MultiFunctionMathFindGlobalMinimum Method (FuncIReadOnlyListDouble, Double, IReadOnlyListInterval, MultiExtremumSettings)

public static MultiExtremum FindGlobalMinimum(
	Func<IReadOnlyList<double>, double> function,
	IReadOnlyList<Interval> volume,
	MultiExtremumSettings settings
)

Public Shared Function FindGlobalMinimum ( 
	function As Func(Of IReadOnlyList(Of Double), Double),
	volume As IReadOnlyList(Of Interval),
	settings As MultiExtremumSettings
) As MultiExtremum

public:
static MultiExtremum^ FindGlobalMinimum(
	Func<IReadOnlyList<double>^, double>^ function, 
	IReadOnlyList<Interval>^ volume, 
	MultiExtremumSettings^ settings
)

static member FindGlobalMinimum : 
        function : Func<IReadOnlyList<float>, float> * 
        volume : IReadOnlyList<Interval> * 
        settings : MultiExtremumSettings -> MultiExtremum 

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

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.

Reference