new Optimizer(parameters, criterion)
- Description:
Implements a criterion function minimizer.
Parameters:
| Name | Type | Description |
|---|---|---|
parameters |
Array.<Numeric> | A ``std::vector |
criterion |
Criterion | The criterion function to minimize. |
Methods
minimize(values, loopopt) → {double}
- Description:
Incrementally locally minimizes the criterion with respect to the given parameter values.
- If the
stepis undefined, the optimization starts with thezerodefault values. - If the
stepis defined, the optimizations start at regular samples in the[min, max]intervals.
- If the
Parameters:
| Name | Type | Attributes | Default | Description |
|---|---|---|---|---|
values |
Array.<double> | The optimal parameter values on output.
|
||
loop |
unit |
<optional> |
0
|
Maximal numer of iteration, 0 means unbounded. |
Returns:
The final optimized criterion value.
- Type
- double