Namespaces

Types in MathNet.Numerics.Optimization

Type ObjectiveFunction

Namespace MathNet.Numerics.Optimization

Static Functions

Public Static Functions

IObjectiveFunction Gradient(Func<Vector<double>, Tuple<double, Vector<double>>> function)

Objective function where the Gradient is available. Greedy evaluation.

IObjectiveFunction Gradient(Func<Vector<double>, double> function, Func<Vector<double>, Vector<double>> gradient)

Objective function where the Gradient is available. Lazy evaluation.

IObjectiveFunction GradientHessian(Func<Vector<double>, Tuple<double, Vector<double>, Matrix<double>>> function)

Objective function where both Gradient and Hessian are available. Greedy evaluation.

IObjectiveFunction GradientHessian(Func<Vector<double>, double> function, Func<Vector<double>, Vector<double>> gradient, Func<Vector<double>, Matrix<double>> hessian)

Objective function where both Gradient and Hessian are available. Lazy evaluation.

IObjectiveFunction Hessian(Func<Vector<double>, Tuple<double, Matrix<double>>> function)

Objective function where the Hessian is available. Greedy evaluation.

IObjectiveFunction Hessian(Func<Vector<double>, double> function, Func<Vector<double>, Matrix<double>> hessian)

Objective function where the Hessian is available. Lazy evaluation.

IScalarObjectiveFunction ScalarDerivative(Func<double, double> function, Func<double, double> derivative)

Objective function where the first derivative is available.

IScalarObjectiveFunction ScalarSecondDerivative(Func<double, double> function, Func<double, double> derivative, Func<double, double> secondDerivative)

Objective function where the first and second derivatives are available.

IScalarObjectiveFunction ScalarValue(Func<double, double> function)

Objective function where neither first nor second derivative is available.

IObjectiveFunction Value(Func<Vector<double>, double> function)

Objective function where neither Gradient nor Hessian is available.