SmNonLinearOptimization

Assembly: Stat;

Description

The SmNonLinearOptimization class implements algorithm of optimization for an arbitrary function under non-linear constraints.

Comments

The SmNonLinearOptimization class is used to solve function minimization problem.

Properties inherited from ISmNonLinearOptimization

  Property name Brief description
Boundary The Boundary property determines definition area parameters.
Callback The Callback property determines the custom class for calculating values of variables, criterion function and non-linear constraints.
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.
IntVec The IntVec property determines array of integer variable attributes.
LindoSettings The LindoSettings property returns parameters of the LINDO unit.
LinearConstraints The LinearConstraints property determines parameters of linear constraints.
MaxIteration The MaxIteration property determines the maximum number of iterations, within which the solution is found.
NonLinearConstraints The NonLinearConstraints property determines parameters of non-linear constraints.
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.
PerformanceInfo The PerformanceInfo property returns information about executed optimization.
Solution The Solution property returns the found solution.
SolverType The SolverType property determines the software for solving a non-linear optimization problem.
Tolerance The Tolerance property determines accuracy.
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 on method calculation.
WarningsCount The WarningsCount property returns the number of warnings that occurred on method calculation.
WarningsNumbers The WarningsNumbers property returns numbers of the warnings that occurred on method calculation.

Methods inherited from ISmNonLinearOptimization

  Method name Brief description
ExecuteFromMPI The ExecuteFromMPI method performs problem's non-linear optimization from specified file by means of LINDO.

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 Classes