Class PowellMinimizer minimizes a multivariable function using Powell's Method.

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

Syntax

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

Inheritance Hierarchy

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

See Also