Namespace: DotNumerics.Optimization.LBFGSBAssembly: DWSIM.MathOps.DotNumerics (in DWSIM.MathOps.DotNumerics.dll) Version: 1.0.0.0 (1.0.0.0)
Syntax public void Run(
ref double STX,
ref double FX,
ref double DX,
ref double STY,
ref double FY,
ref double DY,
ref double STP,
double FP,
double DP,
ref bool BRACKT,
double STPMIN,
double STPMAX
)
Public Sub Run (
ByRef STX As Double,
ByRef FX As Double,
ByRef DX As Double,
ByRef STY As Double,
ByRef FY As Double,
ByRef DY As Double,
ByRef STP As Double,
FP As Double,
DP As Double,
ByRef BRACKT As Boolean,
STPMIN As Double,
STPMAX As Double
)
Request Example
View SourceParameters
- STX Double
-
is a double precision variable.
On entry stx is the best step obtained so far and is an
endpoint of the interval that contains the minimizer.
On exit stx is the updated best step.
- FX Double
-
is a double precision variable.
On entry fx is the function at stx.
On exit fx is the function at stx.
- DX Double
-
is a double precision variable.
On entry dx is the derivative of the function at
stx. The derivative must be negative in the direction of
the step, that is, dx and stp - stx must have opposite
signs.
On exit dx is the derivative of the function at stx.
- STY Double
-
is a double precision variable.
On entry sty is the second endpoint of the interval that
contains the minimizer.
On exit sty is the updated endpoint of the interval that
contains the minimizer.
- FY Double
-
is a double precision variable.
On entry fy is the function at sty.
On exit fy is the function at sty.
- DY Double
-
is a double precision variable.
On entry dy is the derivative of the function at sty.
On exit dy is the derivative of the function at the exit sty.
- STP Double
-
is a double precision variable.
On entry stp is the current step. If brackt is set to .true.
then on input stp must be between stx and sty.
On exit stp is a new trial step.
- FP Double
-
is a double precision variable.
On entry fp is the function at stp
On exit fp is unchanged.
- DP Double
-
is a double precision variable.
On entry dp is the the derivative of the function at stp.
On exit dp is unchanged.
- BRACKT Boolean
-
is an logical variable.
On entry brackt specifies if a minimizer has been bracketed.
Initially brackt must be set to .false.
On exit brackt specifies if a minimizer has been bracketed.
When a minimizer is bracketed brackt is set to .true.
- STPMIN Double
-
is a double precision variable.
On entry stpmin is a lower bound for the step.
On exit stpmin is unchanged.
- STPMAX Double
-
is a double precision variable.
On entry stpmax is an upper bound for the step.
On exit stpmax is unchanged.
See Also