LevenbergMarquardtMinimizerNonAllocatingMinimum Method

public NonlinearMinimizationResult Minimum(
	IObjectiveModelNonAllocating objective,
	IReadOnlyList<double> initialGuess,
	IReadOnlyList<double?>? lowerBound,
	IReadOnlyList<double?>? upperBound,
	IReadOnlyList<double>? scales,
	IReadOnlyList<bool>? isFixedByUser,
	CancellationToken cancellationToken,
	Action<int, double, IReadOnlyList<double>>? reportChi2Progress,
	double initialMu,
	double gradientTolerance,
	double stepTolerance,
	double functionTolerance,
	double minimalRSSImprovement,
	int? maximumIterations
)

Parameters

objective  IObjectiveModelNonAllocating

The objective function, including model, observations, and parameter bounds.

initialGuess  IReadOnlyListDouble

The initial guess values.

lowerBound  IReadOnlyListNullableDouble

The lower bounds of the parameters. Must have the same length as initialGuess. Provide if not needed.

upperBound  IReadOnlyListNullableDouble

The upper bounds of the parameters. Must have the same length as initialGuess. Provide if not needed.

scales  IReadOnlyListDouble

The scales of the parameters. Must have the same length as initialGuess. Provide if not needed.

isFixedByUser  IReadOnlyListBoolean

Array indicating which parameters are fixed. Must have the same length as initialGuess. Provide if not needed.

cancellationToken  CancellationToken

Token to cancel the evaluation.

reportChi2Progress  ActionInt32, Double, IReadOnlyListDouble

Callback used to report the number of iterations, Chi² value and current parameter set achieved so far. Can be .

initialMu  Double

The initial damping parameter mu.

gradientTolerance  Double

The stopping threshold for the infinity norm of the gradient vector.

stepTolerance  Double

The stopping threshold for the L2 norm of the change of parameters.

functionTolerance  Double

The stopping threshold for the function value / RSS.

minimalRSSImprovement  Double

The minimal improvement of the Chi² value in 8 iterations. Must be in the range [0,1).

maximumIterations  NullableInt32

The maximum number of iterations. Provide if the number of iterations should be determined automatically. Provide 0 if only a function evaluation should be done.

Return Value

Reference