ILNumerics Ultimate VS

HessianUpdateMethod Enumeration

ILNumerics Ultimate VS Documentation
ILNumerics - Technical Application Development
List of updating schemes for the Hessian matrix.

[ILNumerics Optimization Toolbox]

Namespace:  ILNumerics.Toolboxes
Assembly:  ILNumerics.Toolboxes.Optimization (in ILNumerics.Toolboxes.Optimization.dll) Version: 5.5.0.0 (5.5.7503.3146)
Syntax
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public enum HessianUpdateMethod
Members
  Member nameValueDescription
BFGS0 Use BFGS method for updating the Hessian approximation.
FiniteDiff1 Use a rather precise finite differences approach for updating the Hessian matrix.
LBFGS2 Use the Low memory BFGS to update the Hessian matrix.
Remarks

[ILNumerics Optimization Toolbox]

See Also

Reference

ILNumerics.Toolboxes Namespace