Types in MathNet.Numerics.Optimization

Type BfgsSolver

Namespace MathNet.Numerics.Optimization

Broyden-Fletcher-Goldfarb-Shanno solver for finding function minima See Inspired by implementation:

Static Functions

Public Static Functions

Vector<T> Solve(Vector initialGuess, Func<Vector<double>, double> functionValue, Func<Vector<double>, Vector<double>> functionGradient)

Finds a minimum of a function by the BFGS quasi-Newton method This uses the function and it's gradient (partial derivatives in each direction) and approximates the Hessian
Vector initialGuess

An initial guess

Func<Vector<double>, double> functionValue

Evaluates the function at a point

Func<Vector<double>, Vector<double>> functionGradient

Evaluates the gradient of the function at a point


The minimum found