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

The current exit condition.

lineSearcher  WolfeLineSearch

The line search algorithm.

inversePseudoHessian  MatrixDouble

The current inverse pseudo-Hessian estimate.

lineSearchDirection  VectorDouble

The current line search direction.

previousPoint  IObjectiveFunction

The previously accepted point.

lineSearchResult  LineSearchResult

The latest line search result.

candidate  IObjectiveFunction

The current candidate point.

step  VectorDouble

The current step vector.

totalLineSearchSteps  Int32

The accumulated number of line search steps.

iterationsWithNontrivialLineSearch  Int32

The count of iterations with a nontrivial line search.

Return Value

Reference