Export (0) Print
Expand All
1 out of 1 rated this helpful - Rate this topic

NelderMeadSolver Class

Solver Foundation 3.0

[This documentation is for preview only, and is subject to change in later releases. Blank topics are included as placeholders.]

Finds a local minimum or maximum for a box-constrained nonlinear function.

Namespace:  Microsoft.SolverFoundation.Solvers
Assembly:  Microsoft.Solver.Foundation (in Microsoft.Solver.Foundation.dll)
public class NelderMeadSolver : UnconstrainedNonlinearModel, 
	INonlinearSolver, IRowVariableSolver, ISolver, INonlinearModel, IRowVariableModel, 
	IGoalModel, INonlinearSolution, ISolverSolution, ISolverProperties, IReportProvider

The NelderMeadSolver type exposes the following members.

  NameDescription
Public methodNelderMeadSolver()Initializes a new instance of the NelderMeadSolver class.
Public methodNelderMeadSolver(IEqualityComparer<Object>)Initializes a new instance of the NelderMeadSolver class.
Top
  NameDescription
Public propertyAcceptedContractionsCountSpecifies the number of times the contracted point was accepted.
Public propertyAcceptedExpansionsCountSpecifies the number of times the expanded point was accepted.
Public propertyAcceptedReflectionsCountSpecifies the number of times the reflected point was accepted.
Public propertyEvaluationCallCountRepresents the number of function evaluations performed for the most recent solve.
Public propertyFunctionEvaluator Function value callback. (Inherited from UnconstrainedNonlinearModel.)
Public propertyGradientCapabilitySpecifies the Gradient capabilities of the solver.
Public propertyGradientEvaluator Gradient callback. (Inherited from UnconstrainedNonlinearModel.)
Public propertyHessianCapabilitySpecifies the Hessian capabilities of this solver.
Public propertyIndicesReturns the variable index collection, inclusive of rows (Inherited from UnconstrainedNonlinearModel.)
Public propertyIterationCountThe number of Nelder-Mead iterations.
Public propertyKeyComparerIs used for row or variable key comparison (Inherited from UnconstrainedNonlinearModel.)
Public propertyKeyCountReturns the number of keys, inclusive of rows and variables. (Inherited from UnconstrainedNonlinearModel.)
Public propertyKeysReturns the variable and row key collection. Indices are guaranteed to be greater than or equal to 0 and less than the KeyCount. (Inherited from UnconstrainedNonlinearModel.)
Public propertyNonlinearCapabilitiesThe capabilities for this solver.
Public propertyRejectedContractionsCountRepresents the number of times the contracted point was rejected (regenerating the simplex).
Public propertyRejectedExpansionsCountRepresents the number of times the expanded point was rejected (using the reflected point).
Public propertyResultIndicates the type of result (for example, LocalOptimal).
Public propertyRowCountReturns the number of rows in the model (Inherited from UnconstrainedNonlinearModel.)
Public propertyRowIndicesReturns the row index collection (Inherited from UnconstrainedNonlinearModel.)
Public propertyRowKeysReturns the row key collection (Inherited from UnconstrainedNonlinearModel.)
Protected propertyRowValue Sets the value of the only row of the model (Inherited from UnconstrainedNonlinearModel.)
Public propertySmallSimplexCountRepresents the number of times a small simplex was encountered.
Public propertySolvedGoalCountRepresents the number of goals being solved.
Public propertyTheGoal The only goal of the model (Inherited from UnconstrainedNonlinearModel.)
Public propertyVariableCount Gets the number of variables in the model. (Inherited from UnconstrainedNonlinearModel.)
Public propertyVariableIndices Gets an IEnumerable containing the variable indexes. (Inherited from UnconstrainedNonlinearModel.)
Protected propertyVariableKeyCountReturns a count for keys (not including null) for variables (Inherited from UnconstrainedNonlinearModel.)
Public propertyVariableKeys Gets an IEnumerable containing the variable keys. (Inherited from UnconstrainedNonlinearModel.)
Top
  NameDescription
Public methodAddGoalMarks a row as a goal. (Inherited from UnconstrainedNonlinearModel.)
Public methodAddRowAdds a row to the model. (Inherited from UnconstrainedNonlinearModel.)
Public methodAddRowAsGoal Adds a row as a goal. Unconstrained models can have just one row. By convention this row will always have 0 as an index. (Inherited from UnconstrainedNonlinearModel.)
Public methodAddVariableEnsures that a user variable with the given key is in the model. (Overrides UnconstrainedNonlinearModel.AddVariable(Object, Int32).)
Protected methodCopyVariableValuesFromCopies variable values from an array. (Inherited from UnconstrainedNonlinearModel.)
Protected methodCopyVariableValuesToCopies variable values to an array. (Inherited from UnconstrainedNonlinearModel.)
Public methodEqualsDetermines whether the specified Object is equal to the current Object. (Inherited from Object.)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)
Public methodGetBounds Returns the bounds for a vid. (Overrides UnconstrainedNonlinearModel.GetBounds(Int32, Rational, Rational).)
Public methodGetGoalFromIndex Returns a goal entry if the row id is a goal (Inherited from UnconstrainedNonlinearModel.)
Public methodGetHashCodeServes as a hash function for a particular type. (Inherited from Object.)
Public methodGetIndexFromKey Maps the variable index from the key. If not found, KeyNotFoundException will be thrown (Inherited from UnconstrainedNonlinearModel.)
Public methodGetKeyFromIndex Maps the variable index to the key. If not found, ArgumentException will be thrown (Inherited from UnconstrainedNonlinearModel.)
