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L_BFGS_B Class

Class used to minimizes a function of several variables by using Limited memory Broyden–Fletcher–Goldfarb–Shanno (L-BFGS) method. This class can be used for unconstrained and bounded constrained minimization.
Inheritance Hierarchy
SystemObject
  DotNumerics.OptimizationxMinimizationBase
    DotNumerics.OptimizationL_BFGS_B

Namespace: DotNumerics.Optimization
Assembly: DWSIM.MathOps.DotNumerics (in DWSIM.MathOps.DotNumerics.dll) Version: 1.0.0.0 (1.0.0.0)
Syntax
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public class L_BFGS_B : xMinimizationBase
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The L_BFGS_B type exposes the following members.

Constructors
 NameDescription
Public methodL_BFGS_B Initializes a new instance of the L_BFG_S class.
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Properties
 NameDescription
Public propertyAccuracyFactor Accuracy factor. The iteration will stop when (f^k - f^{k+1})/max{|f^k|,|f^{k+1}|,1} is least than AccuracyFactor*epsmch where epsmch is the machine precision. Typical values for AccuracyFactor: 1E12 for low accuracy; 1E7 for moderate accuracy; 1E1 for extremely high accuracy.
Public propertyFunEvaluations The number of function evaluations used to compute the minimum.
(Inherited from xMinimizationBase)
Public propertyMaxFunEvaluations Maximum number of function evaluations.
(Inherited from xMinimizationBase)
Public propertyTolerance Desired accuracy for the solution.
(Inherited from xMinimizationBase)
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Methods
 NameDescription
Public methodComputeMin(OptMultivariateFunction, OptMultivariateGradient, OptBoundVariable) Computes the minimum point of a function of several variables.
Public methodComputeMin(OptMultivariateFunction, OptMultivariateGradient, OptVariable) Computes the minimum point of a function of several variables.
Public methodComputeMin(OptMultivariateFunction, OptMultivariateGradient, Double) Computes the minimum point of a function of several variables.
Private methodGetVariables 
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Fields
 NameDescription
Private field_AccuracyFactor Accuracy factor
Private field_Driver 
Protected field_FreeVariables The initial guess .
(Inherited from xMinimizationBase)
Protected field_FunEvaluations The number of function evaluations used to compute the minimum.
(Inherited from xMinimizationBase)
Protected field_MaxFunEvaluations Maximum number of function evaluations.
(Inherited from xMinimizationBase)
Protected field_NumFreeVariables The number of variables.
(Inherited from xMinimizationBase)
Protected field_Tolerance Desired accuracy for the solution.
(Inherited from xMinimizationBase)
Protected field_Variables All the variables.
(Inherited from xMinimizationBase)
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Extension Methods
 NameDescription
Public Extension MethodGetEnumNames
(Defined by General)
Public Extension MethodIsValidDouble
(Defined by General)
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See Also