EndCriteria Type

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.

Constructors

Constructor Description

EndCriteria()

Full Usage: EndCriteria()

Default constructor

EndCriteria(maxiteration, epsilon, maxfunctionevaluation, maxstationarypointiterations)

Full Usage: EndCriteria(maxiteration, epsilon, maxfunctionevaluation, maxstationarypointiterations)

Parameters:
    maxiteration : int
    epsilon : float
    maxfunctionevaluation : int
    maxstationarypointiterations : int

maxiteration : int
epsilon : float
maxfunctionevaluation : int
maxstationarypointiterations : int

Instance members

Instance member Description

this.CheckCriteria

Full Usage: this.CheckCriteria

Parameters:
    fold : float
    fnew : float

Returns: bool

Check if ending criteria are met

Returns true if one of the ending criteria is met, otherwise it returns true

fold : float
fnew : float
Returns: bool

this.CheckFunctionEpsilon

Full Usage: this.CheckFunctionEpsilon

Parameters:
    f : float

Returns: bool

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 CriteriaType.FunctionEpsilon and the function returns true;

f : float
Returns: bool

this.CheckFunctionEvaluations

Full Usage: this.CheckFunctionEvaluations

Returns: bool

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 CriteriaType.MaximumFunctionEvaluation and the function returns true.

Returns: bool

this.CheckGradientCriteria

Full Usage: this.CheckGradientCriteria

Parameters:
    normgold : float
    normgnew : float

Returns: bool

Check if gradient criteria are met

Returns true if one of the gradient criteria is not met, otherwise it returns true

normgold : float
normgnew : float
Returns: bool

this.CheckGradientEpsilon

Full Usage: this.CheckGradientEpsilon

Parameters:
    normDiff : float

Returns: bool

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 CriteriaType.GradientEpsilon and the function returns true;

normDiff : float
Returns: bool

this.CheckGradientEvaluations

Full Usage: this.CheckGradientEvaluations

Returns: bool

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 CriteriaType.MaximumGradientEvaluation and the function returns true.

Returns: bool

this.CheckHessianEpsilon

Full Usage: this.CheckHessianEpsilon

Parameters:
    normDiff : float

Returns: bool

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 CriteriaType.HessianEpsilon and the function returns true;

normDiff : float
Returns: bool

this.CheckHessianEvaluations

Full Usage: this.CheckHessianEvaluations

Returns: bool

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 CriteriaType.MaximumHessianEvaluation and the function returns true.

Returns: bool

this.CheckIterations

Full Usage: this.CheckIterations

Returns: bool

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 CriteriaType.MaximumIteration and the function returns true.

Returns: bool

this.CheckStationaryGradient

Full Usage: this.CheckStationaryGradient

Parameters:
    gold : float
    gnew : float

Returns: bool

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 CriteriaType.StationaryPoint and the function returns true;

gold : float
gnew : float
Returns: bool

this.CheckStationaryHessian

Full Usage: this.CheckStationaryHessian

Parameters:
    gold : float
    gnew : float

Returns: bool

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 CriteriaType.StationaryPoint and the function returns true;

gold : float
gnew : float
Returns: bool

this.CheckStationaryPoint

Full Usage: this.CheckStationaryPoint

Parameters:
    fold : float
    fnew : float

Returns: bool

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 CriteriaType.StationaryPoint and the function returns true;

fold : float
fnew : float
Returns: bool

this.Criteria

Full Usage: this.Criteria

Returns: CriteriaType

Return the criteria that was satisfied and thus ended optimization

Returns: CriteriaType

this.Reset

Full Usage: this.Reset

Reset all Counters

this.ToString

Full Usage: this.ToString

Returns: string
Modifiers: abstract

A string representation of this EndCriteria.

Returns: string

this.ToString

Full Usage: this.ToString

Parameters:
    format : string - A format specification.

Returns: string

A string representation of this EndCriteria.

format : string

A format specification.

Returns: string

this.ToString

Full Usage: this.ToString

Parameters:
    formatProvider : IFormatProvider - An IFormatProvider that supplies culture-specific formatting information.

Returns: string

A string representation of this EndCriteria.

formatProvider : IFormatProvider

An IFormatProvider that supplies culture-specific formatting information.

Returns: string

this.ToString

Full Usage: this.ToString

Parameters:
    format : string - A format specification.
    formatProvider : IFormatProvider - An IFormatProvider that supplies culture-specific formatting information.

Returns: string
Modifiers: abstract

A string representation of this EndCriteria.

format : string

A format specification.

formatProvider : IFormatProvider

An IFormatProvider that supplies culture-specific formatting information.

Returns: string