Trust Region Reflective Optimizer Class
Definition
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
public sealed class TrustRegionReflectiveOptimizer : LeastSquaresOptimizer
- Inheritance
- Object → ManagedIterativeAlgorithm<Vector<Double>, Double, SolutionReport<Vector<Double>, Double>> → ManagedIterativeAlgorithm<Vector<Double>> → LeastSquaresOptimizer → TrustRegionReflectiveOptimizer
Remarks
Use the TrustRegionReflectiveOptimizer class to optimize a function that is a sum or weighted sum of squares of functions. This optimizer tends to work somewhat better than the LevenbergMarquardtOptimizer class when the problem is bounded.
The TrustRegionReflectiveOptimizer class inherits from the LeastSquaresOptimizer class.
To verify that the algorithm terminated normally, you can inspect the Status property, which is of type AlgorithmStatus. A value of Converged indicates that the algorithm terminated normally. However, it is still possible that the algorithm didn't converge to the actual best fit. A visual inspection is always recommended.
Constructors
Trust | Constructs a new TrustRegionReflectiveOptimizer object. |
Properties
Convergence |
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Dimensions |
Gets or sets the number of dimensions of the optimization problem.
(Inherited from LeastSquaresOptimizer) |
Estimated |
Gets a value indicating the size of the absolute
error of the result.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Evaluations |
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Gradient |
Gets the VectorConvergenceTest<T> that uses the gradient of the objective function.
(Inherited from LeastSquaresOptimizer) |
Gradient |
Gets or sets the current value of the gradient.
(Inherited from LeastSquaresOptimizer) |
Has |
Indicates whether the degree of parallelism is a property that is shared
across instances.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Initial |
Gets or sets the initial value for the iteration.
(Inherited from LeastSquaresOptimizer) |
Initial |
Gets or sets the initial size of the trust region.
(Inherited from LeastSquaresOptimizer) |
Iterations |
Gets the number of iterations needed by the
algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Jacobian |
Gets or sets the number of times the Jacobian was evaluated.
(Inherited from LeastSquaresOptimizer) |
Jacobian |
Gets or sets a delegate that computes the Jacobian of the problem.
(Inherited from LeastSquaresOptimizer) |
Lower |
Gets or sets the vector of lower bounds for the solution.
(Inherited from LeastSquaresOptimizer) |
Max |
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Max |
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Max | Gets or sets the maximum number of iterations
to use when approximating the roots of the target
function.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Minimum |
Gets or sets the current best approximation to the minimum.
(Inherited from LeastSquaresOptimizer) |
Minimum |
Gets or sets the current value of the objective function.
(Inherited from LeastSquaresOptimizer) |
Min |
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Number |
Gets or sets the number of functions in the problem.
(Inherited from LeastSquaresOptimizer) |
Objective |
Gets or sets a delegate that computes the function values of the problem.
(Inherited from LeastSquaresOptimizer) |
Parallel |
Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Result |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Solution |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Solution |
Gets the VectorConvergenceTest<T> that uses the approximate solution.
(Inherited from LeastSquaresOptimizer) |
Status |
Gets the AlgorithmStatus following
an execution of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Throw |
Gets or sets whether to throw an
exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Upper |
Gets or sets the upper bounds for the solution.
(Inherited from LeastSquaresOptimizer) |
Value |
Gets the SimpleConvergenceTest<T> that uses the value of the target functions.
(Inherited from LeastSquaresOptimizer) |
Variance |
Gets the variance-covariance matrix of the solution.
(Inherited from LeastSquaresOptimizer) |
Methods
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Find |
Runs the Levenberg-Marquardt algorithm and returns the result.
(Inherited from LeastSquaresOptimizer) |
Get | Serves as the default hash function. (Inherited from Object) |
Get | Gets the Type of the current instance. (Inherited from Object) |
Set |
Sets the objective function as a list of symbolic expressions.
(Inherited from LeastSquaresOptimizer) |
Set |
Sets the objective function as a list of symbolic expressions.
(Inherited from LeastSquaresOptimizer) |
ToString | Returns a string that represents the current object. (Inherited from Object) |