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StochasticHillClimbingSolver Class

Nonlinear programming solver that uses a stocastic hill climbing algorithm. It starts from a random set of decision values, and repeatedly tries small random changes to the decision values. It keeps changes that make the answer better, and rejects changes that make it worse.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreConstrainedOptimizer
    CenterSpace.NMath.CoreStochasticHillClimbingSolver

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

The StochasticHillClimbingSolver type exposes the following members.

Constructors
  NameDescription
Public methodStochasticHillClimbingSolver
Initializes a new instance of the StochasticHillClimbingSolver class
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Properties
  NameDescription
Public propertyExceptionMessage
If the solver result is SolverResult.UnexpectedException gets the exception message property.
(Inherited from ConstrainedOptimizer.)
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.
(Inherited from ConstrainedOptimizer.)
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.
(Inherited from ConstrainedOptimizer.)
Public propertyRandomSeed
Sets the random seed that (re)initializes the random number sequence generation.
Public propertyResult
Gets the result of the most recent solve attempt.
(Inherited from ConstrainedOptimizer.)
Public propertySteps
Gets the number of steps performed by the solver during 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.
(Inherited from ConstrainedOptimizer.)
Protected methodAddVariablesAndBounds
Adds the variables in the given linearly constrained problem to a Microsoft Solver Foundation linear model.
(Inherited from ConstrainedOptimizer.)
Protected methodSetStatus
Sets the SolverResult value base on the give Microsoft Solver Foundation LinearResult value.
(Inherited from ConstrainedOptimizer.)
Public methodSolve(MixedIntegerNonlinearProgrammingProblem)
Attempts to solve the given mixed integer nonlinear programming problem using default settings.
Public methodSolve(NonlinearProgrammingProblem)
Attempts to solve the given nonlinear programming problem using default settings.
Public methodSolve(MixedIntegerNonlinearProgrammingProblem, DoubleVector)
Attempts to solve the given mixed integer nonlinear programming problem using default settings and the given starting point.
Public methodSolve(MixedIntegerNonlinearProgrammingProblem, StochasticHillClimbingParameters)
Attempts to solve the given mixed integer nonlinear programming problem using the given solver parameters.
Public methodSolve(NonlinearProgrammingProblem, DoubleVector)
Attempts to solve the given nonlinear programming problem using default settings and the given starting point.
Public methodSolve(NonlinearProgrammingProblem, StochasticHillClimbingParameters)
Attempts to solve the given nonlinear programming problem using the given solver parameters.
Public methodSolve(MixedIntegerNonlinearProgrammingProblem, DoubleVector, StochasticHillClimbingParameters)
Attempts to solve the given nonlinear mixed integer programming problem using the given solver parameters and starting point.
Public methodSolve(NonlinearProgrammingProblem, DoubleVector, StochasticHillClimbingParameters)
Attempts to solve the given nonlinear programming problem using the given solver parameters and starting point.
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Fields
  NameDescription
Protected fieldexceptionMessage_
Constains exception message if there is an unexpected exception during the solve.
(Inherited from ConstrainedOptimizer.)
Protected fieldoptimalValue_
Optimal value of the objective function if the the result of the solver is SolveResult.Optimal
(Inherited from ConstrainedOptimizer.)
Protected fieldoptimalX_
Optimal solution value of the the result if the solver is SolveResult.Optimal
(Inherited from ConstrainedOptimizer.)
Protected fieldresult_
Result of the solver attempt.
(Inherited from ConstrainedOptimizer.)
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See Also