NelderMead Class

Nelder-Mead simplex minimization method.

Inheritance Hierarchy

SystemObject
  Altaxo.Calc.OptimizationOptimizationMethod
    Altaxo.Calc.OptimizationFunctionMinimizeMethod
      Altaxo.Calc.OptimizationNelderMead

Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)

Syntax

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public class NelderMead : FunctionMinimizeMethod

The NelderMead type exposes the following members.

Constructors

	Name	Description
	NelderMead(FuncVectorDouble, Double)	Initializes a new instance of the simplex method using the specified cost function.
	NelderMead(ICostFunction)	Initializes a new instance of the simplex method.
	NelderMead(ICostFunction, EndCriteria)	Initializes a new instance of the simplex method.

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Properties

	Name	Description
	Chi	Gets or sets the coefficient of expansion (chi).
	InitialValue	Gets the initial value. (Inherited from FunctionMinimizeMethod)
	InitialVector	Gets the initial vector. (Inherited from FunctionMinimizeMethod)
	IterationGradientNorms	Gets the gradient norms for all iterations. (Inherited from FunctionMinimizeMethod)
	IterationValues	Gets the solution function values for all iterations. (Inherited from FunctionMinimizeMethod)
	IterationVectors	Gets the solution vectors for all iterations. (Inherited from FunctionMinimizeMethod)
	LastStep	Gets the type of step taken in the last iteration.
	MethodName	Gets the method name. (Overrides OptimizationMethodMethodName)
	Psi	Gets or sets the coefficient of contraction (psi).
	Rho	Gets or sets the coefficient of reflection (rho).
	Sigma	Gets or sets the coefficient of shrinkage (sigma).
	Simplex	Gets the current iteration simplex.
	SimplexDelta	Gets or sets the delta used to generate the initial simplex for non-zero value elements.
	SimplexZeroDelta	Gets or sets the delta used to generate the initial simplex for zero value elements.
	SolutionValue	Gets the value of the solution vector. (Inherited from FunctionMinimizeMethod)
	SolutionVector	Gets the solution vector (the current best estimate of the minimum). (Inherited from FunctionMinimizeMethod)

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Methods

	Name	Description
	CheckCriteria	Checks whether the criteria are still satisfied. (Inherited from FunctionMinimizeMethod)
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object)
	Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object)
	FunctionEvaluation	Performs an evaluation of the cost function value. (Inherited from OptimizationMethod)
	GetHashCode	Serves as the default hash function. (Inherited from Object)
	GetType	Gets the Type of the current instance. (Inherited from Object)
	GradientEvaluation	Performs an evaluation of the cost function gradient. (Inherited from OptimizationMethod)
	HessianEvaluation	Performs an evaluation of the cost function Hessian. (Inherited from OptimizationMethod)
	InitializeMethod(VectorDouble)	Initializes the optimization method. (Overrides FunctionMinimizeMethodInitializeMethod(VectorDouble))
	InitializeMethod(VectorDouble)	Initializes the optimization method.
	IterateMethod	Performs a single iteration of the optimization method. (Overrides FunctionMinimizeMethodIterateMethod)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object)
	Minimize(VectorDouble)	Minimizes the given cost function. (Overrides FunctionMinimizeMethodMinimize(VectorDouble))
	Minimize(VectorDouble)	Minimizes the given cost function starting from an initial simplex.
	Minimize(VectorDouble, CancellationToken, ActionDouble)	Minimizes the given cost function with cancellation support and progress reporting.
	Minimize(VectorDouble, CancellationToken, ActionDouble)	Minimizes the given cost function starting from an initial simplex.
	Minimize(VectorDouble, Double, Double, Double, Double)	Minimizes the given cost function using explicit simplex coefficients.
	ToString	Returns a string that represents the current object. (Inherited from OptimizationMethod)
	ToString(IFormatProvider)	A string representation of this OptimizationMethod. (Inherited from OptimizationMethod)
	ToString(String)	A string representation of this OptimizationMethod. (Inherited from OptimizationMethod)
	ToString(String, IFormatProvider)	A string representation of this OptimizationMethod. (Inherited from OptimizationMethod)

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Fields

	Name	Description
	costFunction_	Optimization cost function. (Inherited from OptimizationMethod)
	endCriteria_	Optimization ending criteria. (Inherited from OptimizationMethod)
	iterationGradientNorms_	Iteration gradient norms. (Inherited from FunctionMinimizeMethod)
	iterationValues_	Iteration values. (Inherited from FunctionMinimizeMethod)
	iterationVectors_	Iteration solutions. (Inherited from FunctionMinimizeMethod)

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Remarks

Reference

Altaxo.Calc.Optimization Namespace