SparseCurvatureMethod 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#
public enum SparseCurvatureMethod

Members

Automatic0Uses a supplied Hessian matrix, numerical recovery from a matrix template, or limited-memory BFGS, in that order.
Supplied1Requires a Lagrangian Hessian matrix supplied through Hessian.
Numerical2Recovers sparse Lagrangian curvature by differencing first derivatives using a supplied pattern.
LimitedMemoryBfgs3Builds a compact BFGS approximation without storing a dense Hessian.

See Also