BfgsSolver Class

Broyden-Fletcher-Goldfarb-Shanno solver for finding function minima See http://en.wikipedia.org/wiki/Broyden%E2%80%93Fletcher%E2%80%93Goldfarb%E2%80%93Shanno_algorithm Inspired by implementation: https://github.com/PatWie/CppNumericalSolvers/blob/master/src/BfgsSolver.cpp

Inheritance Hierarchy

SystemObject
Altaxo.Calc.OptimizationBfgsSolver

Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3261.0 (4.8.3261.0)

Syntax

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public static class BfgsSolver

The BfgsSolver type exposes the following members.

Methods

	Name	Description
	Solve	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

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Reference

Altaxo.Calc.Optimization Namespace