SPG Constructor

Initializes a new instance of SPG.

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

Syntax

Copy

public SPG(
	int dimension,
	SPGFunctionDelegate function,
	SPGGradientDelegate gradient,
	Vector L,
	Vector U
)

Parameters

dimension: Type: SystemInt32
The dimension of the objective function domain.
function: Type: FinMath.NumericalOptimization.ConstrainedSPGFunctionDelegate
The delegate to the function that computes the objective value.
gradient: Type: FinMath.NumericalOptimization.ConstrainedSPGGradientDelegate
The delegate to the function that computes thes objective gradient.
L: Type: FinMath.LinearAlgebraVector
Vector of lower bounds.
U: Type: FinMath.LinearAlgebraVector
Vector of upper bounds.

Reference

SPG Class

FinMath.NumericalOptimization.Constrained Namespace