MultiFunctionMathFindGlobalMinimum(FuncIReadOnlyListDouble, Double, IReadOnlyListInterval, MultiExtremumSettings) Method

public static MultiExtremum FindGlobalMinimum(
	Func<IReadOnlyList<double>, double> function,
	IReadOnlyList<Interval> volume,
	MultiExtremumSettings settings
)

Public Shared Function FindGlobalMinimum ( 
	function As Func(Of IReadOnlyList(Of Double), Double),
	volume As IReadOnlyList(Of Interval),
	settings As MultiExtremumSettings
) As MultiExtremum

public:
static MultiExtremum^ FindGlobalMinimum(
	Func<IReadOnlyList<double>^, double>^ function, 
	IReadOnlyList<Interval>^ volume, 
	MultiExtremumSettings^ settings
)

static member FindGlobalMinimum : 
        function : Func<IReadOnlyList<float>, float> * 
        volume : IReadOnlyList<Interval> * 
        settings : MultiExtremumSettings -> MultiExtremum 

Parameters

function  FuncIReadOnlyListDouble, Double

The function.

volume  IReadOnlyListInterval

The volume to search.

settings  MultiExtremumSettings

The evaluation constraints to apply.

Return Value

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(FuncIReadOnlyListDouble, Double, IReadOnlyListInterval, MultiExtremumSettings), but is much more likely to find a global minimum in situations where multiple local minima exist.

Unlike FindGlobalMinimum(FuncIReadOnlyListDouble, Double, IReadOnlyListInterval, MultiExtremumSettings), this method does not return an approximate Hessian matrix near the minimum.

Reference