Class ConjugateGradientMinimizer minimizes a multivariable function using the Polak-Ribiere variant of the Fletcher-Reeves conjugate gradient method.

Namespace:  CenterSpace.NMath.Analysis
Assembly:  NMath (in NMath.dll) Version: 5.1.0.0

Syntax

C#
[SerializableAttribute]
public class ConjugateGradientMinimizer : MinimizerBase, 
	IMultiVariableDMinimizer, ICloneable
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class ConjugateGradientMinimizer _
	Inherits MinimizerBase _
	Implements IMultiVariableDMinimizer, ICloneable
Visual C++
[SerializableAttribute]
public ref class ConjugateGradientMinimizer : public MinimizerBase, 
	IMultiVariableDMinimizer, ICloneable

Remarks

Gradients are calculated using the partial derivatives then chosen based on a direction that is conjugate to the old gradient and, insofar as possible, to all previous directions traversed.
Iteration stops when either the estimated error is less than a specified error tolerance, or a specified maximum number of iterations is reached.

Inheritance Hierarchy

System..::.Object
  CenterSpace.NMath.Analysis..::.MinimizerBase
    CenterSpace.NMath.Analysis..::.ConjugateGradientMinimizer

See Also