BroydenFletcherGoldfarbShanno Constructor (Int32, FuncDouble, Double, FuncDouble, Double)

Creates a new instance of the L-BFGS optimization algorithm.

Namespace: Accord.Math.Optimization
Assembly: Accord.Math (in Accord.Math.dll) Version: 3.8.0

Syntax

public BroydenFletcherGoldfarbShanno(
	int numberOfVariables,
	Func<double[], double> function,
	Func<double[], double[]> gradient
)

Public Sub New ( 
	numberOfVariables As Integer,
	function As Func(Of Double(), Double),
	gradient As Func(Of Double(), Double())
)

numberOfVariables: Type: SystemInt32
The number of free parameters in the function to be optimized.
function: Type: SystemFuncDouble, Double
The function to be optimized.
gradient: Type: SystemFuncDouble, Double
The gradient of the function.