Namespaces

Types in MathNet.Numerics.Optimization

Type BfgsMinimizer

Namespace MathNet.Numerics.Optimization

Parent BfgsMinimizerBase

Interfaces IUnconstrainedMinimizer

Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm is an iterative method for solving unconstrained nonlinear optimization problems

Constructors

Methods

Properties

Public Constructors

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

Creates BFGS minimizer
Parameters
double gradientTolerance

The gradient tolerance

double parameterTolerance

The parameter tolerance

double functionProgressTolerance

The function progress tolerance

int maximumIterations

The maximum number of iterations

Public Methods

bool Equals(object obj)

MinimizationResult FindMinimum(IObjectiveFunction objective, 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> 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;