ConjugateGradient Type

Nonlinear Preconditioned Conjugate Gradient Method

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Adopted to Altaxo (c) 2005 Dr. Dirk Lellinger.

Constructors

Constructor Description

ConjugateGradient(costfunction)

Full Usage: ConjugateGradient(costfunction)

Parameters:
    costfunction : CostFunction - Nonlinear cost function to minimize.

Constructor for Conjugate Gradient Method. The constructor specifies the costfunction and optionally user specified ending criteria and line search methods.

This class began as a port of CG+ by Guanghui Lui, Jorge Nocedal and Richard Waltz to C#

costfunction : CostFunction

Nonlinear cost function to minimize.

ConjugateGradient(costfunction, endcriteria)

Full Usage: ConjugateGradient(costfunction, endcriteria)

Parameters:
    costfunction : CostFunction - Nonlinear cost function to minimize.
    endcriteria : EndCriteria - User specified ending criteria.

Constructor for Conjugate Gradient Method. The constructor specifies the costfunction and optionally user specified ending criteria and line search methods.

costfunction : CostFunction

Nonlinear cost function to minimize.

endcriteria : EndCriteria

User specified ending criteria.

ConjugateGradient(costfunction, endcriteria, lsm)

Full Usage: ConjugateGradient(costfunction, endcriteria, lsm)

Parameters:
    costfunction : CostFunction - Nonlinear cost function to minimize.
    endcriteria : EndCriteria - User specified ending criteria.
    lsm : LineSearchMethod - User specified line search method, defaults to Secant line search method

Constructor for Conjugate Gradient Method. The constructor specifies the costfunction and optionally user specified ending criteria and line search methods.

costfunction : CostFunction

Nonlinear cost function to minimize.

endcriteria : EndCriteria

User specified ending criteria.

lsm : LineSearchMethod

User specified line search method, defaults to Secant line search method

Instance members

Instance member Description

this.InitializeMethod

Full Usage: this.InitializeMethod

Parameters:
Modifiers: abstract

Initialize the optimization method

The use of this function is intended for testing/debugging purposes only

initialvector : DoubleVector

this.IterateMethod

Full Usage: this.IterateMethod

Modifiers: abstract

Perform a single iteration of the optimization method

The use of this function is intended for testing/debugging purposes only

this.MethodName

Full Usage: this.MethodName

Returns: string
Modifiers: abstract

Method Name

Returns: string

this.RestartCount

Full Usage: this.RestartCount

Number of iterations between restarts. Must be a non-negative number. If 0 is specified then the number of iterations between restart is the number of variables