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OptimizerMultivariableFunction Class

A function that can be optimized by a ParameterOptimizer.
Inheritance Hierarchy

Namespace:  AGI.Foundation.NumericalMethods
Assembly:  AGI.Foundation.Core (in AGI.Foundation.Core.dll) Version: 24.3.420.0 (24.3.420.0)
Syntax
public abstract class OptimizerMultivariableFunction : IThreadAware, 
	ICloneWithContext, IDisposable

The OptimizerMultivariableFunction type exposes the following members.

Constructors
Properties
  NameDescription
Public propertyDifferenceMethod
Gets or sets how the default numerically computed derivatives of this function should be computed.
Public propertyIsThreadSafe
Gets a value indicating whether the methods on this instance are safe to call from multiple threads simultaneously.
Public propertyPerturbationValues
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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Methods
  NameDescription
Public methodApplyResults
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.
Protected methodCallDerivativeEvaluationEvent
Public methodClone
Clones this object using the specified context.
Public methodStatic memberComputeGradientsNumerically
Computes the gradients of an OptimizerMultivariableFunction numerically. This will call the appropriate events on the functions as they are computed.
Public methodDispose
Releases any resources associated with this instance.
Protected methodDispose(Boolean)
Releases any resources associated with this instance.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodEvaluate(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.

Public methodEvaluate(Double, Int32, Boolean, ITrackCalculationProgress)
Evaluates the function and the gradients. This will call both the DerivativeEvaluationEvent and the NormalFunctionEvaluationEvent events.
Public methodEvaluateDerivative(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.
Public methodEvaluateDerivative(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.
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Events
  NameDescription
Public eventDerivativeEvaluationEvent
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.
Public eventNormalFunctionEvaluationEvent
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.
Public eventPerturbedFunctionEvaluationEvent
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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See Also