OptimizerMultivariableFunction Class |
Namespace: AGI.Foundation.NumericalMethods
The OptimizerMultivariableFunction type exposes the following members.
Name | Description | |
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OptimizerMultivariableFunction | Initializes a new instance. | |
OptimizerMultivariableFunction(OptimizerMultivariableFunction, CopyContext) | Initializes a new instance as a copy of an existing instance. |
Name | Description | |
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DifferenceMethod |
Gets or sets how the default numerically computed derivatives of this function should be computed.
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IsThreadSafe |
Gets a value indicating whether the methods on this instance are safe to call from
multiple threads simultaneously.
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PerturbationValues |
Gets or sets the values to use to perturb the variables when the derivative is computed numerically.
This can be ignored if the concrete function computes its derivative analytically.
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Name | Description | |
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ApplyResults |
For OptimizerMultivariableFunctions that have
state, there may be times when that state should be manually set on a function (sometimes
for performance reasons, when the function will be called multiple times and it should
start from where it left off). This method will manually set that state, if needed.
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CallDerivativeEvaluationEvent |
Calls the DerivativeEvaluationEvent.
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Clone |
Clones this object using the specified context.
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ComputeGradientsNumerically |
Computes the gradients of an OptimizerMultivariableFunction numerically. This will call the
appropriate events on the functions as they are computed.
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Dispose |
Releases any resources associated with this instance.
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Dispose(Boolean) |
Releases any resources associated with this instance.
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Evaluate(Double, ITrackCalculationProgress) | Evaluates the function. The OptimizerMultivariableFunctionResults returned must include the computed equality constraints in the order that they are in the Equalities and the computed inequality constraints in the order that they are in the Inequalities. If there are no equality constraints, the function should return a zero-length array of doubles for the equality constraint values. The same should be done for the inequality constraint values if there are no inequality constraint. If the CostFunction is , the results should include a null cost function value. Otherwise, the results should return a Double as the cost function value. | |
Evaluate(Double, Int32, Boolean, ITrackCalculationProgress) |
Evaluates the function and the gradients. This will call both the DerivativeEvaluationEvent and the
NormalFunctionEvaluationEvent events.
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EvaluateDerivative(Double, Boolean, ITrackCalculationProgress) |
Evaluates the gradients of this function. The default implementation of this method will numerically compute the
gradients. To do that, the value of the function at the
variables will be computed. When using the default implementation, the
PerturbationValues must be set.
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EvaluateDerivative(Double, Boolean, OptimizerMultivariableFunctionResults, ITrackCalculationProgress) |
Evaluates the gradients of this function. The default implementation of this method will numerically compute the
gradients. To do that, the value of the function at the
variables will be computed. When using the default implementation, the
PerturbationValues must be set.
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Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
ToString | Returns a string that represents the current object. (Inherited from Object.) |
Name | Description | |
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DerivativeEvaluationEvent |
An event that gets raised when the derivative of the function is evaluated.
This event will be raised in whatever thread the derivative is evaluated in.
If you override the
EvaluateDerivative(Double, Boolean, OptimizerMultivariableFunctionResults, ITrackCalculationProgress)
method, you should call this event.
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NormalFunctionEvaluationEvent |
An event that gets raised when the nominal function is evaluated.
This event will be raised in whatever thread the nominal function run was.
This should be called in the concrete Evaluate(Double, ITrackCalculationProgress) method.
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PerturbedFunctionEvaluationEvent |
An event that gets raised when a perturbed function is computed as part of the derivation of the derivative of the function.
This event will be raised in whatever thread the function was evaluated in.
This can be ignored if the concrete function computes its derivative analytically.
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