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PowellMinimizer Class

Class PowellMinimizer minimizes a multivariable function using Powell's Method.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreMinimizerBase
    CenterSpace.NMath.CorePowellMinimizer

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
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[SerializableAttribute]
public class PowellMinimizer : MinimizerBase, 
	IMultiVariableMinimizer, ICloneable

The PowellMinimizer type exposes the following members.

Constructors
 NameDescription
Public methodPowellMinimizer Default constructor.
Public methodPowellMinimizer(Double) Constructs a PowellMinimizer instance with the given error tolerance.
Public methodPowellMinimizer(Int32) Constructs a PowellMinimizer instance with the given maximum number of iterations.
Public methodPowellMinimizer(Double, Int32) Constructs a PowellMinimizer instance with the given error tolerance and maximum number of iterations.
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Properties
 NameDescription
Public propertyError Gets the error associated with the mimimum just computed.
(Inherited from MinimizerBase)
Public propertyIterations Gets the number of iterations used in the estimate of the mimimum just computed.
(Inherited from MinimizerBase)
Public propertyMaxIterations Gets and sets the maximum number of iterations used in computing minima estimates.
(Inherited from MinimizerBase)
Public propertyMaxIterationsMet Returns true if the minimum just computed stopped because the maximum number of iterations was reached; otherwise, false.
(Inherited from MinimizerBase)
Public propertyTolerance Gets and sets the error tolerance used in computing minima estimates.
(Inherited from MinimizerBase)
Public propertyToleranceMet Returns true if the minimum just computed stopped because the error tolerance was reached; otherwise, false.
(Inherited from MinimizerBase)
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Methods
 NameDescription
Public methodClone Creates a deep copy of this PowellMinimizer.
(Overrides MinimizerBaseClone)
Public methodMinimize(DoubleFunctional, DoubleVector) Minimizes the given function near the given starting point.
Public methodMinimize(MultiVariableFunction, DoubleVector)Obsolete.
Minimizes the given function near the given starting point.
Public methodMinimize(DoubleFunctional, DoubleVector, DoubleMatrix) Minimizes the given function near the given starting point.
Public methodMinimize(MultiVariableFunction, DoubleVector, DoubleMatrix)Obsolete.
Minimizes the given function near the given starting point.
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Fields
 NameDescription
Protected fielderror_The current error.
(Inherited from MinimizerBase)
Protected fielditer_The current number of iterations performed.
(Inherited from MinimizerBase)
Protected fieldmax_The maximum number of iterations.
(Inherited from MinimizerBase)
Protected fieldtolerance_The error tolerance.
(Inherited from MinimizerBase)
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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.
See Also