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BroydenFletcherGoldfarbShannoEpsilon Property

Epsilon for convergence test.

Namespace:  Accord.Math.Optimization
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax
public double Epsilon { get; set; }
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Property Value

Type: Double
Remarks

This parameter determines the accuracy with which the solution is to be found. A minimization terminates when

||g|| < epsilon * max(1, ||x||),

where ||.|| denotes the Euclidean (L2) norm. The default value is 1e-5.

See Also