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FindMinimumOfFunctionConstrained Method

Find vector x that minimizes the function f(x), constrained within bounds, using the Broyden–Fletcher–Goldfarb–Shanno Bounded (BFGS-B) algorithm. The missing gradient is evaluated numerically (forward difference). For more options and diagnostics consider to use BfgsBMinimizer directly.

Namespace: Altaxo.Calc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
Copy
public static Vector<double> OfFunctionConstrained(
	Func<Vector<double>, double> function,
	Vector<double> lowerBound,
	Vector<double> upperBound,
	Vector<double> initialGuess,
	double gradientTolerance = 1E-05,
	double parameterTolerance = 1E-05,
	double functionProgressTolerance = 1E-05,
	int maxIterations = 1000
)

Parameters

function  FuncVectorDouble, Double
The function to minimize.
lowerBound  VectorDouble
The lower bounds.
upperBound  VectorDouble
The upper bounds.
initialGuess  VectorDouble
The initial guess.
gradientTolerance  Double  (Optional)
The gradient tolerance.
parameterTolerance  Double  (Optional)
The parameter tolerance.
functionProgressTolerance  Double  (Optional)
The function progress tolerance.
maxIterations  Int32  (Optional)
The maximum number of iterations.

Return Value

VectorDouble
The minimizing point.
See Also