ConjugateGradientMinimizer Class

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

Inheritance Hierarchy

SystemObject
CenterSpace.NMath.CoreMinimizerBase
CenterSpace.NMath.CoreConjugateGradientMinimizer

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.3

Syntax

C++

Copy

[SerializableAttribute]
public class ConjugateGradientMinimizer : MinimizerBase, 
	IMultiVariableDMinimizer, ICloneable

<SerializableAttribute>
Public Class ConjugateGradientMinimizer
	Inherits MinimizerBase
	Implements IMultiVariableDMinimizer, ICloneable

[SerializableAttribute]
public ref class ConjugateGradientMinimizer : public MinimizerBase, 
	IMultiVariableDMinimizer, ICloneable

[<SerializableAttribute>]
type ConjugateGradientMinimizer =  
    class
        inherit MinimizerBase
        interface IMultiVariableDMinimizer
        interface ICloneable
    end

The ConjugateGradientMinimizer type exposes the following members.

Constructors

	Name	Description
	ConjugateGradientMinimizer	Default constructor.
	ConjugateGradientMinimizer(Double)	Constructs a ConjugateGradientMinimizer instance with the given error tolerance.
	ConjugateGradientMinimizer(Int32)	Constructs a ConjugateGradientMinimizer instance with the given maximum number of iterations.
	ConjugateGradientMinimizer(Double, Int32)	Constructs a ConjugateGradientMinimizer instance with the given maximum number of iterations.

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Properties

	Name	Description
	Error	Gets the error associated with the mimimum just computed. (Inherited from MinimizerBase.)
	Iterations	Gets the number of iterations used in the estimate of the mimimum just computed. (Inherited from MinimizerBase.)
	MaxIterations	Gets and sets the maximum number of iterations used in computing minima estimates. (Inherited from MinimizerBase.)
	MaxIterationsMet	Returns true if the minimum just computed stopped because the maximum number of iterations was reached; otherwise, false. (Inherited from MinimizerBase.)
	Tolerance	Gets and sets the error tolerance used in computing minima estimates. (Inherited from MinimizerBase.)
	ToleranceMet	Returns true if the minimum just computed stopped because the error tolerance was reached; otherwise, false. (Inherited from MinimizerBase.)

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Methods

	Name	Description
	Clone	Creates a deep copy of self. (Overrides MinimizerBaseClone.)
	Minimize(DoubleFunctional, DoubleVector)	Minimizes the given function near the given starting point.
	Minimize(MultiVariableFunction, MultiVariableFunction, DoubleVector)	Obsolete. Minimizes the given function near the given starting point, using the given array of partial derivatives.

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Fields

	Name	Description
	error_	The current error. (Inherited from MinimizerBase.)
	iter_	The current number of iterations performed. (Inherited from MinimizerBase.)
	max_	The maximum number of iterations. (Inherited from MinimizerBase.)
	tolerance_	The error tolerance. (Inherited from MinimizerBase.)

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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.

Reference

CenterSpace.NMath.Core Namespace