NelderMeadSolver Class

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

Inheritance Hierarchy

System.Object
  Microsoft.SolverFoundation.Solvers.UnconstrainedNonlinearModel
    Microsoft.SolverFoundation.Solvers.NelderMeadSolver

Namespace:  Microsoft.SolverFoundation.Solvers
Assembly:  Microsoft.Solver.Foundation (in Microsoft.Solver.Foundation.dll)

Syntax

'Declaration
Public Class NelderMeadSolver _
    Inherits UnconstrainedNonlinearModel _
    Implements INonlinearSolver, IRowVariableSolver, ISolver, INonlinearModel,  _
    IRowVariableModel, IGoalModel, INonlinearSolution, ISolverSolution, ISolverProperties,  _
    IReportProvider

public class NelderMeadSolver : UnconstrainedNonlinearModel, 
    INonlinearSolver, IRowVariableSolver, ISolver, INonlinearModel, IRowVariableModel, 
    IGoalModel, INonlinearSolution, ISolverSolution, ISolverProperties, IReportProvider

public ref class NelderMeadSolver : public UnconstrainedNonlinearModel, 
    INonlinearSolver, IRowVariableSolver, ISolver, INonlinearModel, IRowVariableModel, 
    IGoalModel, INonlinearSolution, ISolverSolution, ISolverProperties, IReportProvider

type NelderMeadSolver =  
    class
        inherit UnconstrainedNonlinearModel
        interface INonlinearSolver
        interface IRowVariableSolver
        interface ISolver
        interface INonlinearModel
        interface IRowVariableModel
        interface IGoalModel
        interface INonlinearSolution
        interface ISolverSolution
        interface ISolverProperties
        interface IReportProvider
    end

public class NelderMeadSolver extends UnconstrainedNonlinearModel implements INonlinearSolver, IRowVariableSolver, ISolver, INonlinearModel, IRowVariableModel, IGoalModel, INonlinearSolution, ISolverSolution, ISolverProperties, IReportProvider

The NelderMeadSolver type exposes the following members.

Constructors

	Name	Description
	NelderMeadSolver()	Initializes a new instance of the NelderMeadSolver class.
	NelderMeadSolver(IEqualityComparer<Object>)	Initializes a new instance of the NelderMeadSolver class.

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Properties

	Name	Description
	AcceptedContractionsCount	Specifies the number of times the contracted point was accepted.
	AcceptedExpansionsCount	Specifies the number of times the expanded point was accepted.
	AcceptedReflectionsCount	Specifies the number of times the reflected point was accepted.
	EvaluationCallCount	Represents the number of function evaluations performed for the most recent solve.
	FunctionEvaluator	Function value callback. (Inherited from UnconstrainedNonlinearModel.)
	GradientCapability	Specifies the Gradient capabilities of the solver.
	GradientEvaluator	Gradient callback. (Inherited from UnconstrainedNonlinearModel.)
	HessianCapability	Specifies the Hessian capabilities of this solver.
	Indices	Returns the variable index collection, inclusive of rows (Inherited from UnconstrainedNonlinearModel.)
	IterationCount	The number of Nelder-Mead iterations.
	KeyComparer	Is used for row or variable key comparison (Inherited from UnconstrainedNonlinearModel.)
	KeyCount	Returns the number of keys, inclusive of rows and variables. (Inherited from UnconstrainedNonlinearModel.)
	Keys	Returns 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.)
	NonlinearCapabilities	The capabilities for this solver.
	RejectedContractionsCount	Represents the number of times the contracted point was rejected (regenerating the simplex).
	RejectedExpansionsCount	Represents the number of times the expanded point was rejected (using the reflected point).
	Result	Indicates the type of result (for example, LocalOptimal).
	RowCount	Returns the number of rows in the model (Inherited from UnconstrainedNonlinearModel.)
	RowIndices	Returns the row index collection (Inherited from UnconstrainedNonlinearModel.)
	RowKeys	Returns the row key collection (Inherited from UnconstrainedNonlinearModel.)
	RowValue	Sets the value of the only row of the model (Inherited from UnconstrainedNonlinearModel.)
	SmallSimplexCount	Represents the number of times a small simplex was encountered.
	SolvedGoalCount	Represents the number of goals being solved.
	TheGoal	The only goal of the model (Inherited from UnconstrainedNonlinearModel.)
	VariableCount	Gets the number of variables in the model. (Inherited from UnconstrainedNonlinearModel.)
	VariableIndices	Gets an IEnumerable containing the variable indexes. (Inherited from UnconstrainedNonlinearModel.)
	VariableKeyCount	Returns a count for keys (not including null) for variables (Inherited from UnconstrainedNonlinearModel.)
	VariableKeys	Gets an IEnumerable containing the variable keys. (Inherited from UnconstrainedNonlinearModel.)

