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

Type: SystemFuncDoubleMatrix, Double
The function to be optimized.

stateDimension

Type: SystemInt32
The number of available items.

combinationDimension

Type: SystemInt32
The number of items to be taken at a time.

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.

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