BfgsBMinimizerCalculateSearchDirection Method

protected override Vector<double> CalculateSearchDirection(
	ref Matrix<double> inversePseudoHessian,
	out double maxLineSearchStep,
	out double startingStepSize,
	IObjectiveFunction previousPoint,
	IObjectiveFunction candidate,
	Vector<double> step
)

Parameters

inversePseudoHessian  MatrixDouble

The current inverse pseudo-Hessian estimate.

maxLineSearchStep  Double

Receives the maximum line search step.

startingStepSize  Double

Receives the initial step size for the line search.

previousPoint  IObjectiveFunction

The previously accepted point.

candidate  IObjectiveFunction

The current candidate point.

step  VectorDouble

The previous step vector.

Return Value

Reference