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ContinuousOptimizationMaximize Method (FuncDoubleMatrix, Double, DoubleMatrix)

Finds the maximum of the specified objective function.

Namespace:  Novacta.Analytics
Assembly:  Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0
Syntax
public static DoubleMatrix Maximize(
	Func<DoubleMatrix, double> objectiveFunction,
	DoubleMatrix initialArgument
)

Parameters

objectiveFunction
Type: SystemFuncDoubleMatrix, Double
The objective function to be maximized.
initialArgument
Type: Novacta.AnalyticsDoubleMatrix
The argument at which the method starts the search for optimality.

Return Value

Type: DoubleMatrix
The argument at which the function is maximized.
Exceptions
ExceptionCondition
ArgumentNullExceptionobjectiveFunction is null.
-or-
initialArgument is null.
ArgumentExceptioninitialArgument is not a row vector.
Remarks

It is assumed that the objectiveFunction will accept row vectors as valid representations of an argument. As a consequence, initialArgument is expected to be a row vector.

See Also