NelderMead Class

Nelder and 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: 4.8.3179.0 (4.8.3179.0)

Syntax

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public class NelderMead : FunctionMinimizeMethod

The NelderMead type exposes the following members.

Constructors

	Name	Description
	NelderMead(ICostFunction)	Default constructor for simplex method
	NelderMead(ICostFunction, EndCriteria)	Initializes a new instance of the NelderMead class

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Properties

	Name	Description
	Chi	Coefficient of expansion (Chi)
	InitialValue	Get initial value (Inherited from FunctionMinimizeMethod)
	InitialVector	Get initial vector (Inherited from FunctionMinimizeMethod)
	IterationGradientNorms	Get gradient norms for all iterations (Inherited from FunctionMinimizeMethod)
	IterationValues	Get solution function values for all iterations (Inherited from FunctionMinimizeMethod)
	IterationVectors	Get solution vectors for all iterations (Inherited from FunctionMinimizeMethod)
	LastStep	Return the type of step for the last iteration
	MethodName	Method Name (Overrides OptimizationMethodMethodName)
	Psi	Coefficient of contraction (Psi)
	Rho	Coefficient of reflection (Rho)
	Sigma	Coefficient of shrinkage (Sigma)
	Simplex	Return the current iteration Simplex
	SimplexDelta	Delta used to generate initial simplex for non-zero value elements
	SimplexZeroDelta	Delta used to generate initial simplex for zero value elements
	SolutionValue	Get value of minimum vector (Inherited from FunctionMinimizeMethod)
	SolutionVector	Get minimum vector (Inherited from FunctionMinimizeMethod)

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Methods

	Name	Description
	CheckCriteria	Function to check that criteria is 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	Perform an evaluation of 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	Perform an evaluation of Cost Function gradient (Inherited from OptimizationMethod)
	HessianEvaluation	Perform an evaluation of Cost Function hessian (Inherited from OptimizationMethod)
	InitializeMethod(VectorDouble)	Initialize the optimization method (Overrides FunctionMinimizeMethodInitializeMethod(VectorDouble))
	InitializeMethod(VectorDouble)	Initialize the optimization method
	IterateMethod	Perform a single iteration of the optimization method (Overrides FunctionMinimizeMethodIterateMethod)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object)
	Minimize(VectorDouble)	Minimize the given cost function (Overrides FunctionMinimizeMethodMinimize(VectorDouble))
	Minimize(VectorDouble)	Minimize the given cost function
	Minimize(VectorDouble, CancellationToken, ActionDouble)
	Minimize(VectorDouble, CancellationToken, ActionDouble)	Minimize the given cost function
	Minimize(VectorDouble, Double, Double, Double, Double)	Minimize the given cost function
	ToString	A string representation of this OptimizationMethod. (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 critera (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