AccelDerivBracketing Class

A version of the acceleration algorithm which uses derivative information. This bracketing algorithm can be used only for differentiable functions. If you try using this algorithm with a function for which you don't supply a derivative, a ClassCastException will be thrown.

The first point is chosen `statically' like in the other bracketing algorithms, then it is modified until it is a `reasonable' modification (that is in accordance with the problem dimension).

In the case of differentiable functions, the derivative in the initial point gives the sense of modification, so only two points are enough to bracket an extremum. Only the last two points of the bracket, `b' and `c' will actually be calculated; `a' will always be set to the value of the starting point.

For a list of all members of this type, see AccelDerivBracketing Members.

System.Object
   BracketingAlgorithm
      AccelDerivBracketing

Requirements

Namespace: WebCab.COM.Math.Optimization.UniDimensional

Assembly: WebCab.COM.Optimization (in WebCab.COM.Optimization.dll)

See Also

AccelDerivBracketing Members | WebCab.COM.Math.Optimization.UniDimensional Namespace | | |