BFGS Class

Implements Broyden-Fletcher-Goldfarb-Shanno quaisi-Newton algorithm.

Inheritance Hierarchy

SystemObject
FinMath.NumericalOptimization.UnconstrainedQuasiNewton
FinMath.NumericalOptimization.UnconstrainedBFGS

Namespace: FinMath.NumericalOptimization.Unconstrained
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public class BFGS : QuasiNewton

The BFGS type exposes the following members.

Constructors

	Name	Description
	BFGS(Int32, QuasiNewtonFunctionDelegate, QuasiNewtonGradientDelegate)	Initializes a new instance of BFGS optimization algorithm.
	BFGS(Int32, QuasiNewtonFunctionDelegate, QuasiNewtonGradientDelegate, LineSearch)	Initializes a new instance of BFGS optimization algorithm.

Properties

	Name	Description
	ArgumentTolerance	Termination tolerance on position change, a positive scalar. (Inherited from QuasiNewton.)
	FunctionTolerance	Termination tolerance on the function value, a positive scalar. (Inherited from QuasiNewton.)
	HessianResetPeriod	The period for resetting inverse Hessian to identity matrix. (Inherited from QuasiNewton.)
	IterationsDone	The number of iterations that was done. (Inherited from QuasiNewton.)
	IterationsLimit	The maximum number of iterations to do. (Inherited from QuasiNewton.)
	MinimumPoint	The found minimum point. (Inherited from QuasiNewton.)
	Status	The status of algorithm termination. (Inherited from QuasiNewton.)

Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	Minimize	Runs the optimization algorithm with zero starting point. (Inherited from QuasiNewton.)
	Minimize(Vector)	Runs the optimization algorithm with specified starting point. (Inherited from QuasiNewton.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)