C# Class QLNet.Simplex

Multi-dimensional simplex class
Inheritance: OptimizationMethod
Show file Open project: ammachado/QLNet

Public Methods

Method Description
Simplex ( double lambda ) : System
minimize ( Problem P, QLNet.EndCriteria endCriteria ) : EndCriteria.Type

Private Methods

Method Description
extrapolate ( Problem &P, int iHighest, double &factor ) : double

Method Details

Simplex() public method

public Simplex ( double lambda ) : System
lambda double
return System

minimize() public method

public minimize ( Problem P, QLNet.EndCriteria endCriteria ) : EndCriteria.Type
P Problem
endCriteria QLNet.EndCriteria
return EndCriteria.Type