NelderMead (FSharp.Stats)

NelderMead Module

Namespace: FSharp.Stats.Optimization
Assembly: FSharp.Stats.dll

Types

Type	Description
NmConfig
NmInterationResult
StepType

Functions and values

Function or value	Description
`createSimplex nmc x` Full Usage: `createSimplex nmc x` Parameters: nmc : `NmConfig` x : `vector` Returns: `Vector<float>[]`	Create an initial simplex nmc : `NmConfig` x : `vector` Returns: `Vector<float>[]`
`initInteration maxIteration initialsimplex fn` Full Usage: `initInteration maxIteration initialsimplex fn` Parameters: maxIteration : `int` initialsimplex : `vector[]` fn : `vector -> float` Returns: `NmInterationResult`	Initialize the optimization method The use of this function is intended for testing/debugging purposes only maxIteration : `int` initialsimplex : `vector[]` fn : `vector -> float` Returns: `NmInterationResult`
`minimize nmc x fn` Full Usage: `minimize nmc x fn` Parameters: nmc : `NmConfig` x : `vector` fn : `vector -> float` Returns: `NmInterationResult`	Minimize the given cost function and stop criteria nmc : `NmConfig` x : `vector` fn : `vector -> float` Returns: `NmInterationResult`
`minimizeWithStopCriteria nmc x fn stopCriteria` Full Usage: `minimizeWithStopCriteria nmc x fn stopCriteria` Parameters: nmc : `NmConfig` x : `vector` fn : `vector -> float` stopCriteria : `StopCriteria` Returns: `NmInterationResult`	Minimize the given cost function and stop criteria nmc : `NmConfig` x : `vector` fn : `vector -> float` stopCriteria : `StopCriteria` Returns: `NmInterationResult`
`rankVertices simplexes fn` Full Usage: `rankVertices simplexes fn` Parameters: simplexes : `vector[]` fn : `vector -> float` Returns: `vector[] * float[]`	simplexes : `vector[]` fn : `vector -> float` Returns: `vector[] * float[]`
`update nmc stopCounter fn nmInterResult` Full Usage: `update nmc stopCounter fn nmInterResult` Parameters: nmc : `NmConfig` stopCounter : `StopCounter` fn : `vector -> float` nmInterResult : `NmInterationResult` Returns: `NmInterationResult`	nmc : `NmConfig` stopCounter : `StopCounter` fn : `vector -> float` nmInterResult : `NmInterationResult` Returns: `NmInterationResult`