LimitedMemoryBfgsMinimizer Class

Limited Memory version of Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm

Inheritance Hierarchy

SystemObject
Altaxo.Calc.OptimizationMinimizerBase
Altaxo.Calc.OptimizationLimitedMemoryBfgsMinimizer

Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)

Syntax

public class LimitedMemoryBfgsMinimizer : MinimizerBase, 
	IUnconstrainedMinimizer

The LimitedMemoryBfgsMinimizer type exposes the following members.

Constructors

	Name	Description
	LimitedMemoryBfgsMinimizer	Creates an L-BFGS minimizer.

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)
	Memory	Gets or sets the number of gradient and step pairs retained in memory.
	ParameterTolerance	Gets or sets the stopping threshold for parameter changes. (Inherited from MinimizerBase)

Methods

	Name	Description
	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. (Inherited from MinimizerBase)
	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)