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MultiFunctionMathFindGlobalMinimum Method (FuncIListDouble, Double, IListInterval, EvaluationSettings)
Finds the minimum of a function within the given volume, subject to the given evaluation constraints.

Namespace:  Meta.Numerics.Analysis
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 3.1.0.0 (3.1.0.0)
Syntax
public static MultiExtremum FindGlobalMinimum(
	Func<IList<double>, double> function,
	IList<Interval> volume,
	EvaluationSettings settings
)

Parameters

function
Type: SystemFuncIListDouble, Double
The function.
volume
Type: System.Collections.GenericIListInterval
The volume to search.
settings
Type: Meta.Numerics.AnalysisEvaluationSettings
The evaluation constraints to apply.

Return Value

Type: MultiExtremum
The global minimum.
Exceptions
ExceptionCondition
ArgumentNullExceptionfunction or volume is .
NonconvergenceExceptionThe minimum could not be found within the given evaluation budget.
Remarks

This algorithm attempts to find the global minimum of the given function within the entire given hyper-cube. It generally requires many more function evaluations than FindGlobalMinimum(FuncIListDouble, Double, IListInterval, EvaluationSettings), but is much more likely to find a global minimum in situations where multiple local minima exist.

Unlike FindGlobalMinimum(FuncIListDouble, Double, IListInterval, EvaluationSettings), this method does not return an approximate Hessian matrix near the minimum.

See Also