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BfgsSolverSolve Method

Finds a minimum of a function by the BFGS quasi-Newton method This uses the function and it's gradient (partial derivatives in each direction) and approximates the Hessian

Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
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public static Vector<double> Solve(
	Vector initialGuess,
	Func<Vector<double>, double> functionValue,
	Func<Vector<double>, Vector<double>> functionGradient
)

Parameters

initialGuess  Vector
An initial guess
functionValue  FuncVectorDouble, Double
Evaluates the function at a point
functionGradient  FuncVectorDouble, VectorDouble
Evaluates the gradient of the function at a point

Return Value

VectorDouble
The minimum found
See Also