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ForwardDifferenceGradientObjectiveFunction Class

Adapts an objective function with only value implemented to provide a gradient as well. Gradient calculation is done using the finite difference method, specifically forward differences. For each gradient computed, the algorithm requires an additional number of function evaluations equal to the functions's number of input parameters.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.Optimization.ObjectiveFunctionsForwardDifferenceGradientObjectiveFunction

Namespace: Altaxo.Calc.Optimization.ObjectiveFunctions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
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public class ForwardDifferenceGradientObjectiveFunction : IObjectiveFunction, 
	IObjectiveFunctionEvaluation

The ForwardDifferenceGradientObjectiveFunction type exposes the following members.

Constructors
 NameDescription
Public methodForwardDifferenceGradientObjectiveFunction Initializes a new instance of the ForwardDifferenceGradientObjectiveFunction class.
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Properties
 NameDescription
Public propertyGradient Gets the gradient at Point.
Protected propertyGradientEvaluated Gets or sets a value indicating whether the gradient has been evaluated.
Public propertyHessian Gets the Hessian matrix at Point.
Public propertyInnerObjectiveFunction Gets or sets the wrapped objective function.
Public propertyIsGradientSupported Gets a value indicating whether gradient information is available.
Public propertyIsHessianSupported Gets a value indicating whether Hessian information is available.
Protected propertyLowerBound Gets or sets the lower bounds.
Public propertyMinimumIncrement Gets or sets the minimum forward-difference increment.
Public propertyPoint Gets the point at which the objective function is currently evaluated.
Public propertyRelativeIncrement Gets or sets the relative forward-difference increment.
Protected propertyUpperBound Gets or sets the upper bounds.
Public propertyValue Gets the objective function value at Point.
Protected propertyValueEvaluated Gets or sets a value indicating whether the objective value has been evaluated.
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Methods
 NameDescription
Public methodCreateNew Creates a new unevaluated and independent copy of this objective function.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Public methodEvaluateAt Evaluates the objective function at the specified point.
Protected methodEvaluateGradient Evaluates the gradient by forward differences.
Protected methodEvaluateValue Marks the objective value as evaluated.
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodFork Creates a new independent copy of this objective function, evaluated at the same point.
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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See Also