Package | Description |
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agi.foundation.numericalmethods |
Contains general numerical algorithms.
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Modifier and Type | Class and Description |
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class |
NumericallyComputedOptimizerFunctionDerivativeResults
The results of an evaluation of the derivative of an
OptimizerMultivariableFunction when that evaluation
was done with a numerical algorithm. |
Modifier and Type | Method and Description |
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OptimizerMultivariableFunctionDerivativeResults |
OptimizerMultivariableFunction.evaluateDerivative(double[] variables,
boolean multithreaded,
ITrackCalculationProgress progressTracker)
Evaluates the gradients of this function.
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OptimizerMultivariableFunctionDerivativeResults |
OptimizerMultivariableFunction.evaluateDerivative(double[] variables,
boolean multithreaded,
OptimizerMultivariableFunctionResults valueResults,
ITrackCalculationProgress progressTracker)
Evaluates the gradients of this function.
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OptimizerMultivariableFunctionDerivativeResults |
ParameterOptimizerIterationResults.getDerivativeResults()
Gets the results of the evaluation of the
function's derivative. |
OptimizerMultivariableFunctionDerivativeResults |
OptimizerFunctionDerivativeEvaluatedEventArgs.getResults()
Gets the
OptimizerMultivariableFunctionDerivativeResults from the
ParameterOptimizer that raised the event. |
Modifier and Type | Method and Description |
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abstract MultivariableFunctionSolverStepResult<OptimizerMultivariableFunctionResults,OptimizerMultivariableFunctionDerivativeResults> |
SequentialQuadraticProgrammingOptimizer.computeNextStep(double[] variableValues,
Matrix hessian,
ParameterOptimizerIterationResults previousIterationResults,
ITrackCalculationProgress progressTracker)
Computes the next optimization step that this parameter optimizer should take.
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MultivariableFunctionSolverStepResult<OptimizerMultivariableFunctionResults,OptimizerMultivariableFunctionDerivativeResults> |
ActiveSetSequentialQuadraticProgrammingOptimizer.computeNextStep(double[] variableValues,
Matrix hessian,
ParameterOptimizerIterationResults previousIterationResults,
ITrackCalculationProgress progressTracker)
Computes the next optimization step that this parameter optimizer should take.
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MultivariableFunctionEvaluationAndDerivativeResults<OptimizerMultivariableFunctionResults,OptimizerMultivariableFunctionDerivativeResults> |
OptimizerMultivariableFunction.evaluate(double[] variables,
int order,
boolean multithreaded,
ITrackCalculationProgress progressTracker)
Evaluates the function and the gradients.
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Modifier and Type | Method and Description |
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protected void |
OptimizerMultivariableFunction.callDerivativeEvaluationEvent(OptimizerMultivariableFunctionDerivativeResults derivativeResults)
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static void |
ActiveSetSequentialQuadraticProgrammingOptimizer.solveLagrangianDerivativeEquation(OptimizerMultivariableFunctionResults unperturbedAnswer,
OptimizerMultivariableFunctionDerivativeResults derivativeResults,
ArrayList<InequalityConstraintSettings> activeInequalitySet,
ArrayList<Double> activeInequalityErrors,
ArrayList<double[]> activeInequalityGradients,
List<SolverConstraintSettings> equalitySet,
double[] equalityErrors,
ArrayList<Double>[] lagrangeMultipliers,
double[][] lagrangianDerivatives)
Solves for the Lagrange multipliers and derivatives of the Lagrangian
using the cost function, equality errors, active inequality errors,
and the gradients of each with respect to the variables.
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Constructor and Description |
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OptimizerFunctionDerivativeEvaluatedEventArgs(OptimizerMultivariableFunctionDerivativeResults results)
Initializes a new instance.
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OptimizerMultivariableFunctionDerivativeResults(OptimizerMultivariableFunctionDerivativeResults existingInstance,
CopyContext context)
Initializes a new instance as a copy of an existing instance.
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ParameterOptimizerIterationResults(OptimizerMultivariableFunctionResults functionResult,
OptimizerMultivariableFunctionDerivativeResults derivativeResults,
int iteration,
SolverVariableSettings[] variableSettings,
CostFunctionSettings costFunctionSettings,
SolverConstraintSettings[] equalitySettings,
InequalityConstraintSettings[] inequalitySettings)
Initializes a new instance.
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