SimplexDownhill Class |
The Nelder-Mead Simplex Downhill Method is a deterministic direct
search method. It is known to perform quite well in low dimensions,
at least for local search.
http://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method
Inheritance HierarchySystemObject
FinMath.MachineLearning.EvolutionaryAlgorithmsBaseOptimizer
FinMath.MachineLearning.EvolutionaryAlgorithmsSimplexDownhill
FinMath.MachineLearning.EvolutionaryAlgorithmsBaseOptimizer
FinMath.MachineLearning.EvolutionaryAlgorithmsSimplexDownhill
Namespace: FinMath.MachineLearning.EvolutionaryAlgorithms
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public class SimplexDownhill : BaseOptimizer
The SimplexDownhill type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | SimplexDownhill | Initializes a new instance of the SimplexDownhill class |
Properties| Name | Description | |
|---|---|---|
 | MinimizationSteps |
Overall minimization steps number.
(Inherited from BaseOptimizer.) |
| RestartCount |
The minimization process restarts number.
(Inherited from BaseOptimizer.) |
| SolutionPoint |
The best found solution point.
(Inherited from BaseOptimizer.) |
| SolutionStep |
The step number where the best solution found.
(Inherited from BaseOptimizer.) |
| SolutionValue |
The best found objective function value.
(Inherited from BaseOptimizer.) |
| TerminationDelegate |
The user's stop criterion function.
(Inherited from BaseOptimizer.) |
| TerminationIterations |
The maximum optimization iterations number.
(Inherited from BaseOptimizer.) |
| TerminationObjectiveChange |
Objective function change stop criterion. Null means no objective change termination conditions.
(Inherited from BaseOptimizer.) |
| TerminationTimeout |
The algorithm timeout: the execution will be interrupted on the next step after the timeout expiration.
(Inherited from BaseOptimizer.) |
Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| Optimize |
Minimization method.
(Overrides BaseOptimizerOptimize(BaseOptimizerObjectiveDelegateType, Vector).) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also