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FindMinimumOfFunctionGradient(FuncVectorDouble, Double, FuncVectorDouble, VectorDouble, VectorDouble, Double, Double, Double, Int32) Method

Find vector x that minimizes the function f(x) using the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm. For more options and diagnostics consider to use BfgsMinimizer directly. An alternative routine using conjugate gradients (CG) is available in ConjugateGradientMinimizer.

Namespace: Altaxo.Calc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
Copy
public static Vector<double> OfFunctionGradient(
	Func<Vector<double>, double> function,
	Func<Vector<double>, Vector<double>> gradient,
	Vector<double> initialGuess,
	double gradientTolerance = 1E-05,
	double parameterTolerance = 1E-05,
	double functionProgressTolerance = 1E-05,
	int maxIterations = 1000
)

Parameters

function  FuncVectorDouble, Double
The function to minimize.
gradient  FuncVectorDouble, VectorDouble
The gradient function.
initialGuess  VectorDouble
The initial guess.
gradientTolerance  Double  (Optional)
The gradient tolerance.
parameterTolerance  Double  (Optional)
The parameter tolerance.
functionProgressTolerance  Double  (Optional)
The function progress tolerance.
maxIterations  Int32  (Optional)
The maximum number of iterations.

Return Value

VectorDouble
The minimizing point.
See Also