FinMath.NumericalOptimization.Unconstrained Namespace |
Classes| Class | Description | |
|---|---|---|
 | BFGS |
Implements Broyden-Fletcher-Goldfarb-Shanno quaisi-Newton algorithm.
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| LineSearch |
Implements a line search method.
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| NewtonLineSearch |
Implements a line search method to be used with Newton optimization algorithm.
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| NonlinearLS |
Allows to solve nonlinear least squares problems using trust-region algorithm.
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| QuasiNewton |
Represents base class for all quasi-Newton optimization algorithms.
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| StrongWolfeLineSearch |
Searches for an optimal step length that satisfies strong Wolfe conditions.
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Delegates| Delegate | Description | |
|---|---|---|
 | LineSearchDerivativeDelegate |
Returns the derivative of the function at the specified position.
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| LineSearchFunctionDelegate |
Returns the value of the function at the specified position.
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| NonlinearLSFunctionDelegate |
The type of routine that computes the function's value.
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| NonlinearLSGradientDelegate |
The type of routine that computes the function's Jacobi matrix.
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| QuasiNewtonFunctionDelegate |
The type of the delegate to the function that computes the value of the objective function.
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| QuasiNewtonGradientDelegate |
The type of the delegate to the function that computes the gradient of the objective function.
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