StochasticHillClimbingSolver Class

Nonlinear programming solver that uses a stocastic hill climbing algorithm. It starts from a random set of decision values, and repeatedly tries small random changes to the decision values. It keeps changes that make the answer better, and rejects changes that make it worse.

Inheritance Hierarchy

SystemObject
CenterSpace.NMath.CoreConstrainedOptimizer
CenterSpace.NMath.CoreStochasticHillClimbingSolver

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

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[SerializableAttribute]
public class StochasticHillClimbingSolver : ConstrainedOptimizer

<SerializableAttribute>
Public Class StochasticHillClimbingSolver
	Inherits ConstrainedOptimizer

[SerializableAttribute]
public ref class StochasticHillClimbingSolver : public ConstrainedOptimizer

[<SerializableAttribute>]
type StochasticHillClimbingSolver = 
    class
        inherit ConstrainedOptimizer
    end

The StochasticHillClimbingSolver type exposes the following members.

Constructors

	Name	Description
	StochasticHillClimbingSolver	Initializes a new instance of the StochasticHillClimbingSolver class

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Properties

	Name	Description
	ExceptionMessage	If the solver result is SolverResult.UnexpectedException gets the exception message property. (Inherited from ConstrainedOptimizer)
	OptimalObjectiveFunctionValue	Gets the optimal objective function value if the solve result is SolverResult.Optimal, or the current solution value if the result is SolverResult.SolutionFeasibleButNotOptimal Otherwise the value is Double.NaN. (Inherited from ConstrainedOptimizer)
	OptimalX	Gets the optimal value if the solve result is SolverResult.Optimal, or the current solution value if the result is SolverResult.SolutionFeasibleButNotOptimal Contains an empty vector otherwise. (Inherited from ConstrainedOptimizer)
	RandomSeed	Sets the random seed that (re)initializes the random number sequence generation.
	Result	Gets the result of the most recent solve attempt. (Inherited from ConstrainedOptimizer)
	Steps	Gets the number of steps performed by the solver during the most recent solve attempt.

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Methods

	Name	Description
	AddConstraints	Adds the linear constraints in the given linearly constrained problem to a Microsoft Solver Foundation linear model. (Inherited from ConstrainedOptimizer)
	AddVariablesAndBounds	Adds the variables in the given linearly constrained problem to a Microsoft Solver Foundation linear model. (Inherited from ConstrainedOptimizer)
	SetStatus	Sets the SolverResult value base on the give Microsoft Solver Foundation LinearResult value. (Inherited from ConstrainedOptimizer)
	Solve(MixedIntegerNonlinearProgrammingProblem)	Attempts to solve the given mixed integer nonlinear programming problem using default settings.
	Solve(NonlinearProgrammingProblem)	Attempts to solve the given nonlinear programming problem using default settings.
	Solve(MixedIntegerNonlinearProgrammingProblem, DoubleVector)	Attempts to solve the given mixed integer nonlinear programming problem using default settings and the given starting point.
	Solve(MixedIntegerNonlinearProgrammingProblem, StochasticHillClimbingParameters)	Attempts to solve the given mixed integer nonlinear programming problem using the given solver parameters.
	Solve(NonlinearProgrammingProblem, DoubleVector)	Attempts to solve the given nonlinear programming problem using default settings and the given starting point.
	Solve(NonlinearProgrammingProblem, StochasticHillClimbingParameters)	Attempts to solve the given nonlinear programming problem using the given solver parameters.
	Solve(MixedIntegerNonlinearProgrammingProblem, DoubleVector, StochasticHillClimbingParameters)	Attempts to solve the given nonlinear mixed integer programming problem using the given solver parameters and starting point.
	Solve(NonlinearProgrammingProblem, DoubleVector, StochasticHillClimbingParameters)	Attempts to solve the given nonlinear programming problem using the given solver parameters and starting point.

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Fields

	Name	Description
	exceptionMessage_	Constains exception message if there is an unexpected exception during the solve. (Inherited from ConstrainedOptimizer)
	optimalValue_	Optimal value of the objective function if the the result of the solver is SolveResult.Optimal (Inherited from ConstrainedOptimizer)
	optimalX_	Optimal solution value of the the result if the solver is SolveResult.Optimal (Inherited from ConstrainedOptimizer)
	result_	Result of the solver attempt. (Inherited from ConstrainedOptimizer)

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Reference

CenterSpace.NMath.Core Namespace