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NelderMeadSimplex Class

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 Hierarchy
SystemObject
  Altaxo.Calc.OptimizationNelderMeadSimplex

Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
public sealed class NelderMeadSimplex : IUnconstrainedMinimizer

The NelderMeadSimplex type exposes the following members.

Constructors
 NameDescription
Public methodNelderMeadSimplexInitializes a new instance of the NelderMeadSimplex class
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Properties
Methods
 NameDescription
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Public methodFindMinimum(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
Public methodFindMinimum(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
Public methodFindMinimum(IObjectiveFunction, VectorDouble, VectorDouble, CancellationToken, ActionInt32, Double) Finds the minimum of the objective function with an initial perturbation
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodStatic memberMinimum(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
Public methodStatic memberMinimum(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
Public methodStatic memberMinimum(IObjectiveFunction, VectorDouble, VectorDouble, CancellationToken, ActionInt32, Double, Double, Int32) Finds the minimum of the objective function with an initial perturbation
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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See Also