BfgsMinimizerBaseDoBfgsUpdate Method

protected int DoBfgsUpdate(
	ref ExitCondition currentExitCondition,
	WolfeLineSearch lineSearcher,
	ref Matrix<double> inversePseudoHessian,
	ref Vector<double> lineSearchDirection,
	ref IObjectiveFunction previousPoint,
	ref LineSearchResult lineSearchResult,
	ref IObjectiveFunction candidate,
	ref Vector<double> step,
	ref int totalLineSearchSteps,
	ref int iterationsWithNontrivialLineSearch
)

Parameters

currentExitCondition  ExitCondition

[Missing <param name="currentExitCondition"/> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

lineSearcher  WolfeLineSearch

[Missing <param name="lineSearcher"/> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

inversePseudoHessian  MatrixDouble

[Missing <param name="inversePseudoHessian"/> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

lineSearchDirection  VectorDouble

[Missing <param name="lineSearchDirection"/> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

previousPoint  IObjectiveFunction

[Missing <param name="previousPoint"/> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

lineSearchResult  LineSearchResult

[Missing <param name="lineSearchResult"/> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

candidate  IObjectiveFunction

[Missing <param name="candidate"/> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

step  VectorDouble

[Missing <param name="step"/> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

totalLineSearchSteps  Int32

[Missing <param name="totalLineSearchSteps"/> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

iterationsWithNontrivialLineSearch  Int32

[Missing <param name="iterationsWithNontrivialLineSearch"/> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

Return Value

[Missing <returns> documentation for "M:Altaxo.Calc.Optimization.BfgsMinimizerBase.DoBfgsUpdate(Altaxo.Calc.Optimization.ExitCondition@,Altaxo.Calc.Optimization.LineSearch.WolfeLineSearch,Altaxo.Calc.LinearAlgebra.Matrix{System.Double}@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.Optimization.LineSearch.LineSearchResult@,Altaxo.Calc.Optimization.IObjectiveFunction@,Altaxo.Calc.LinearAlgebra.Vector{System.Double}@,System.Int32@,System.Int32@)"]

Reference