PartitionOptimizationContext Constructor

Initializes a new instance of the PartitionOptimizationContext class aimed to optimize the specified objective function, with the given optimization goal, range of iterations, and probability smoothing coefficient.

Namespace: Novacta.Analytics.Advanced
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0

Syntax

C++

Copy

public PartitionOptimizationContext(
	Func<DoubleMatrix, double> objectiveFunction,
	int stateDimension,
	int partitionDimension,
	double probabilitySmoothingCoefficient,
	OptimizationGoal optimizationGoal,
	int minimumNumberOfIterations,
	int maximumNumberOfIterations
)

Public Sub New ( 
	objectiveFunction As Func(Of DoubleMatrix, Double),
	stateDimension As Integer,
	partitionDimension As Integer,
	probabilitySmoothingCoefficient As Double,
	optimizationGoal As OptimizationGoal,
	minimumNumberOfIterations As Integer,
	maximumNumberOfIterations As Integer
)

public:
PartitionOptimizationContext(
	Func<DoubleMatrix^, double>^ objectiveFunction, 
	int stateDimension, 
	int partitionDimension, 
	double probabilitySmoothingCoefficient, 
	OptimizationGoal optimizationGoal, 
	int minimumNumberOfIterations, 
	int maximumNumberOfIterations
)

new : 
        objectiveFunction : Func<DoubleMatrix, float> * 
        stateDimension : int * 
        partitionDimension : int * 
        probabilitySmoothingCoefficient : float * 
        optimizationGoal : OptimizationGoal * 
        minimumNumberOfIterations : int * 
        maximumNumberOfIterations : int -> PartitionOptimizationContext

Parameters

objectiveFunction: Type: SystemFuncDoubleMatrix, Double
The function to be optimized.
stateDimension: Type: SystemInt32
The number of available items.
partitionDimension: Type: SystemInt32
The maximum number of parts allowed in a partition.
probabilitySmoothingCoefficient: Type: SystemDouble
A coefficient to define the smoothing scheme for the probabilities of the Cross-Entropy parameters exploited by this context.
optimizationGoal: Type: Novacta.Analytics.AdvancedOptimizationGoal
A constant to specify if the function must be minimized or maximized.
minimumNumberOfIterations: Type: SystemInt32
The minimum number of iterations required by this context.
maximumNumberOfIterations: Type: SystemInt32
The maximum number of iterations allowed by this context.

Exceptions

Exception	Condition
ArgumentNullException	objectiveFunction is null.
ArgumentException	optimizationGoal is not a field of OptimizationGoal. -or- minimumNumberOfIterations is greater than maximumNumberOfIterations. -or- partitionDimension is not less than stateDimension.
ArgumentOutOfRangeException	probabilitySmoothingCoefficient is not in the open interval between 0 and 1. -or- stateDimension is not positive. -or- partitionDimension is not greater than one. -or- minimumNumberOfIterations is not positive. -or- maximumNumberOfIterations is not positive.

Remarks

It is assumed that the objectiveFunction will accept row vectors as valid representations of an argument.

Any argument represents a partition of stateDimension items, say LaTeX equation , having no more than partitionDimension parts, say . An argument must have its -th entry equal to if the corresponding item is included in the -th part, with .

As discussed by Rubinstein and Kroese, Remark 5.2, p. 189^[1], typical values for probabilitySmoothingCoefficient are between .7 and 1 (excluded).

Bibliography

[1] Rubinstein, R.Y. and Kroese, D.P., The Cross-Entropy Method, A unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine Learning, Springer, New York. (2004)

Reference

PartitionOptimizationContext Class

Novacta.Analytics.Advanced Namespace