NMath Reference Guide

## Powell |

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

Inheritance Hierarchy

Syntax

The PowellMinimizer type exposes the following members.

Constructors

Name | Description | |
---|---|---|

PowellMinimizer | Default constructor. | |

PowellMinimizer(Double) | Constructs a PowellMinimizer instance with the given error tolerance. | |

PowellMinimizer(Int32) | Constructs a PowellMinimizer instance with the given maximum number of iterations. | |

PowellMinimizer(Double, Int32) | Constructs a PowellMinimizer instance with the given error tolerance and maximum number of iterations. |

Properties

Name | Description | |
---|---|---|

Error |
Gets the error associated with the mimimum just computed.
(Inherited from MinimizerBase) | |

Iterations |
Gets the number of iterations used in the estimate of the mimimum
just computed.
(Inherited from MinimizerBase) | |

MaxIterations |
Gets and sets the maximum number of iterations used in computing minima
estimates.
(Inherited from MinimizerBase) | |

MaxIterationsMet |
Returns true if the minimum just computed stopped because the
maximum number of iterations was reached; otherwise, false.
(Inherited from MinimizerBase) | |

Tolerance |
Gets and sets the error tolerance used in computing minima estimates.
(Inherited from MinimizerBase) | |

ToleranceMet |
Returns true if the minimum just computed stopped because the
error tolerance was reached; otherwise, false.
(Inherited from MinimizerBase) |

Methods

Name | Description | |
---|---|---|

Clone |
Creates a deep copy of this PowellMinimizer.
(Overrides MinimizerBaseClone) | |

Minimize(DoubleFunctional, DoubleVector) | Minimizes the given function near the given starting point. | |

Minimize(MultiVariableFunction, DoubleVector) | Obsolete.Minimizes the given function near the given starting point. | |

Minimize(DoubleFunctional, DoubleVector, DoubleMatrix) | Minimizes the given function near the given starting point. | |

Minimize(MultiVariableFunction, DoubleVector, DoubleMatrix) | Obsolete.Minimizes the given function near the given starting point. |

Fields

Name | Description | |
---|---|---|

error_ | The current error. (Inherited from MinimizerBase) | |

iter_ | The current number of iterations performed. (Inherited from MinimizerBase) | |

max_ | The maximum number of iterations. (Inherited from MinimizerBase) | |

tolerance_ | The error tolerance. (Inherited from MinimizerBase) |

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.

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