CombinationOptimizationContext Constructor

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

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

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

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

Parameters

objectiveFunction  FuncDoubleMatrix, Double

The function to be optimized.

stateDimension  Int32

The number of available items.

combinationDimension  Int32

The number of items to be taken at a time.

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 combination of stateDimension, say , items taken combinationDimension, say , at a time. An argument, say , must have its -th entry equal to if the corresponding item is included in the combination; otherwise.

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

Reference