QuasiNewton Class

Represents base class for all quasi-Newton optimization algorithms.

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 abstract class QuasiNewton

The QuasiNewton type exposes the following members.

Properties

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

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.
	Minimize(Vector)	Runs the optimization algorithm with specified starting point.
	ToString	Returns a string that represents the current object. (Inherited from Object.)