PartitionOptimizationContext Constructor

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  FuncDoubleMatrix, Double

The function to be optimized.

stateDimension  Int32

The number of available items.

partitionDimension  Int32

The maximum number of parts allowed in a partition.

probabilitySmoothingCoefficient  Double

A coefficient to define the smoothing scheme for the probabilities of the Cross-Entropy parameters exploited by this context.

optimizationGoal  OptimizationGoal

A constant to specify if the function must be minimized or maximized.

minimumNumberOfIterations  Int32

The minimum number of iterations required by this context.

maximumNumberOfIterations  Int32

The maximum number of iterations allowed by this context.

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 , 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).

Reference