Class ProblemResults

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

The results of a minimization: what QuantLib's minimize leaves in the Problem it changes, and the end criterion it returns.

public sealed record ProblemResults : IEquatable<ProblemResults>

Inheritance

object

ProblemResults

Implements

IEquatable<ProblemResults>

Inherited Members

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Remarks

Equality compares every member by value, the current value element by element.

Constructors

ProblemResults(ImmutableArray<double>, double?, double?, int, int, EndCriteriaType)

The results of a minimization: what QuantLib's minimize leaves in the Problem it changes, and the end criterion it returns.

public ProblemResults(ImmutableArray<double> CurrentValue, double? FunctionValue, double? GradientNormValue, int FunctionEvaluation, int GradientEvaluation, EndCriteriaType EndCriteriaType)

Parameters

CurrentValue ImmutableArray<double>

The current value of the local minimum, the minimization's result.

FunctionValue double?

The value of the cost function at the current value; null (QuantLib's Null<Real>()) where the method sets none.

GradientNormValue double?

The value of the gradient norm at the current value; null (QuantLib's Null<Real>()) where the method sets none.

FunctionEvaluation int

The number of evaluations of the cost function.

GradientEvaluation int

The number of evaluations of the cost function's gradient.

EndCriteriaType EndCriteriaType

Why the minimization ended.

Remarks

Equality compares every member by value, the current value element by element.

Properties

CurrentValue

The current value of the local minimum, the minimization's result.

public ImmutableArray<double> CurrentValue { get; init; }

Property Value

ImmutableArray<double>

EndCriteriaType

Why the minimization ended.

public EndCriteriaType EndCriteriaType { get; init; }

Property Value

EndCriteriaType

FunctionEvaluation

The number of evaluations of the cost function.

public int FunctionEvaluation { get; init; }

Property Value

int

FunctionValue

The value of the cost function at the current value; null (QuantLib's Null<Real>()) where the method sets none.

public double? FunctionValue { get; init; }

Property Value

double?

GradientEvaluation

The number of evaluations of the cost function's gradient.

public int GradientEvaluation { get; init; }

Property Value

int

GradientNormValue

The value of the gradient norm at the current value; null (QuantLib's Null<Real>()) where the method sets none.

public double? GradientNormValue { get; init; }

Property Value

double?

Methods

Deconstruct(out ImmutableArray<double>, out double?, out double?, out int, out int, out EndCriteriaType)

public void Deconstruct(out ImmutableArray<double> CurrentValue, out double? FunctionValue, out double? GradientNormValue, out int FunctionEvaluation, out int GradientEvaluation, out EndCriteriaType EndCriteriaType)

Parameters

CurrentValue ImmutableArray<double>

FunctionValue double?

GradientNormValue double?

FunctionEvaluation int

GradientEvaluation int

EndCriteriaType EndCriteriaType

Equals(ProblemResults?)

public bool Equals(ProblemResults? other)

Parameters

other ProblemResults

Returns

bool

Equals(object?)

public override bool Equals(object? obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

ToString()

public override string ToString()

Returns

string

Operators

operator ==(ProblemResults?, ProblemResults?)

public static bool operator ==(ProblemResults? left, ProblemResults? right)

Parameters

left ProblemResults

right ProblemResults

Returns

bool

operator !=(ProblemResults?, ProblemResults?)

public static bool operator !=(ProblemResults? left, ProblemResults? right)

Parameters

left ProblemResults

right ProblemResults

Returns

bool