Class VariableMetricMinimizer uses the Broyden-Fletcher-Goldfarb-Shanno variable metric algorithm to minimize multivariable functions.

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

Syntax

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

Remarks

Like conjugate gradient methods, variable metric methods calculate gradients using the partial derivatives, but storage is less efficient—order N^2 storage, versus order a few times N . However, variable metric methods predate conjugate gradient methods, and are still widely used.
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..::.VariableMetricMinimizer

See Also