NewtonPreconditioningMethod Enumeration

Specifies how Newton conjugate-gradient steps are preconditioned.

Definition

Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0

public enum NewtonPreconditioningMethod

Visual Basic

Public Enumeration NewtonPreconditioningMethod

C++/CLI

public enum class NewtonPreconditioningMethod

type NewtonPreconditioningMethod

Preconditioning makes the inner linear solve easier without changing the objective.

Automatic	0	Uses incomplete Cholesky for a sparse Hessian matrix, an available diagonal, or limited-memory history, in that order.
None	1	Uses no preconditioner.
Diagonal	2	Uses the magnitude of a supplied or recovered Hessian diagonal.
LimitedMemoryBfgs	3	Uses inverse BFGS updates from accepted gradients.
IncompleteCholesky	4	Uses incomplete Cholesky on the sparse Hessian pattern.
ModifiedIncompleteCholesky	5	Uses modified incomplete Cholesky restricted to the current free variables.