Namespaces

Types in MathNet.Numerics.Optimization

Type BfgsBMinimizer

Namespace MathNet.Numerics.Optimization

Parent BfgsMinimizerBase

Broyden–Fletcher–Goldfarb–Shanno Bounded (BFGS-B) algorithm is an iterative method for solving box-constrained nonlinear optimization problems http://www.ece.northwestern.edu/~nocedal/PSfiles/limited.ps.gz

Constructors

Methods

Properties

Public Constructors

BfgsBMinimizer(double gradientTolerance, double parameterTolerance, double functionProgressTolerance, int maximumIterations)

Public Methods

bool Equals(object obj)

MinimizationResult FindMinimum(IObjectiveFunction objective, Vector<T> lowerBound, Vector<T> upperBound, Vector<T> initialGuess)

Find the minimum of the objective function given lower and upper bounds
Parameters
IObjectiveFunction objective

The objective function, must support a gradient

Vector<T> lowerBound

The lower bound

Vector<T> upperBound

The upper bound

Vector<T> initialGuess

The initial guess

Return
MinimizationResult

The MinimizationResult which contains the minimum and the ExitCondition

int GetHashCode()

Type GetType()

string ToString()

Public Properties

double FunctionProgressTolerance get; set;

double GradientTolerance get; set;

int MaximumIterations get; set;

double ParameterTolerance get; set;