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DownhillSimplexMinimizerMinimize(DoubleFunctional, DoubleVector, DoubleVector) Method

Minimizes the given function near the given starting point.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
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public DoubleVector Minimize(
	DoubleFunctional f,
	DoubleVector x,
	DoubleVector lambda
)

Parameters

f  DoubleFunctional
The function to minimize.
x  DoubleVector
The starting point.
lambda  DoubleVector
Amounts to add to x in each dimension when constructing a starting simplex.

Return Value

DoubleVector
The local minimum of function near x.
Exceptions
ExceptionCondition
MismatchedSizeExceptionThrown if the given vector of lambdas is not the same length as x.
Remarks
A starting simplex is constructed from the given point by adding lambda[i] in each dimension. For example, in two dimensions the simplex is a triangle:
C#
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( x0, x1 )
( x0 + lambda[0], x1 )
( x0, x1 + lambda[1] )
Iteration stops when either the decrease in function value is less than the tolerance, or the maximum number of iterations is reached. Setting the error tolerance to less than zero ensures that the maximum number of iterations is always reached.
See Also