class BFGS : public LineSearchOptima

BFGS Quasi-Newton Optimization Method

Inheritance:

public members:

	BFGS ( LineSearch * ls, int iter , double tol , int verb) a constructor LineSearch * ls pointer to the line-search object. int iter Maximum number of iterations double tol minimum accepted gradient at optimum solution int verb vebose or quiet
	BFGS ( LineSearch * ls, int iter , double tol ) a constructor
Model <double>	optimizer ( Model <double>& model0) the BFGS search starting from model0, returns an optimum model
Model <long>	optimizer ( Model <long>& model0)
const char*	className () const

Inherited from LineSearchOptima:

public members:

virtual Model <double> optimizer( Model <double>&)

virtual Model <long> optimizer( Model <long>&)

const char* objName()

int numIterations()

int currentNumSearches()

int oneNumSearches(int i)

List <int> allNumSearches()

Inherited from NonQuadraticOptima:

Inherited from Optima:

protected members:

int iterMax

double tol

List <double>* residue

ObjectiveFunction * fp

int isVerbose

int isSuccess

List <double> appendResidue(double res)

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(c)opyright by Malte Zöckler, Roland Wunderling