SparseNlpCurvature 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 SparseNlpCurvature

Members

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

See Also