BFGS Constructor (Int32, QuasiNewtonFunctionDelegate, QuasiNewtonGradientDelegate, LineSearch)

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,
	QuasiNewtonFunctionDelegate function,
	QuasiNewtonGradientDelegate gradient,
	LineSearch search
)

dimension: Type: SystemInt32
The dimension of the objective function domain.
function: Type: FinMath.NumericalOptimization.UnconstrainedQuasiNewtonFunctionDelegate
The delegate to the function that computes the objective value.
gradient: Type: FinMath.NumericalOptimization.UnconstrainedQuasiNewtonGradientDelegate
The delegate to the function that computes thes objective gradient.
search: Type: FinMath.NumericalOptimization.UnconstrainedLineSearch
Line search method to use.

BFGS Constructor (Int32, QuasiNewtonAddLanguageSpecificTextSet("LST282FABC4_0?cpp=::|nu=.");FunctionDelegate, QuasiNewtonAddLanguageSpecificTextSet("LST282FABC4_1?cpp=::|nu=.");GradientDelegate, LineSearch)