Sparse Curvature Method Enumeration
Specifies the curvature used by sparse nonlinear optimization.
Definition
Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public enum SparseCurvatureMethodMembers
| Automatic | 0 | Uses a supplied Hessian matrix, numerical recovery from a matrix template, or limited-memory BFGS, in that order. |
| Supplied | 1 | Requires a Lagrangian Hessian matrix supplied through Hessian. |
| Numerical | 2 | Recovers sparse Lagrangian curvature by differencing first derivatives using a supplied pattern. |
| LimitedMemoryBfgs | 3 | Builds a compact BFGS approximation without storing a dense Hessian. |