ICallbackNLOptimization

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ICallbackNLOptimization interface is used to work with the custom class used to calculate values of variables, criterion function and non-linear constraints.

Inheritance Hierarchy

ICallbackNLOptimization

Comments

To work with optimization parameters of random type function at non-linear constraints, use properties of the ISmNonLinearOptimization interface.

To work with optimization parameters of random type function, use properties of the ISmBoxConstrainedOptimization interface.

Properties

	Property name	Brief description
	Options	The Options property determines parameters of set custom class.

Methods

	Method name	Brief description
	GetConstraintPartialDeriv	The GetConstraintPartialDeriv method calculates and returns value of the partial derivative by j-th variable from i-th constraint to optimization method.
	GetConstraintValue	The GetConstraintValue method calculates and returns value of i-th non-linear constraint.
	GetObjFunPartialDeriv	The GetObjFunPartialDeriv method calculates and returns value of the partial derivative of criterion function by j-th variable to optimization method.
	GetObjFunValue	The GetObjFunValue method calculates and returns criterion function value.
	SetArgValues	The SetArgValues method returns value of the variables, for which it is required to calculate criterion function value and non-linear constraints.