| 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
)
Public Shared Function Maximize (
objectiveFunction As Func(Of DoubleMatrix, Double),
initialArgument As DoubleMatrix
) As DoubleMatrix
public:
static DoubleMatrix^ Maximize(
Func<DoubleMatrix^, double>^ objectiveFunction,
DoubleMatrix^ initialArgument
)
static member Maximize :
objectiveFunction : Func<DoubleMatrix, float> *
initialArgument : DoubleMatrix -> DoubleMatrix
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 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