Class DownhillSimplexMinimizer minimizes a multivariable function using the downhill
simplex method of Nelder and Mead.
Namespace:
CenterSpace.NMath.AnalysisAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
| C# |
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[SerializableAttribute] public class DownhillSimplexMinimizer : MinimizerBase, IMultiVariableMinimizer, ICloneable |
| Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class DownhillSimplexMinimizer _ Inherits MinimizerBase _ Implements IMultiVariableMinimizer, ICloneable |
| Visual C++ |
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[SerializableAttribute] public ref class DownhillSimplexMinimizer : public MinimizerBase, IMultiVariableMinimizer, ICloneable |
Remarks
The downhill simplex method does not require gradients or other derivative
information. A simplex in n-dimensional space consists of n+1 distinct
vertices (a triangle in two dimensions, a pyramid in three dimensions, and so
on). The procedure involves moving the simplex downhill or, if that is
not possible, shrinking its size. Search continues until the decrease in
function value is less than the specified tolerance, or a specified maximum number
of iterations is reached.
The downhill simplex method is not highly efficient, and is appropriate only for small numbers of variables (approx < 6). Powell's Method is faster in most applications. (See class PowellMinimizer.)
The downhill simplex algorithm is described in Nelder, J. A. and R. Mead (1965), "A Simplex Method for Function Minimization," Computer Journal, Vol. 7, p. 308-313.
The downhill simplex method is not highly efficient, and is appropriate only for small numbers of variables (approx < 6). Powell's Method is faster in most applications. (See class PowellMinimizer.)
The downhill simplex algorithm is described in Nelder, J. A. and R. Mead (1965), "A Simplex Method for Function Minimization," Computer Journal, Vol. 7, p. 308-313.
Inheritance Hierarchy
System..::.Object
CenterSpace.NMath.Analysis..::.MinimizerBase
CenterSpace.NMath.Analysis..::.DownhillSimplexMinimizer
CenterSpace.NMath.Analysis..::.MinimizerBase
CenterSpace.NMath.Analysis..::.DownhillSimplexMinimizer