C# Class Accord.Math.Optimization.BaseGradientOptimizationMethod

Base class for gradient-based optimization methods.
Inheritance: BaseOptimizationMethod
Show file Open project: accord-net/framework

Public Methods

Method Description
Maximize ( ) : bool

Finds the maximum value of a function. The solution vector will be made available at the IOptimizationMethod.Solution property.

Minimize ( ) : bool

Finds the minimum value of a function. The solution vector will be made available at the IOptimizationMethod.Solution property.

Protected Methods

Method Description
BaseGradientOptimizationMethod ( int numberOfVariables ) : System

Initializes a new instance of the BaseGradientOptimizationMethod class.

BaseGradientOptimizationMethod ( int numberOfVariables, double>.Func function, double[]>.Func gradient ) : System

Initializes a new instance of the BaseGradientOptimizationMethod class.

Method Details

BaseGradientOptimizationMethod() protected method

Initializes a new instance of the BaseGradientOptimizationMethod class.
protected BaseGradientOptimizationMethod ( int numberOfVariables ) : System
numberOfVariables int The number of free parameters in the optimization problem.
return System

BaseGradientOptimizationMethod() protected method

Initializes a new instance of the BaseGradientOptimizationMethod class.
protected BaseGradientOptimizationMethod ( int numberOfVariables, double>.Func function, double[]>.Func gradient ) : System
numberOfVariables int The number of free parameters in the optimization problem.
function double>.Func The objective function whose optimum values should be found.
gradient double[]>.Func The gradient of the objective .
return System

Maximize() public method

Finds the maximum value of a function. The solution vector will be made available at the IOptimizationMethod.Solution property.
public Maximize ( ) : bool
return bool

Minimize() public method

Finds the minimum value of a function. The solution vector will be made available at the IOptimizationMethod.Solution property.
public Minimize ( ) : bool
return bool