CronoSeries  0.1.*
A fork of Cronos with a focus on being a Time Series class library.
Public Member Functions | List of all members
CronoSeries.TimeSeries.Miscellaneous.NelderMead Class Reference
Inheritance diagram for CronoSeries.TimeSeries.Miscellaneous.NelderMead:
CronoSeries.TimeSeries.Miscellaneous.Optimizer

Public Member Functions

override void Minimize (TargetFunction targetFunction, List< Vector< double >> initialValues, int maxIterations)
 minimizes function using the version of NM algorithm given on Wikipedia More...
 
- Public Member Functions inherited from CronoSeries.TimeSeries.Miscellaneous.Optimizer
delegate void OptimizationCallback (Vector< double > param, double functionValue, int percentComplete, bool finished)
 
delegate double TargetFunction (Vector< double > x)
 

Additional Inherited Members

- Properties inherited from CronoSeries.TimeSeries.Miscellaneous.Optimizer
OptimizationCallback Callback [get, set]
 
int StartIteration [get, set]
 
Vector< double > ArgMin [get, protected set]
 
double Minimum [get, protected set]
 
List< EvaluationEvaluations [get, protected set]
 

Member Function Documentation

◆ Minimize()

override void CronoSeries.TimeSeries.Miscellaneous.NelderMead.Minimize ( TargetFunction  targetFunction,
List< Vector< double >>  initialValues,
int  maxIterations 
)
inlinevirtual

minimizes function using the version of NM algorithm given on Wikipedia

Parameters
targetFunction
initialValues

Implements CronoSeries.TimeSeries.Miscellaneous.Optimizer.


The documentation for this class was generated from the following file: