BFGS Constructor (Int32, QuasiNewton.FunctionDelegate, QuasiNewton.GradientDelegate)

Initializes a new instance of BFGS optimization algorithm.

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

Syntax

public BFGS(
	int dimension,
	QuasiNewton.FunctionDelegate function,
	QuasiNewton.GradientDelegate gradient
)

dimension: Type: System.Int32
The dimension of the objective function domain.
function: Type: FinMath.NumericalOptimization.Unconstrained.QuasiNewton.FunctionDelegate
The delegate to the function that computes the objective value.
gradient: Type: FinMath.NumericalOptimization.Unconstrained.QuasiNewton.GradientDelegate
The delegate to the function that computes thes objective gradient.

BFGS Constructor (Int32, QuasiNewton.AddLanguageSpecificTextSet("LST997DC7C3_0?cpp=::|nu=.");FunctionDelegate, QuasiNewton.AddLanguageSpecificTextSet("LST997DC7C3_1?cpp=::|nu=.");GradientDelegate)