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Methods

	Name	Description
	AddGoal	Marks a row as a goal. (Inherited from UnconstrainedNonlinearModel.)
	AddRow	Adds a row to the model. (Inherited from UnconstrainedNonlinearModel.)
	AddRowAsGoal	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.)
	AddVariable	Ensures that a user variable with the given key is in the model. (Overrides UnconstrainedNonlinearModel.AddVariable(Object, Int32%).)
	CopyVariableValuesFrom	Copies variable values from an array. (Inherited from UnconstrainedNonlinearModel.)
	CopyVariableValuesTo	Copies variable values to an array. (Inherited from UnconstrainedNonlinearModel.)
	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.)
	GetBounds	Returns the bounds for a vid. (Overrides UnconstrainedNonlinearModel.GetBounds(Int32, Rational%, Rational%).)
	GetGoalFromIndex	Returns a goal entry if the row id is a goal (Inherited from UnconstrainedNonlinearModel.)
	GetHashCode	Serves as a hash function for a particular type. (Inherited from Object.)
	GetIndexFromKey	Maps the variable index from the key. If not found, KeyNotFoundException will be thrown (Inherited from UnconstrainedNonlinearModel.)
	GetKeyFromIndex	Maps the variable index to the key. If not found, ArgumentException will be thrown (Inherited from UnconstrainedNonlinearModel.)
	GetProperty	Gets a property for the specified index.
	GetReport	Generates a report.
	GetSolutionValue	Gets the objective value of a goal.
	GetSolvedGoal	Gets information about a solved goal.
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	GetValue	Gets the value associated with the variable index. This is typically used when retrieving results. (Inherited from UnconstrainedNonlinearModel.)
	IsGoal(Int32)	Checks if a row identified by the specified id is a goal row. (Inherited from UnconstrainedNonlinearModel.)
	IsGoal(Int32, IGoal%)	Checks if a row identified by the specified id is a goal row. If true, return the goal entry (Inherited from UnconstrainedNonlinearModel.)
	IsRow	Validates whether the specified id represents a row index (Inherited from UnconstrainedNonlinearModel.)
	IsValidTolerance	Determines if the specified value is a valid solver tolerance.
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	PreChange	Invoke this function before modfying the model. (Inherited from UnconstrainedNonlinearModel.)
	RemoveGoal	Removes a goal row (Inherited from UnconstrainedNonlinearModel.)
	SetBounds	Sets the upper and lower bounds for a vid. (Overrides UnconstrainedNonlinearModel.SetBounds(Int32, Rational, Rational).)
	SetGoalValue	Sets the goal value. (Inherited from UnconstrainedNonlinearModel.)
	SetLowerBound	Sets the lower bound for a vid. (Overrides UnconstrainedNonlinearModel.SetLowerBound(Int32, Rational).)
	SetProperty	Sets a property for the specified index.
	SetUpperBound	Sets the upper bound for a vid. (Overrides UnconstrainedNonlinearModel.SetUpperBound(Int32, Rational).)
	SetValue	Sets the value of model identified by the vid. The default value for a vid is Indeterminate. (Inherited from UnconstrainedNonlinearModel.)
	Shutdown	Shuts down the solver.
	Solve(ISolverParameters)	Solves the model using the given parameter instance.
	Solve(Func<T, TResult>, Boolean)
	Solve(Func<T, TResult>, Boolean, array<Double[], Double)
	ToString	Returns a string that represents the current object. (Inherited from Object.)
	TryGetIndexFromKey	Attempts to get the variable index based on the specified key (Inherited from UnconstrainedNonlinearModel.)
	ValidateVid	Validates a vid, and throws ArgumentException if not valid. (Inherited from UnconstrainedNonlinearModel.)

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Explicit Interface Implementations

	Name	Description
	IGoalModel.ClearGoals	Clears all the goals (Inherited from UnconstrainedNonlinearModel.)
	IGoalModel.GoalCount	The number of goals in this model (Inherited from UnconstrainedNonlinearModel.)
	IGoalModel.Goals	Returns the goal collection of this model. (Inherited from UnconstrainedNonlinearModel.)
	INonlinearModel.GetActiveVariables	Specifies variables that participate in the row. (Inherited from UnconstrainedNonlinearModel.)
	INonlinearModel.IsActiveVariable	Determines whether a variable is active in a specific row (Inherited from UnconstrainedNonlinearModel.)
	INonlinearModel.SetActiveVariable	Sets a specific variable in a row to be active or inactive (Inherited from UnconstrainedNonlinearModel.)
	INonlinearModel.SetActiveVariables	Sets all variables in a row to be active or inactive (Inherited from UnconstrainedNonlinearModel.)
	INonlinearSolution.GetValue	Returns the value of a variable.
	IRowVariableModel.GetIgnoreBounds	Gets the flag that specifies whether bounds are ignored (Inherited from UnconstrainedNonlinearModel.)
	IRowVariableModel.GetIntegrality	Checks if a variable is an integer variable (Inherited from UnconstrainedNonlinearModel.)
	IRowVariableModel.IntegerIndexCount	Returns the number of integer variables (Inherited from UnconstrainedNonlinearModel.)
	IRowVariableModel.SetIgnoreBounds	Adjusts whether the bounds of a vid should be respected or ignored during solving. By default, bounds are respected. (Inherited from UnconstrainedNonlinearModel.)
	IRowVariableModel.SetIntegrality	Marks a variable as an integer variable (Inherited from UnconstrainedNonlinearModel.)

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Remarks

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".

Thread Safety

Any public static (Shared in Visual Basic) members of this type are thread safe. Any instance members are not guaranteed to be thread safe.

See Also

Reference

Microsoft.SolverFoundation.Solvers Namespace