| Package | Description | 
|---|---|
| agi.foundation.numericalmethods | 
 Contains general numerical algorithms. 
 | 
| Modifier and Type | Class and Description | 
|---|---|
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 | 
|---|---|
OptimizerMultivariableFunctionDerivativeResults | 
OptimizerMultivariableFunction.evaluateDerivative(double[] variables,
                  boolean multithreaded,
                  ITrackCalculationProgress progressTracker)
Evaluates the gradients of this function. 
 | 
OptimizerMultivariableFunctionDerivativeResults | 
OptimizerMultivariableFunction.evaluateDerivative(double[] variables,
                  boolean multithreaded,
                  OptimizerMultivariableFunctionResults valueResults,
                  ITrackCalculationProgress progressTracker)
Evaluates the gradients of this function. 
 | 
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 | 
|---|---|
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. 
 | 
MultivariableFunctionSolverStepResult<OptimizerMultivariableFunctionResults,OptimizerMultivariableFunctionDerivativeResults> | 
ActiveSetSequentialQuadraticProgrammingOptimizer.computeNextStep(double[] variableValues,
               Matrix hessian,
               ParameterOptimizerIterationResults previousIterationResults,
               ITrackCalculationProgress progressTracker)
Computes the next optimization step that this parameter optimizer should take. 
 | 
MultivariableFunctionEvaluationAndDerivativeResults<OptimizerMultivariableFunctionResults,OptimizerMultivariableFunctionDerivativeResults> | 
OptimizerMultivariableFunction.evaluate(double[] variables,
        int order,
        boolean multithreaded,
        ITrackCalculationProgress progressTracker)
Evaluates the function and the gradients. 
 | 
| Modifier and Type | Method and Description | 
|---|---|
protected void | 
OptimizerMultivariableFunction.callDerivativeEvaluationEvent(OptimizerMultivariableFunctionDerivativeResults derivativeResults)
 | 
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. 
 | 
| Constructor and Description | 
|---|
OptimizerFunctionDerivativeEvaluatedEventArgs(OptimizerMultivariableFunctionDerivativeResults results)
Initializes a new instance. 
 | 
OptimizerMultivariableFunctionDerivativeResults(OptimizerMultivariableFunctionDerivativeResults existingInstance,
                                               CopyContext context)
Initializes a new instance as a copy of an existing instance. 
 | 
ParameterOptimizerIterationResults(OptimizerMultivariableFunctionResults functionResult,
                                  OptimizerMultivariableFunctionDerivativeResults derivativeResults,
                                  int iteration,
                                  SolverVariableSettings[] variableSettings,
                                  CostFunctionSettings costFunctionSettings,
                                  SolverConstraintSettings[] equalitySettings,
                                  InequalityConstraintSettings[] inequalitySettings)
Initializes a new instance. 
 |