Nelder |
Class implementing the Nelder-Mead simplex algorithm, used to find a minima when no gradient is available.
Called fminsearch() in Matlab. A description of the algorithm can be found at
http://se.mathworks.com/help/matlab/math/optimizing-nonlinear-functions.html#bsgpq6p-11
or
https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method
Inheritance HierarchyNamespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3261.0 (4.8.3261.0)
SyntaxC#
public sealed class NelderMeadSimplex : IUnconstrainedMinimizer
The NelderMeadSimplex type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | NelderMeadSimplex | Initializes a new instance of the NelderMeadSimplex class |
Properties| Name | Description | |
|---|---|---|
 | ConvergenceTolerance | |
| MaximumIterations |
Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| FindMinimum(IObjectiveFunction, VectorDouble) | Finds the minimum of the objective function without an initial perturbation, the default values used by fminsearch() in Matlab are used instead http://se.mathworks.com/help/matlab/math/optimizing-nonlinear-functions.html#bsgpq6p-11 |
| FindMinimum(IObjectiveFunction, VectorDouble, CancellationToken, ActionInt32, Double) | Finds the minimum of the objective function without an initial perturbation, the default values used by fminsearch() in Matlab are used instead http://se.mathworks.com/help/matlab/math/optimizing-nonlinear-functions.html#bsgpq6p-11 |
| FindMinimum(IObjectiveFunction, VectorDouble, VectorDouble, CancellationToken, ActionInt32, Double) | Finds the minimum of the objective function with an initial perturbation |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
 | Minimum(IObjectiveFunction, VectorDouble, Double, Int32) | Finds the minimum of the objective function without an initial perturbation, the default values used by fminsearch() in Matlab are used instead http://se.mathworks.com/help/matlab/math/optimizing-nonlinear-functions.html#bsgpq6p-11 |
| Minimum(IObjectiveFunction, VectorDouble, CancellationToken, ActionInt32, Double, Double, Int32) | Finds the minimum of the objective function without an initial perturbation, the default values used by fminsearch() in Matlab are used instead http://se.mathworks.com/help/matlab/math/optimizing-nonlinear-functions.html#bsgpq6p-11 |
| Minimum(IObjectiveFunction, VectorDouble, VectorDouble, CancellationToken, ActionInt32, Double, Double, Int32) | Finds the minimum of the objective function with an initial perturbation |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
See Also