NelderMead Properties

Gets the maximum number of variables that can be optimized by this instance. This is the initial value that has been passed to this class constructor at the time the algorithm was created.

Gets or sets multiple convergence options to determine when the optimization can terminate.

Gets or sets the by how much the simplex diameter |xl - xh| must be reduced before the algorithm can be terminated. Setting this value to a value higher than zero causes the algorithm to replace the standard Convergence criteria with this condition. Default is zero.

The difference between the high and low function values of the last simplex in the previous call to the optimization function.

Gets or sets the function to be optimized.

Gets the lower bounds that should be respected in this optimization problem. Default is to initialize this vector with NegativeInfinity.

Gets or sets the maximum value that the objective function could produce before the algorithm could be terminated as if the solution was good enough.

Gets or sets the number of variables (free parameters) in the optimization problem. This number can be decreased after the algorithm has been created so it can operate on subspaces.

Gets the current solution found, the values of the parameters which optimizes the function.

Get the exit code returned in the last call to the Maximize or Minimize methods.

Gets the step sizes to be used by the optimization algorithm. Default is to initialize each with 1e-5.

Gets or sets a cancellation token that can be used to stop the learning algorithm while it is running.

Gets the upper bounds that should be respected in this optimization problem. Default is to initialize this vector with PositiveInfinity.

Gets the output of the function at the current Solution.