INumericalOptimization Interface

Common interface for all numerical optimization algrorithms.

Namespace: FinMath.NumericalOptimization
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public interface INumericalOptimization

The INumericalOptimization type exposes the following members.

Properties

	Name	Description
	IterationsDone	Number of iterations done.
	IterationsLimit	Maximum number of iterations allowed, a positive integer.
	MinimumPoint	Minimum point of objective function.
	MinimumValue	Minimum value of objective function.
	Status	Status of algorithm termination.
	Tolerance	Algorithm termination tolerance, a positive scalar.

Methods

	Name	Description
	Minimize	Finds minimum of constrained multivariable function.
	Minimize(Vector)	Finds minimum of constrained multivariable function.

Events

	Name	Description
	LogMessage	An event that occures every time the INumericalOptimization wants to send a log message.