using Dew.Math;
using Dew.Math.Units;
namespace Dew.Examples
{
// define the real function to be minimized
private double Banana(
TVec pars,
TVec consts,
params object[] objConsts)
{
return 100*Math.Pow(pars[1]-Math.Pow(pars[0],2),2)+Math.Pow(1-pars[0],2);
}
private void Example(TMtxOptimization MtxOptim);
{
if (MtxOptim !=
null)
{
// define two variables and their initial values
MtxOptim.VariableParameters.SetIt(
false,
new double[] {2,-1});
// use BFGS optimization method
MtxOptim.OptimizationMethod = TOptMethod.optBFGS;
// tolerance for MinValue and gradient calculation
// additional note : since we did not define the GradProc,
// the internal numerical gradient approximation will be used
MtxOptim.Tolerance = 2.0e-6;
MtxOptim.GradTolerance = 2.0e-6;
// function to be minimized
MtxOptim.RealFunction = Banana;
// finally, calculate minimum
MtxOptim.Recalculate();
}
}
}
