Bfgs |
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 HierarchySystemObject
Altaxo.Calc.OptimizationMinimizerBase
Altaxo.Calc.OptimizationBfgsMinimizerBase
Altaxo.Calc.OptimizationBfgsBMinimizer
Altaxo.Calc.OptimizationMinimizerBase
Altaxo.Calc.OptimizationBfgsMinimizerBase
Altaxo.Calc.OptimizationBfgsBMinimizer
Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
SyntaxC#
public class BfgsBMinimizer : BfgsMinimizerBase
The BfgsBMinimizer type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | BfgsBMinimizer | Initializes a new instance of the BfgsBMinimizer class. |
Properties| Name | Description | |
|---|---|---|
 | FunctionProgressTolerance |
Gets or sets the stopping threshold for objective progress.
(Inherited from MinimizerBase) |
| GradientTolerance |
Gets or sets the stopping threshold for the gradient norm.
(Inherited from MinimizerBase) |
| MaximumIterations |
Gets or sets the maximum number of iterations.
(Inherited from MinimizerBase) |
| ParameterTolerance |
Gets or sets the stopping threshold for parameter changes.
(Inherited from MinimizerBase) |
Methods| Name | Description | |
|---|---|---|
 | CalculateSearchDirection |
Calculates the next search direction.
(Overrides BfgsMinimizerBaseCalculateSearchDirection(MatrixDouble, Double, Double, IObjectiveFunction, IObjectiveFunction, VectorDouble)) |
| DoBfgsUpdate |
Executes the repeated BFGS update loop.
(Inherited from BfgsMinimizerBase) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| ExitCriteriaSatisfied |
Evaluates whether the minimizer exit criteria are satisfied.
(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 |
Gets the projected gradient component for a parameter.
(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 |
Validates the objective value and gradient for finiteness.
(Inherited from MinimizerBase) |
See Also