![]() | TrustRegionMinimizer Class |
Namespace: CenterSpace.NMath.Core
The TrustRegionMinimizer type exposes the following members.
Name | Description | |
---|---|---|
![]() | TrustRegionMinimizer |
Default constructor.
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![]() | TrustRegionMinimizer(Double) |
Constructs a TrustRegionMinimizer instance with the given error tolerance.
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![]() | TrustRegionMinimizer(Int32) |
Constructs a TrustRegionMinimizer instance with the given maximum number of
iterations.
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![]() | TrustRegionMinimizer(Double, Int32) |
Constructs a TrustRegionMinimizer instance with the given maximum number of
iterations.
|
Name | Description | |
---|---|---|
![]() | CheckParameters |
Used to specify the level of input parameter checking done by the solver.
During the solve, the objective function is repeatedly evaluated at various points.
If one of these evaluation results in a non-real value (NaN, positive or negative
infinity) it can cause the solver to hang. Having the solver check each evaluated
value can incur significant overhead and so it is not done by default.
You can enable checks with the CheckParameter property. The possible values
are:
TrustRegionMinimizer.Check.None - do no checking. The default
TrustRegionMinimizer.Check.Initial - check only the initial starting point
and the objective function evaluated at this point. Do not check parameters
on each solver iteration
TrustRegionMinimizer.Check.Always - check initial parameters and parameters at
each iteration.
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![]() ![]() | DefaultMaxIterations |
Gets and sets the default maximum number of iterations.
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![]() ![]() | DefaultTolerance |
Gets and sets the default error tolerance.
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![]() | FinalResidual |
Gets the residual associated with the last computed solution.
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![]() | InitialResidual |
Gets the residual associated with the starting point.
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![]() | InitialStepBound |
Gets and sets the initial step bound. In most cases this should be
between 0.1 and 100.0.
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![]() | Iterations |
Gets the number of iterations used in the estimate of the mimimum
just computed.
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![]() | MaxIterations |
Gets and sets the maximum number of iterations used in computing minima
estimates.
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![]() | MaxIterationsMet |
Returns true if the minimum just computed stopped because the
maximum number of iterations was reached; otherwise, false.
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![]() | MaxTrialIterations |
Gets and sets the maximum number of iterations of trial step calculation.
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![]() | StopCriterion |
The reason for stopping.
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![]() | ToleranceFunctionValue |
Gets and sets the tolerance used to check the function value.
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![]() | ToleranceImprovement |
Gets and sets the tolerance used to check the improvement between steps.
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![]() | ToleranceJacobian |
Gets and sets the tolerance used to check the Jacobian.
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![]() | ToleranceTrialStep |
Gets and sets the tolerance used to check the trial step.
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![]() | ToleranceTrustRegionArea |
Gets and sets the tolerance used to check the trust region area.
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Name | Description | |
---|---|---|
![]() | Clone |
Creates a deep copy of self.
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![]() | Minimize(DoubleMultiVariableFunction, DoubleVector) |
Minimizes the given function near the given starting point.
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![]() | Minimize(FuncDouble, Double, DoubleVector, Int32) |
Minimizes the given function near the given starting point.
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![]() | Minimize(FuncDoubleVector, DoubleVector, DoubleVector, Int32) |
Minimizes the given function near the given starting point.
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![]() | Minimize(FuncDouble, Double, DoubleVector, Int32, FuncDouble, Double) |
Minimizes the given function near the given starting point, using the given array of partial derivatives.
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![]() | Minimize(DoubleMultiVariableFunction, DoubleVector, DoubleVector, DoubleVector) |
Minimizes the given function near the given starting point, within the specified contraints.
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![]() | Minimize(FuncDoubleVector, DoubleVector, DoubleVector, Int32, FuncDoubleVector, DoubleVector) |
Minimizes the given function near the given starting point, using the given array of partial derivatives.
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![]() | Minimize(FuncDouble, Double, DoubleVector, Int32, DoubleVector, DoubleVector) |
Minimizes the given function near the given starting point, within the specified contraints.
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![]() | Minimize(FuncDoubleVector, DoubleVector, DoubleVector, Int32, DoubleVector, DoubleVector) |
Minimizes the given function near the given starting point, within the specified contraints.
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![]() | Minimize(FuncDouble, Double, DoubleVector, Int32, FuncDouble, Double, DoubleVector, DoubleVector) |
Minimizes the given function near the given starting point, within the specified contraints,
and using the given array of partial derivatives.
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![]() | Minimize(FuncDoubleVector, DoubleVector, DoubleVector, Int32, FuncDoubleVector, DoubleVector, DoubleVector, DoubleVector) |
Minimizes the given function near the given starting point, within the specified contraints,
and using the given array of partial derivatives.
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![]() | SetAllTolerances |
Sets all the error tolerances used in computing minima estimates.
|
Name | Description | |
---|---|---|
![]() ![]() | DEFAULT_MAX_ITER | The default maximum number of iterations. |
![]() ![]() | DEFAULT_TOLERANCE | The default error tolerance. |
TrustRegionMinimizer minimizer = new TrustRegionMinimizer(); NMathFunctions.DoubleVectorDoubleVectorFunction f = delegate(DoubleVector x) { DoubleVector fx = new DoubleVector(x.Length); for (int i = 0; i < (x.Length) / 4; i++) { fx[4 * i] = x[4 * i] + 10.0 * x[4 * i + 1]; fx[4 * i + 1] = 2.2360679774997896964091736687313 * (x[4 * i + 2] - x[4 * i + 3]); fx[4 * i + 2] = (x[4 * i + 1] - 2.0 * x[4 * i + 2]) * (x[4 * i + 1] - 2.0 * x[4 * i + 2]); fx[4 * i + 3] = 3.1622776601683793319988935444327 * (x[4 * i] - x[4 * i + 3]) * (x[4 * i] - x[4 * i + 3]); } return fx; }; DoubleVector start = new DoubleVector("3.0 -1.0 0.0 1.0"); int ydim = 4; DoubleVector solution = minimizer.Minimize(f, start, ydim); Console.WriteLine("solution = " + solution); Console.WriteLine("iterations = " + minimizer.Iterations); Console.WriteLine("initial error = " + minimizer.InitialResidual); Console.WriteLine("final error = " + minimizer.FinalResidual); Console.WriteLine("stop criterion = " + minimizer.StopCriterion);