NelderMead (FsODE)

FsODE

Documentation for 0.0.2

NelderMead Type

Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore.Redist.dll
Base Type: FunctionMinimizeMethod
All Interfaces: IFormattable

Nelder and Mead Simplex Minimization Method

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
`NelderMead(costfunction)` Full Usage: `NelderMead(costfunction)` Parameters: costfunction : `ICostFunction`	Default constructor for simplex method costfunction : `ICostFunction`
`NelderMead(costfunction, endcriteria)` Full Usage: `NelderMead(costfunction, endcriteria)` Parameters: costfunction : `ICostFunction` endcriteria : `EndCriteria`	costfunction : `ICostFunction` endcriteria : `EndCriteria`

Instance members

Instance member	Description
`this.Chi` Full Usage: `this.Chi`	Coefficient of expansion (Chi)
`this.InitializeMethod` Full Usage: `this.InitializeMethod` Parameters: initialvector : `DoubleVector` Modifiers: abstract	Initialize the optimization method The use of this function is intended for testing/debugging purposes only initialvector : `DoubleVector`
`this.InitializeMethod` Full Usage: `this.InitializeMethod` Parameters: initialsimplex : `DoubleVector[]`	Initialize the optimization method The use of this function is intended for testing/debugging purposes only initialsimplex : `DoubleVector[]`
`this.IterateMethod` Full Usage: `this.IterateMethod` Modifiers: abstract	Perform a single iteration of the optimization method The use of this function is intended for testing/debugging purposes only
`this.LastStep` Full Usage: `this.LastStep` Returns: `Step`	Return the type of step for the last iteration Returns: `Step`
`this.MethodName` Full Usage: `this.MethodName` Returns: `string` Modifiers: abstract	Method Name Returns: `string`
`this.Minimize` Full Usage: `this.Minimize` Parameters: initialvector : `DoubleVector` Modifiers: abstract	Minimize the given cost function initialvector : `DoubleVector`
`this.Minimize` Full Usage: `this.Minimize` Parameters: initialvector : `DoubleVector` cancellationToken : `CancellationToken` newMinimalValueFound : `Action<float>`	initialvector : `DoubleVector` cancellationToken : `CancellationToken` newMinimalValueFound : `Action<float>`
`this.Minimize` Full Usage: `this.Minimize` Parameters: initialsimplex : `DoubleVector[]` rho : `float` chi : `float` psi : `float` sigma : `float`	Minimize the given cost function initialsimplex : `DoubleVector[]` rho : `float` chi : `float` psi : `float` sigma : `float`
`this.Minimize` Full Usage: `this.Minimize` Parameters: initialsimplex : `DoubleVector[]`	Minimize the given cost function initialsimplex : `DoubleVector[]`
`this.Minimize` Full Usage: `this.Minimize` Parameters: initialsimplex : `DoubleVector[]` cancellationToken : `CancellationToken` newMinimalValueFound : `Action<float>`	Minimize the given cost function initialsimplex : `DoubleVector[]` cancellationToken : `CancellationToken` newMinimalValueFound : `Action<float>`
`this.Psi` Full Usage: `this.Psi`	Coefficient of contraction (Psi)
`this.Rho` Full Usage: `this.Rho`	Coefficient of reflection (Rho)
`this.Sigma` Full Usage: `this.Sigma`	Coefficient of shrinkage (Sigma)
`this.Simplex` Full Usage: `this.Simplex` Returns: `DoubleVector[]`	Return the current iteration Simplex Returns: `DoubleVector[]`
`this.SimplexDelta` Full Usage: `this.SimplexDelta`	Delta used to generate initial simplex for non-zero value elements
`this.SimplexZeroDelta` Full Usage: `this.SimplexZeroDelta`	Delta used to generate initial simplex for zero value elements