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QuadraticGradientProjectionSearchSearch Method

Searches for the Cauchy point of the quadratic model under bound constraints.

Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
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public static QuadraticGradientProjectionSearchGradientProjectionResult Search(
	Vector<double> x0,
	Vector<double> gradient,
	Matrix<double> hessian,
	Vector<double> lowerBound,
	Vector<double> upperBound
)

Parameters

x0  VectorDouble
The starting point.
gradient  VectorDouble
The gradient at the starting point.
hessian  MatrixDouble
The Hessian approximation.
lowerBound  VectorDouble
The lower bounds.
upperBound  VectorDouble
The upper bounds.

Return Value

QuadraticGradientProjectionSearchGradientProjectionResult
The gradient projection result.
See Also