Class to define criteria to end optimization
Copyright (c) 2003-2004, dnAnalytics Project. All rights reserved. See http://www.dnAnalytics.net for details.
Adopted to Altaxo (c) 2005 Dr. Dirk Lellinger.
Constructor | Description |
Full Usage:
EndCriteria()
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Default constructor |
Full Usage:
EndCriteria(maxiteration, epsilon, maxfunctionevaluation, maxstationarypointiterations)
Parameters:
int
epsilon : float
maxfunctionevaluation : int
maxstationarypointiterations : int
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Instance member | Description |
Full Usage:
this.CheckCriteria
Parameters:
float
fnew : float
Returns: bool
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Check if ending criteria are met Returns true if one of the ending criteria is met, otherwise it returns true
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Full Usage:
this.CheckFunctionEpsilon
Parameters:
float
Returns: bool
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Check if objective function value is less than the function epsilon
If the objective function value is less than the function epsilon and only positive optimization
is allowed then the ending criteria is set to
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Full Usage:
this.CheckFunctionEvaluations
Returns: bool
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Check if the number of function evaluations is less than the maximum
If the number of function evaluations is equal to or greater than the maximum number of
function evaluations then the ending criteria is set to
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Full Usage:
this.CheckGradientCriteria
Parameters:
float
normgnew : float
Returns: bool
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Check if gradient criteria are met Returns true if one of the gradient criteria is not met, otherwise it returns true
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Full Usage:
this.CheckGradientEpsilon
Parameters:
float
Returns: bool
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Check if the norm of the gradient is less than the gradient epsilon
If the norm of the gradient is less than the gradient epsilon then the ending criteria is set
to
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Full Usage:
this.CheckGradientEvaluations
Returns: bool
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Check if the number of gradient evaluations is less than the maximum
If the number of gradient evaluations is equal to or greater than the maximum number of
gradient evaluations then the ending criteria is set to
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Full Usage:
this.CheckHessianEpsilon
Parameters:
float
Returns: bool
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Check if the norm of the hessian is less than the hessian epsilon
If the norm of the hessian is less than the gradient epsilon then the ending criteria is set
to
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Full Usage:
this.CheckHessianEvaluations
Returns: bool
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Check if the number of hessian evaluations is less than the maximum
If the number of hessian evaluations is equal to or greater than the maximum number of
hessian evaluations then the ending criteria is set to
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Full Usage:
this.CheckIterations
Returns: bool
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Check if the iteration number is less than the maximum iteration
If iteration count is equal to or greater than the maximum number of iterations then
the ending criteria is set to
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Full Usage:
this.CheckStationaryGradient
Parameters:
float
gnew : float
Returns: bool
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Check if gradient function changed by less than the gradient epsilon
If the change in gradient function is less than the gradient epsilon then a possible stationary
point has been found. If the number of repeated iterations at this possible stationary point is
greater than the maximum iterations at a station point then the ending criteria is set to
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Full Usage:
this.CheckStationaryHessian
Parameters:
float
gnew : float
Returns: bool
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Check if hessian function changed by less than the hessian epsilon
If the change in hessian function is less than the hessian epsilon then a possible stationary
point has been found. If the number of repeated iterations at this possible stationary point is
greater than the maximum iterations at a station point then the ending criteria is set to
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Full Usage:
this.CheckStationaryPoint
Parameters:
float
fnew : float
Returns: bool
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Check if objective function changed by less than the function epsilon
If the change in objective function is less than the function epsilon then a possible stationary
point has been found. If the number of repeated iterations at this possible stationary point is
greater than the maximum iterations at a station point then the ending criteria is set to
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Return the criteria that was satisfied and thus ended optimization
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Full Usage:
this.Reset
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Reset all Counters |
Full Usage:
this.ToString
Returns: string
Modifiers: abstract |
A string representation of this
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Full Usage:
this.ToString
Parameters:
string
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A format specification.
Returns: string
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A string representation of this
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Full Usage:
this.ToString
Parameters:
IFormatProvider
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An IFormatProvider that supplies culture-specific formatting information.
Returns: string
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A string representation of this
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Full Usage:
this.ToString
Parameters:
string
-
A format specification.
formatProvider : IFormatProvider
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An IFormatProvider that supplies culture-specific formatting information.
Returns: string
Modifiers: abstract |
A string representation of this
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