Class PowellMinimizer minimizes a multivariable function using Powell's Method.
Namespace:
CenterSpace.NMath.AnalysisAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
| C# |
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[SerializableAttribute] public class PowellMinimizer : MinimizerBase, IMultiVariableMinimizer, ICloneable |
| Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class PowellMinimizer _ Inherits MinimizerBase _ Implements IMultiVariableMinimizer, ICloneable |
| Visual C++ |
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[SerializableAttribute] public ref class PowellMinimizer : public MinimizerBase, IMultiVariableMinimizer, ICloneable |
Remarks
Powell's Method is a member of the family of direction set optimization
methods, each of which is based on a series of one-dimensional line
minimizations. The methods differ in how they choose the next dimension at
each stage from among a current set of candidates. Powell's Method begins
with a set of N directions, and at each stage discards the direction
in which the function made its largest decrease, to avoid a buildup of
linear dependence.
Iteration stops when either the estimated error is less than a specified error tolerance, or a specified maximum number of iterations is reached.
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..::.PowellMinimizer
CenterSpace.NMath.Analysis..::.MinimizerBase
CenterSpace.NMath.Analysis..::.PowellMinimizer