Namespaces

Types in MathNet.Numerics.Optimization

Type LimitedMemoryBfgsMinimizer

Namespace MathNet.Numerics.Optimization

Parent MinimizerBase

Interfaces IUnconstrainedMinimizer

Limited Memory version of Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm

Constructors

Methods

Properties

Public Constructors

LimitedMemoryBfgsMinimizer(double gradientTolerance, double parameterTolerance, double functionProgressTolerance, int memory, int maximumIterations)

Creates L-BFGS minimizer
Parameters
double gradientTolerance
double parameterTolerance
double functionProgressTolerance
int memory

Numbers of gradients and steps to store.

int maximumIterations

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;

int Memory get; set;

double ParameterTolerance get; set;