C# Class Coon.Compass.Procyon.alglib.alglib.optserv

Show file Open project: dbaileychess/Compass

Public Methods

Method Description
calculatestepbound ( double x, double d, double alpha, double bndl, bool havebndl, double bndu, bool havebndu, int nmain, int nslack, int &variabletofreeze, double &valuetofreeze, double &maxsteplen ) : void
derivativecheck ( double f0, double df0, double f1, double df1, double f, double df, double width ) : bool
enforceboundaryconstraints ( double &x, double bl, bool havebl, double bu, bool havebu, int nmain, int nslack ) : bool
filterdirection ( double &d, double x, double bndl, bool havebndl, double bndu, bool havebndu, double s, int nmain, int nslack, double droptol ) : void
findfeasiblepoint ( double &x, double bndl, bool havebndl, double bndu, bool havebndu, int nmain, int nslack, double ce, int k, double epsi, int &qpits, int &gpaits ) : bool
numberofchangedconstraints ( double x, double xprev, double bndl, bool havebndl, double bndu, bool havebndu, int nmain, int nslack ) : int
postprocessboundedstep ( double &x, double xprev, double bndl, bool havebndl, double bndu, bool havebndu, int nmain, int nslack, int variabletofreeze, double valuetofreeze, double steptaken, double maxsteplen ) : int
projectgradientintobc ( double x, double &g, double bl, bool havebl, double bu, bool havebu, int nmain, int nslack ) : void
trimfunction ( double &f, double &g, int n, double threshold ) : void
trimprepare ( double f, double &threshold ) : void

Method Details

calculatestepbound() public static method

public static calculatestepbound ( double x, double d, double alpha, double bndl, bool havebndl, double bndu, bool havebndu, int nmain, int nslack, int &variabletofreeze, double &valuetofreeze, double &maxsteplen ) : void
x double
d double
alpha double
bndl double
havebndl bool
bndu double
havebndu bool
nmain int
nslack int
variabletofreeze int
valuetofreeze double
maxsteplen double
return void

derivativecheck() public static method

public static derivativecheck ( double f0, double df0, double f1, double df1, double f, double df, double width ) : bool
f0 double
df0 double
f1 double
df1 double
f double
df double
width double
return bool

enforceboundaryconstraints() public static method

public static enforceboundaryconstraints ( double &x, double bl, bool havebl, double bu, bool havebu, int nmain, int nslack ) : bool
x double
bl double
havebl bool
bu double
havebu bool
nmain int
nslack int
return bool

filterdirection() public static method

public static filterdirection ( double &d, double x, double bndl, bool havebndl, double bndu, bool havebndu, double s, int nmain, int nslack, double droptol ) : void
d double
x double
bndl double
havebndl bool
bndu double
havebndu bool
s double
nmain int
nslack int
droptol double
return void

findfeasiblepoint() public static method

public static findfeasiblepoint ( double &x, double bndl, bool havebndl, double bndu, bool havebndu, int nmain, int nslack, double ce, int k, double epsi, int &qpits, int &gpaits ) : bool
x double
bndl double
havebndl bool
bndu double
havebndu bool
nmain int
nslack int
ce double
k int
epsi double
qpits int
gpaits int
return bool

numberofchangedconstraints() public static method

public static numberofchangedconstraints ( double x, double xprev, double bndl, bool havebndl, double bndu, bool havebndu, int nmain, int nslack ) : int
x double
xprev double
bndl double
havebndl bool
bndu double
havebndu bool
nmain int
nslack int
return int

postprocessboundedstep() public static method

public static postprocessboundedstep ( double &x, double xprev, double bndl, bool havebndl, double bndu, bool havebndu, int nmain, int nslack, int variabletofreeze, double valuetofreeze, double steptaken, double maxsteplen ) : int
x double
xprev double
bndl double
havebndl bool
bndu double
havebndu bool
nmain int
nslack int
variabletofreeze int
valuetofreeze double
steptaken double
maxsteplen double
return int

projectgradientintobc() public static method

public static projectgradientintobc ( double x, double &g, double bl, bool havebl, double bu, bool havebu, int nmain, int nslack ) : void
x double
g double
bl double
havebl bool
bu double
havebu bool
nmain int
nslack int
return void

trimfunction() public static method

public static trimfunction ( double &f, double &g, int n, double threshold ) : void
f double
g double
n int
threshold double
return void

trimprepare() public static method

public static trimprepare ( double f, double &threshold ) : void
f double
threshold double
return void