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MultiFunctionMathFindGlobalMinimum Method (FuncIReadOnlyListDouble, Double, IReadOnlyListInterval, MultiExtremumSettings)

Finds the minimum of a function within the given volume, subject to the given evaluation constraints.

Namespace:  Meta.Numerics.Analysis
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.0.5.0 (4.0.5.0)
Syntax
public static MultiExtremum FindGlobalMinimum(
	Func<IReadOnlyList<double>, double> function,
	IReadOnlyList<Interval> volume,
	MultiExtremumSettings settings
)

Parameters

function
Type: SystemFuncIReadOnlyListDouble, Double
The function.
volume
Type: System.Collections.GenericIReadOnlyListInterval
The volume to search.
settings
Type: Meta.Numerics.AnalysisMultiExtremumSettings
The evaluation constraints to apply.

Return Value

Type: MultiExtremum
The global minimum.
Exceptions
ExceptionCondition
ArgumentNullExceptionfunction or volume is .
NonconvergenceExceptionThe minimum could not be found within the given evaluation budget.
Remarks

This algorithm attempts to find the global minimum of the given function within the entire given hyper-cube. It generally requires many more function evaluations than FindGlobalMinimum(FuncIReadOnlyListDouble, Double, IReadOnlyListInterval, MultiExtremumSettings), but is much more likely to find a global minimum in situations where multiple local minima exist.

Unlike FindGlobalMinimum(FuncIReadOnlyListDouble, Double, IReadOnlyListInterval, MultiExtremumSettings), this method does not return an approximate Hessian matrix near the minimum.

See Also