's Method to minimize a function within an interval known to contain a minimum.

Namespace:  CenterSpace.NMath.Analysis
Assembly:  NMath (in NMath.dll) Version: 5.1.0.0

Syntax

C#
[SerializableAttribute]
public class BrentMinimizer : MinimizerBase, 
	IOneVariableMinimizer, ICloneable
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class BrentMinimizer _
	Inherits MinimizerBase _
	Implements IOneVariableMinimizer, ICloneable
Visual C++
[SerializableAttribute]
public ref class BrentMinimizer : public MinimizerBase, 
	IOneVariableMinimizer, ICloneable

Remarks

Brent's Method combines golden section search (see class GoldenMinimizer) with parabolic interpolation. Parabolic interpolation fits a parabola through the current set of points, then uses the parabola to estimate the function's minimum. Iteration stops when either the estimated error is less than a specified error tolerance, or a specified maximum number of iterations is reached.
The faster parabolic interpolation is used wherever possible, but in steps where the projected minimum falls outside the interval, or when successive steps are becoming larger, Brent's Method resorts back to the slower golden section search. Brent's Method is quadratically convergent, rather than linearly convergent like the golden section search.

Inheritance Hierarchy

System..::.Object
  CenterSpace.NMath.Analysis..::.MinimizerBase
    CenterSpace.NMath.Analysis..::.BrentMinimizer

See Also