ISmBoxConstrainedOptimization

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmBoxConstrainedOptimization interface is used to work with parameters of the method of gradient descent used for optimization of random type function at specified direct constraints for variables.

Inheritance Hierarchy

          IStatMethod

          ISmBoxConstrainedOptimization

Comments

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

Properties

	Property name	Brief description
	Boundary	The Boundary property determines definition area parameters.
	Callback	The Callback property determines a custom class for calculating values of variables and criterion function.
	CoefficientsOrder	The CoefficientsOrder property determines the coefficients order.
	FunctionGradient	The FunctionGradient property returns criterion function gradient that corresponds to the found solution.
	FunctionString	The FunctionString property determines criterion function.
	InitApproximation	The InitApproximation property determines initial approximations.
	InitApproximationActual	The InitApproximationActual property returns actually used initial approximations.
	MaxIteration	The MaxIteration property determines the maximum number of iterations, within which the solution is found.
	ObjValByIter	The ObjValByIter property returns criterion function values by iterations.
	OptimalFunctionValue	The OptimalFunctionValue property returns the criterion function value that corresponds to the found solution.
	Solution	The Solution property returns the found solution.
	Tolerance	The Tolerance property determines tolerance.
	UseDerivatives	The UseDerivatives property determines whether analytical derivatives are used in solution search.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	PerformanceTime	The PerformanceTime property returns method execution time.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred at method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred at the method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Interfaces