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ConstrainedOptimizer Class

Base class for linear Microsoft Solver Foundation based linear solvers.
Inheritance Hierarchy

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
[SerializableAttribute]
public class ConstrainedOptimizer

The ConstrainedOptimizer type exposes the following members.

Constructors
  NameDescription
Public methodConstrainedOptimizer
Initializes a new instance of the ConstrainedOptimizer class
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Properties
  NameDescription
Public propertyExceptionMessage
If the solver result is SolverResult.UnexpectedException gets the exception message property.
Public propertyOptimalObjectiveFunctionValue
Gets the optimal objective function value if the solve result is SolverResult.Optimal, or the current solution value if the result is SolverResult.SolutionFeasibleButNotOptimal Otherwise the value is Double.NaN.
Public propertyOptimalX
Gets the optimal value if the solve result is SolverResult.Optimal, or the current solution value if the result is SolverResult.SolutionFeasibleButNotOptimal Contains an empty vector otherwise.
Public propertyResult
Gets the result of the most recent solve attempt.
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Methods
  NameDescription
Protected methodAddConstraints
Adds the linear constraints in the given linearly constrained problem to a Microsoft Solver Foundation linear model.
Protected methodAddVariablesAndBounds
Adds the variables in the given linearly constrained problem to a Microsoft Solver Foundation linear model.
Protected methodSetStatus
Sets the SolverResult value base on the give Microsoft Solver Foundation LinearResult value.
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Fields
  NameDescription
Protected fieldexceptionMessage_
Constains exception message if there is an unexpected exception during the solve.
Protected fieldStatic memberMaxNumNonZeroCoeffs
The maximum number of nonzero coefficients allowed in Microsoft Solver Foundation Standard Edition, for linear and quadratic programming. This is the sum of all nonzero coefficients used in specifying constraints and the objective function.
Protected fieldoptimalValue_
Optimal value of the objective function if the the result of the solver is SolveResult.Optimal
Protected fieldoptimalX_
Optimal solution value of the the result if the solver is SolveResult.Optimal
Protected fieldresult_
Result of the solver attempt.
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See Also