Class DBrentMinimizer minimizes a function using Brent's method as well as the first derivative.

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

Syntax

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

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. The sign of the derivative at the central point of the bracketing triplet is used to decide which region should be used for the next test point.
Iteration stops when either the estimated error is less than a specified error tolerance, or a specified maximum number of iterations is reached.

Inheritance Hierarchy

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

See Also