Namespaces
MathNet.Numerics
MathNet.Numerics.Differentiation
MathNet.Numerics.Distributions
MathNet.Numerics.Financial
MathNet.Numerics.IntegralTransforms
MathNet.Numerics.Integration
MathNet.Numerics.Interpolation
MathNet.Numerics.LinearAlgebra
MathNet.Numerics.LinearAlgebra.Complex
MathNet.Numerics.LinearAlgebra.Complex.Solvers
MathNet.Numerics.LinearAlgebra.Complex32
MathNet.Numerics.LinearAlgebra.Complex32.Solvers
MathNet.Numerics.LinearAlgebra.Double
MathNet.Numerics.LinearAlgebra.Double.Solvers
MathNet.Numerics.LinearAlgebra.Factorization
MathNet.Numerics.LinearAlgebra.Single
MathNet.Numerics.LinearAlgebra.Single.Solvers
MathNet.Numerics.LinearAlgebra.Solvers
MathNet.Numerics.LinearAlgebra.Storage
MathNet.Numerics.LinearRegression
MathNet.Numerics.OdeSolvers
MathNet.Numerics.Optimization
MathNet.Numerics.Optimization.LineSearch
MathNet.Numerics.Optimization.ObjectiveFunctions
MathNet.Numerics.Optimization.TrustRegion
MathNet.Numerics.Providers
MathNet.Numerics.Providers.FourierTransform
MathNet.Numerics.Providers.LinearAlgebra
MathNet.Numerics.Providers.SparseSolver
MathNet.Numerics.Random
MathNet.Numerics.RootFinding
MathNet.Numerics.Statistics
MathNet.Numerics.Statistics.Mcmc
Types in MathNet.Numerics.Optimization
BfgsBMinimizer
BfgsMinimizer
BfgsMinimizerBase
BfgsSolver
ConjugateGradientMinimizer
EvaluationException
ExitCondition
GoldenSectionMinimizer
GradientProjectionResult
IncompatibleObjectiveException
InnerOptimizationException
IObjectiveFunction
IObjectiveFunctionEvaluation
IObjectiveModel
IObjectiveModelEvaluation
IScalarObjectiveFunction
IScalarObjectiveFunctionEvaluation
IUnconstrainedMinimizer
LevenbergMarquardtMinimizer
LimitedMemoryBfgsMinimizer
MaximumIterationsException
MinimizationResult
MinimizationWithLineSearchResult
MinimizerBase
NelderMeadSimplex
NewtonMinimizer
NonlinearMinimizationResult
NonlinearMinimizerBase
ObjectiveFunction
OptimizationException
QuadraticGradientProjectionSearch
ScalarMinimizationResult
Type
IObjectiveModelEvaluation
Namespace
MathNet.Numerics.Optimization
Methods
CreateNew
Properties
DegreeOfFreedom
FunctionEvaluations
Gradient
Hessian
IsGradientSupported
IsHessianSupported
JacobianEvaluations
ModelValues
ObservedY
Point
Value
Weights
Public Methods
IObjectiveModel
CreateNew
()
Public Properties
int
DegreeOfFreedom
get;
Get the degree of freedom.
int
FunctionEvaluations
get; set;
Get the number of calls to function.
Vector<T>
Gradient
get;
Get the Gradient vector. G = J'(y - f(x; p))
Matrix<T>
Hessian
get;
Get the approximated Hessian matrix. H = J'J
bool
IsGradientSupported
get;
bool
IsHessianSupported
get;
int
JacobianEvaluations
get; set;
Get the number of calls to jacobian.
Vector<T>
ModelValues
get;
Get the y-values of the fitted model that correspond to the independent values.
Vector<T>
ObservedY
get;
Get the y-values of the observations.
Vector<T>
Point
get;
Get the values of the parameters.
double
Value
get;
Get the residual sum of squares.
Matrix<T>
Weights
get;
Get the values of the weights for the observations.