BfgsBMinimizer Class

Broyden–Fletcher–Goldfarb–Shanno Bounded (BFGS-B) algorithm is an iterative method for solving box-constrained nonlinear optimization problems http://www.ece.northwestern.edu/~nocedal/PSfiles/limited.ps.gz

Inheritance Hierarchy

SystemObject
  Altaxo.Calc.OptimizationMinimizerBase
    Altaxo.Calc.OptimizationBfgsMinimizerBase
      Altaxo.Calc.OptimizationBfgsBMinimizer

Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)

Syntax

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public class BfgsBMinimizer : BfgsMinimizerBase

The BfgsBMinimizer type exposes the following members.

Constructors

	Name	Description
	BfgsBMinimizer	Initializes a new instance of the BfgsBMinimizer class

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Properties

	Name	Description
	FunctionProgressTolerance	(Inherited from MinimizerBase)
	GradientTolerance	(Inherited from MinimizerBase)
	MaximumIterations	(Inherited from MinimizerBase)
	ParameterTolerance	(Inherited from MinimizerBase)

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Methods

	Name	Description
	CalculateSearchDirection	(Overrides BfgsMinimizerBaseCalculateSearchDirection(MatrixDouble, Double, Double, IObjectiveFunction, IObjectiveFunction, VectorDouble))
	DoBfgsUpdate	(Inherited from BfgsMinimizerBase)
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object)
	ExitCriteriaSatisfied	(Inherited from MinimizerBase)
	Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object)
	FindMinimum	Find the minimum of the objective function given lower and upper bounds
	GetHashCode	Serves as the default hash function. (Inherited from Object)
	GetProjectedGradient	(Overrides MinimizerBaseGetProjectedGradient(IObjectiveFunctionEvaluation, Int32))
	GetType	Gets the Type of the current instance. (Inherited from Object)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object)
	ToString	Returns a string that represents the current object. (Inherited from Object)
	ValidateGradientAndObjective	(Inherited from MinimizerBase)

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Reference

Altaxo.Calc.Optimization Namespace