Namespaces

Types in MathNet.Numerics.Optimization.TrustRegion

Type TrustRegionNewtonCGMinimizer

Namespace MathNet.Numerics.Optimization.TrustRegion

Parent TrustRegionMinimizerBase

Constructors

Methods

Properties

Fields

Public Constructors

TrustRegionNewtonCGMinimizer(double gradientTolerance, double stepTolerance, double functionTolerance, double radiusTolerance, int maximumIterations)

Non-linear least square fitting by the trust region Newton-Conjugate-Gradient algorithm.

Public Methods

bool Equals(object obj)

NonlinearMinimizationResult FindMinimum(IObjectiveModel objective, Vector<T> initialGuess, Vector<T> lowerBound, Vector<T> upperBound, Vector<T> scales, List<bool> isFixed)

NonlinearMinimizationResult FindMinimum(IObjectiveModel objective, Double[] initialGuess, Double[] lowerBound, Double[] upperBound, Double[] scales, Boolean[] isFixed)

int GetHashCode()

Type GetType()

NonlinearMinimizationResult Minimum(ITrustRegionSubproblem subproblem, IObjectiveModel objective, Vector<T> initialGuess, Vector<T> lowerBound, Vector<T> upperBound, Vector<T> scales, List<bool> isFixed, double gradientTolerance, double stepTolerance, double functionTolerance, double radiusTolerance, int maximumIterations)

Non-linear least square fitting by the trust-region algorithm.
Parameters
ITrustRegionSubproblem subproblem

The subproblem

IObjectiveModel objective

The objective model, including function, jacobian, observations, and parameter bounds.

Vector<T> initialGuess

The initial guess values.

Vector<T> lowerBound
Vector<T> upperBound
Vector<T> scales
List<bool> isFixed
double gradientTolerance

The stopping threshold for infinity norm of the gradient vector.

double stepTolerance

The stopping threshold for L2 norm of the change of parameters.

double functionTolerance

The stopping threshold for L2 norm of the residuals.

double radiusTolerance

The stopping threshold for trust region radius

int maximumIterations

The max iterations.

string ToString()

Public Properties

double FunctionTolerance get; set;

double GradientTolerance get; set;

Vector<T> LowerBound get;

int MaximumIterations get; set;

double RadiusTolerance get; set;

Vector<T> Scales get;

double StepTolerance get; set;

Vector<T> UpperBound get;

Public fields

ITrustRegionSubproblem Subproblem

return ITrustRegionSubproblem