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BrentSearchMaximize Method (FuncDouble, Double, Double, Double, Double, Int32)

Finds the maximum of a function in the interval [a;b]

Namespace:  Accord.Math.Optimization
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax
public static double Maximize(
	Func<double, double> function,
	double lowerBound,
	double upperBound,
	double tol = 1E-06,
	int maxIterations = 500
)
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Parameters

function
Type: SystemFuncDouble, Double
The function to be maximized.
lowerBound
Type: SystemDouble
Start of search region.
upperBound
Type: SystemDouble
End of search region.
tol (Optional)
Type: SystemDouble
The tolerance for determining the solution.
maxIterations (Optional)
Type: SystemInt32
The maximum number of iterations before terminating.

Return Value

Type: Double
The location of the maximum of the function in the given interval.
See Also