Optimization.MinBrent Method (double, double, TRealFunction, [In] TMtxFloatPrecision, [In] double[], [In] object[], out double, int, double, [In] TStrings)

Minimizes single variable function.

Syntax

Visual Basic

public static int MinBrent(double ax, double bx, TRealFunction Func, [In] TMtxFloatPrecision FloatPrecision, [In] double[] Consts, [In] object[] ObjConst, out double MinX, int MaxIter, double Accuracy, [In] TStrings Verbose);

Parameters

Parameters	Description
double ax	Defines initial lower limit for minimum search.
double bx	Defines initial uššer limit for minimum search.
TRealFunction Func	Real functin of single variable (must be of TRealFunction type) to be minimized.
[In] TMtxFloatPrecision FloatPrecision	Specifies the floating point precision to be used by the routine.
[In] double[] Consts	Additional Fun constant parameters (can be/is usually nil).
[In] object[] ObjConst	Additional Fun constant parameters (can be/is usually nil).
out double MinX	Returns the position of function minimum.
int MaxIter	Maximum allowed numer of minimum search iterations.
double Accuracy	Desired minimum position tolerance.
[In] TStrings Verbose	If assigned, stores Func, evaluated at each iteration step. Optionally, you can also pass TOptControl object to the Verbose parameter. This allows the optimization procedure to be interrupted from another thread and optionally also allows logging and iteration count monitoring.

Returns

the number of iterations required to reach the solution(minimum) within given tolerance.

Remarks

Minimizes the function of one variable. This routine uses slightly modified version of the algol 60 procedure localmin, introduced by Richard Brent.

See Also

TRealFunction

Example

Problem: Find the minimum of the function of single variable by using the Brent method.

Solution:The function is defined by the following equation:

private double Fun(TVec pars, TVec c, params object[] o) { return Math.Sin(Pars[0])+Math387.IntPower(Pars[0]+2,2); // note that Pars holds only one variable ! } private void Example() { // initial estimates for x1 and x2 double x; double res = Optimization.MinBrent(-10,10,Fun,TMtxFloatPrecsion.mvDouble,null,null,out x, 500,1e-8,null); // stop if Iters >500 or Tolerance < 1e-8 // Returns res = -1.8582461797 }

Group

MinBrent Method

Links

Optimization Class, Optimization Members, Dew.Math.Units Namespace, MinBrent Method, Example, See Also

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