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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
)
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Parameters

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.
See Also