DownhillSimplexMinimizerMinimize(DoubleFunctional, DoubleVector, Double) Method

Minimizes the given function near the given starting point.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public DoubleVector Minimize(
	DoubleFunctional f,
	DoubleVector x,
	double lambda
)

Public Function Minimize ( 
	f As DoubleFunctional,
	x As DoubleVector,
	lambda As Double
) As DoubleVector

public:
DoubleVector^ Minimize(
	DoubleFunctional^ f, 
	DoubleVector^ x, 
	double lambda
)

member Minimize : 
        f : DoubleFunctional * 
        x : DoubleVector * 
        lambda : float -> DoubleVector

Parameters

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

Return Value

DoubleVector
The local minimum of function near x.

Remarks

A starting simplex is constructed from the given point by adding lambda in each dimension. For example, in two dimensions the simplex is a triangle:

Copy

( x0, x1 )
( x0 + lambda, x1 )
( x0, x1 + lambda )

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.

Reference

DownhillSimplexMinimizer Class

Minimize Overload

CenterSpace.NMath.Core Namespace