Public methodGetPropertyGets a property for the specified index.
Public methodGetReportGenerates a report.
Public methodGetSolutionValueGets the objective value of a goal.
Public methodGetSolvedGoal Gets information about a solved goal.
Public methodGetTypeGets the Type of the current instance. (Inherited from Object.)
Public methodGetValue Gets the value associated with the variable index. This is typically used when retrieving results. (Inherited from UnconstrainedNonlinearModel.)
Public methodIsGoal(Int32) Checks if a row identified by the specified id is a goal row. (Inherited from UnconstrainedNonlinearModel.)
Public methodIsGoal(Int32, IGoal) Checks if a row identified by the specified id is a goal row. If true, return the goal entry (Inherited from UnconstrainedNonlinearModel.)
Public methodIsRowValidates whether the specified id represents a row index (Inherited from UnconstrainedNonlinearModel.)
Public methodStatic memberIsValidToleranceDetermines if the specified value is a valid solver tolerance.
Protected methodMemberwiseCloneCreates a shallow copy of the current Object. (Inherited from Object.)
Protected methodPreChangeInvoke this function before modfying the model. (Inherited from UnconstrainedNonlinearModel.)
Public methodRemoveGoal Removes a goal row (Inherited from UnconstrainedNonlinearModel.)
Public methodSetBoundsSets the upper and lower bounds for a vid. (Overrides UnconstrainedNonlinearModel.SetBounds(Int32, Rational, Rational).)
Protected methodSetGoalValueSets the goal value. (Inherited from UnconstrainedNonlinearModel.)
Public methodSetLowerBound Sets the lower bound for a vid. (Overrides UnconstrainedNonlinearModel.SetLowerBound(Int32, Rational).)
Public methodSetPropertySets a property for the specified index.
Public methodSetUpperBound Sets the upper bound for a vid. (Overrides UnconstrainedNonlinearModel.SetUpperBound(Int32, Rational).)
Public methodSetValueSets the value of model identified by the vid. The default value for a vid is Indeterminate. (Inherited from UnconstrainedNonlinearModel.)
Public methodShutdownShuts down the solver.
Public methodSolve(ISolverParameters)Solves the model using the given parameter instance.
Public methodStatic memberSolve(Func<T, TResult>, Boolean)
Public methodStatic memberSolve(Func<T, TResult>, Boolean, Double[], Double)
Public methodToStringReturns a string that represents the current object. (Inherited from Object.)
Public methodTryGetIndexFromKey Attempts to get the variable index based on the specified key (Inherited from UnconstrainedNonlinearModel.)
Protected methodValidateVid Validates a vid, and throws ArgumentException if not valid. (Inherited from UnconstrainedNonlinearModel.)
Top
  NameDescription
Explicit interface implemetationPrivate methodIGoalModel.ClearGoals Clears all the goals (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate propertyIGoalModel.GoalCount The number of goals in this model (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate propertyIGoalModel.Goals Returns the goal collection of this model. (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate methodINonlinearModel.GetActiveVariablesSpecifies variables that participate in the row. (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate methodINonlinearModel.IsActiveVariableDetermines whether a variable is active in a specific row (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate methodINonlinearModel.SetActiveVariableSets a specific variable in a row to be active or inactive (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate methodINonlinearModel.SetActiveVariablesSets all variables in a row to be active or inactive (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate methodINonlinearSolution.GetValueReturns the value of a variable.
Explicit interface implemetationPrivate methodIRowVariableModel.GetIgnoreBounds Gets the flag that specifies whether bounds are ignored (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate methodIRowVariableModel.GetIntegrality Checks if a variable is an integer variable (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate propertyIRowVariableModel.IntegerIndexCount Returns the number of integer variables (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate methodIRowVariableModel.SetIgnoreBounds Adjusts whether the bounds of a vid should be respected or ignored during solving. By default, bounds are respected. (Inherited from UnconstrainedNonlinearModel.)
Explicit interface implemetationPrivate methodIRowVariableModel.SetIntegrality Marks a variable as an integer variable (Inherited from UnconstrainedNonlinearModel.)
Top

NelderMeadSolver is used to find local minima or maxima for a function whose variables may be constrained to be in a range. It does not require computing derivatives so it can be used in cases where other techniques cannot. NelderMeadSolver implements the INonlinearSolver interface, and the goal function is specified using the FunctionEvaluator property. NelderMeadSolver implements the method described in Nelder, J.A. and Mead, R., "A Simplex Method for Function Minimization", Computer Journal 7 (4): 308-313 (Jan., 1965) with the modifications described in Lee, D. and Wiswall, M., "A Parallel Implementation of the Simplex Function Minimization Routine".

Any public static (Shared in Visual Basic) members of this type are thread safe. Any instance members are not guaranteed to be thread safe.
Did you find this helpful?
(1500 characters remaining)
Thank you for your feedback
Show:
© 2014 Microsoft. All rights reserved.