BroydenFletcherGoldfarbShannoOrthantwiseC Property

public double OrthantwiseC { get; set; }

Public Property OrthantwiseC As Double
	Get
	Set

Property Value

This parameter should be set to zero for standard minimization problems. Setting this parameter to a positive value activates Orthant-Wise Limited-memory Quasi-Newton (OWL-QN) method, which minimizes the objective function F(x) combined with the L1 norm |x| of the variables, {F(x) + C |x|}. This parameter is the coefficient for the |x|, i.e., C.

As the L1 norm |x| is not differentiable at zero, the library modifies function and gradient evaluations from a client program suitably; a client program thus have only to return the function value F(x) and gradients G(x) as usual. The default value is zero.

Reference