Represents an algorithm that minimizes a sum of squares.
| Name | Description |
---|
 | ConvergenceTests |
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Dimensions |
Gets or sets the number of dimensions of the optimization problem.
|
 | EstimatedError |
Gets a value indicating the size of the absolute
error of the result.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | EvaluationsNeeded |
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | EvaluationsRemaining |
Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Extremum | Obsolete.
Gets or sets the current best approximation to the extremum.
|
 | GradientTest | |
 | GradientVector |
Gets or sets the current value of the gradient.
|
 | HasSharedDegreeOfParallelism |
Indicates whether the degree of parallelism is a property that is shared
across instances.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | InitialGuess |
Gets or sets the initial value for the iteration.
|
 | InitialTrustRegionSize |
Gets or sets the initial size of the trust region.
|
 | IterationsNeeded |
Gets the number of iterations needed by the
algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | IterationsRemaining |
Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | JacobianEvaluationsNeeded |
Gets or sets the number of times the Jacobian was evaluated.
|
 | JacobianFunction |
Gets or sets a delegate that computes the Jacobian of the problem.
|
 | LastCorrection |
Gets the last correction to the solution of the system of equations.
|
 | LowerBounds |
Gets or sets the vector of lower bounds for the solution.
|
 | MaxDegreeOfParallelism |
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | MaxEvaluations |
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | MaxIterations | Gets or sets the maximum number of iterations
to use when approximating the roots of the target
function.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Minimum |
Gets or sets the current best approximation to the minimum.
|
 | MinimumValue |
Gets or sets the current value of the objective function.
|
 | MinIterations |
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | NumberOfFunctions |
Gets or sets the number of functions in the problem.
|
 | ObjectiveFunction |
Gets or sets a delegate that computes the function values of the problem.
|
 | ParallelOptions |
Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Result |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SolutionReport |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SolutionTest | |
 | Status | (Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ThrowExceptionOnFailure |
Gets or sets a value indicating whether to throw an
exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | UpperBounds |
Gets or sets the upper bounds for the solution.
|
 | ValueAtExtremum | Obsolete.
Gets or sets the current value of the objective function.
|
 | ValueTest | |
 | VarianceCovarianceMatrix |
Gets the variance-covariance matrix of the solution.
|
| Name | Description |
---|
 | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) |
 | FindMinimum |
Runs the Levenberg-Marquardt algorithm and returns the result.
|
 | GetHashCode | Serves as the default hash function. (Inherited from Object.) |
 | GetType | Gets the Type of the current instance. (Inherited from Object.) |
 | GetVarianceCovarianceMatrix |
Computes the variance-covariance matrix of the solution.
|
 | IncrementEvaluations |
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | IncrementEvaluations(Int32) |
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Iterate |
Performs one iteration of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Iterated |
Performs tasks after the iteration is completed, but before
the status of the algorithm is finalized.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
 | OnConvergence |
Performs any tasks after the main algorithm has converged.
(Overrides ManagedIterativeAlgorithmT, TError, TReportOnConvergence.) |
 | OnFailure |
Performs any tasks after the main algorithm has failed to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | OnInit |
Performs initialization before the first iteration.
(Overrides ManagedIterativeAlgorithmT, TError, TReportOnInit.) |
 | ReportFailure |
Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ReportResult |
Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ReportSuccess |
Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ResetEvaluations |
Resets the number of evaluations to zero.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Restart |
Prepares the algorithm to be run again with possibly different inputs.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Run |
Runs the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | Run(ParallelOptions) |
Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SetMinimumValue |
Sets the value of the objective function at the minimum to the supplied value.
|
 | SetResult |
Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | SetSymbolicObjectiveFunction(ExpressionFuncVectorDouble, Double) |
Sets the objective function as a list of symbolic expressions.
|
 | SetSymbolicObjectiveFunction(IListExpressionFuncVectorDouble, Double) |
Sets the objective function as a list of symbolic expressions.
|
 | TestConvergence |
Checks whether the algorithm has converged.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ThreadSafeIncrementEvaluations |
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ThreadSafeIncrementEvaluations(Int32) |
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ThrowConvergenceException | (Inherited from ManagedIterativeAlgorithmT, TError, TReport.) |
 | ToString | Returns a string that represents the current object. (Inherited from Object.) |
To verify that the algorithm terminated normally, you can inspect the
Status property, which is of type AlgorithmStatus.
A value of Converged indicates that the algorithm terminated normally.
However, it is still possible that the algorithm didn't converge to the actual best fit.
A visual inspection is always recommended.