IConstrainedProgramming Interface |
Contains common fields for all constrained optimization algorithms.
Namespace: FinMath.NumericalOptimization.Constrained
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public interface IConstrainedProgramming : INumericalOptimization
The IConstrainedProgramming type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | ComputeLagrangeMultipliers |
Whether to compute Lagrange multipliers or not.
|
| IterationsDone |
Number of iterations done.
(Inherited from INumericalOptimization.) |
| IterationsLimit |
Maximum number of iterations allowed, a positive integer.
(Inherited from INumericalOptimization.) |
| LagrangeMultipliersLinearEqualities |
A vector of Lagrange multipliers for linear equalities.
|
| LagrangeMultipliersLinearInequalities |
A vector of Lagrange multipliers for linear inequalities.
|
| LagrangeMultipliersLowerBounds |
A vector of Lagrange multipliers for upper bounds.
|
| LagrangeMultipliersUpperBounds |
A vector of Lagrange multipliers for lower bounds.
|
| MinimumPoint |
Minimum point of objective function.
(Inherited from INumericalOptimization.) |
| MinimumValue |
Minimum value of objective function.
(Inherited from INumericalOptimization.) |
| Status |
Status of algorithm termination.
(Inherited from INumericalOptimization.) |
| Tolerance |
Algorithm termination tolerance, a positive scalar.
(Inherited from INumericalOptimization.) |
Methods| Name | Description | |
|---|---|---|
 | Minimize |
Finds minimum of constrained multivariable function.
(Inherited from INumericalOptimization.) |
| Minimize(Vector) |
Finds minimum of constrained multivariable function.
(Inherited from INumericalOptimization.) |
Events| Name | Description | |
|---|---|---|
 | LogMessage |
An event that occures every time the INumericalOptimization
wants to send a log message.
(Inherited from INumericalOptimization.) |
See Also