| ModifiedLevenbergMarquardtMinimizer Class |
Class for minimizing the L2 norm of a function using the a modified Levenberg Marquardt
algorithm.
Inheritance Hierarchy SystemObject CenterSpace.NMath.CoreModifiedLevenbergMarquardtMinimizer Namespace: CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 7.4
Syntax [SerializableAttribute]
public class ModifiedLevenbergMarquardtMinimizer : INonlinearLeastSqMinimizer,
ICloneable
<SerializableAttribute>
Public Class ModifiedLevenbergMarquardtMinimizer
Implements INonlinearLeastSqMinimizer, ICloneable
[SerializableAttribute]
public ref class ModifiedLevenbergMarquardtMinimizer : INonlinearLeastSqMinimizer,
ICloneable
[<SerializableAttribute>]
type ModifiedLevenbergMarquardtMinimizer =
class
interface INonlinearLeastSqMinimizer
interface ICloneable
end
The ModifiedLevenbergMarquardtMinimizer type exposes the following members.
Constructors Properties | Name | Description |
---|
| FinalResidual |
Gets the final L2 norm, or residual, of the function being minimized.
|
| GradientTolerance |
Gets and sets the gradient tolerance. Iteration will stop ||Jk'*Fk|| is less than gradientTolerance,
where Jk is value of the Jacobian at the kth iterate and Fk is the value of the objective
function at the kth iterate.
|
| InitialResidual |
Gets the residual associated with the starting point.
|
| Iterations |
Gets the number of iterations performed.
|
| MaxIterations |
Gets and sets the maximum number of iterations to perform.
|
| MaxIterationsMet |
Returns true if the minimum just computed stopped because the
maximum number of iterations was reached; otherwise, false.
|
TopMethods Fields Remarks
This is an implementaion of the algorithm described by Jinyan Fan in the paper:
MATHEMATICS OF COMPUTATION
Volume 81, Number 277, January 2012, Pages 447–466
S 0025-5718(2011)02496-8
THE MODIFIED LEVENBERG-MARQUARDT METHOD FOR
NONLINEAR EQUATIONS WITH CUBIC CONVERGENCE
See Also