IGradientOptimizationMethod Interface

Common interface for function optimization methods which depend on having both an objective function and a gradient function definition available.

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

Syntax

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public interface IGradientOptimizationMethod : IOptimizationMethod, 
	IOptimizationMethod<double[], double>, IGradientOptimizationMethod<double[], double>, 
	IFunctionOptimizationMethod<double[], double>

Public Interface IGradientOptimizationMethod
	Inherits IOptimizationMethod, IOptimizationMethod(Of Double(), Double), 
	IGradientOptimizationMethod(Of Double(), Double), IFunctionOptimizationMethod(Of Double(), Double)

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The IGradientOptimizationMethod type exposes the following members.

Properties

	Name	Description
	Function	Gets or sets the function to be optimized. (Inherited from IFunctionOptimizationMethod<TInput, TOutput>.)
	Gradient	Gets or sets a function returning the gradient vector of the function to be optimized for a given value of its free parameters. (Inherited from IGradientOptimizationMethod<TInput, TOutput>.)
	NumberOfVariables	Gets the number of variables (free parameters) in the optimization problem. (Inherited from IOptimizationMethod<TInput, TOutput>.)
	Solution	Gets the current solution found, the values of the parameters which optimizes the function. (Inherited from IOptimizationMethod<TInput, TOutput>.)
	Value	Gets the output of the function at the current Solution. (Inherited from IOptimizationMethod<TInput, TOutput>.)

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Methods

	Name	Description
	Maximize	Finds the maximum value of a function. The solution vector will be made available at the Solution property. (Inherited from IOptimizationMethod<TInput, TOutput>.)
	Minimize	Finds the minimum value of a function. The solution vector will be made available at the Solution property. (Inherited from IOptimizationMethod<TInput, TOutput>.)

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Reference

Accord.Math.Optimization Namespace

Accord.Math.Optimization.BroydenFletcherGoldfarbShanno

Accord.Math.Optimization.ConjugateGradient

Accord.Math.Optimization.ResilientBackpropagation