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    • BoundedQuasiNewtonOptimizer Class
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    • PowellOptimizer Class
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    • QuasiNewtonOptimizer Class
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  • LeastSquaresOptimizer Class
    • LeastSquaresOptimizer Constructor
    • Properties
    • Methods

LeastSquaresOptimizer Class

Extreme Optimization Numerical Libraries for .NET Professional
Represents an algorithm that minimizes a sum of squares.
Inheritance Hierarchy

SystemObject
  Extreme.Mathematics.AlgorithmsManagedIterativeAlgorithmVectorDouble, Double, SolutionReportVectorDouble, Double
    Extreme.Mathematics.AlgorithmsManagedIterativeAlgorithmVectorDouble
      Extreme.Mathematics.OptimizationLeastSquaresOptimizer
        Extreme.Mathematics.OptimizationLevenbergMarquardtOptimizer
        Extreme.Mathematics.OptimizationTrustRegionReflectiveOptimizer

Namespace:  Extreme.Mathematics.Optimization
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

C#
VB
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public abstract class LeastSquaresOptimizer : ManagedIterativeAlgorithm<Vector<double>>
Public MustInherit Class LeastSquaresOptimizer
	Inherits ManagedIterativeAlgorithm(Of Vector(Of Double))
public ref class LeastSquaresOptimizer abstract : public ManagedIterativeAlgorithm<Vector<double>^>
[<AbstractClassAttribute>]
type LeastSquaresOptimizer =  
    class
        inherit ManagedIterativeAlgorithm<Vector<float>>
    end

The LeastSquaresOptimizer type exposes the following members.

Constructors

  NameDescription
Public methodLeastSquaresOptimizer
Constructs a new LeastSquaresOptimizer object.
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Properties

  NameDescription
Public propertyConvergenceTests
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyDimensions
Gets or sets the number of dimensions of the optimization problem.
Public propertyEstimatedError
Gets a value indicating the size of the absolute error of the result.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyEvaluationsNeeded
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyEvaluationsRemaining
Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyExtremum Obsolete.
Gets or sets the current best approximation to the extremum.
Public propertyGradientTest
Gets the VectorConvergenceTestT that uses the gradient of the objective function.
Public propertyGradientVector
Gets or sets the current value of the gradient.
Public propertyHasSharedDegreeOfParallelism
Indicates whether the degree of parallelism is a property that is shared across instances.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyInitialGuess
Gets or sets the initial value for the iteration.
Public propertyInitialTrustRegionSize
Gets or sets the initial size of the trust region.
Public propertyIterationsNeeded
Gets the number of iterations needed by the algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyIterationsRemaining
Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyJacobianEvaluationsNeeded
Gets or sets the number of times the Jacobian was evaluated.
Public propertyJacobianFunction
Gets or sets a delegate that computes the Jacobian of the problem.
Protected propertyLastCorrection
Gets the last correction to the solution of the system of equations.
Public propertyLowerBounds
Gets or sets the vector of lower bounds for the solution.
Public propertyMaxDegreeOfParallelism
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMaxEvaluations
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMaxIterations
Gets or sets the maximum number of iterations to use when approximating the roots of the target function.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMinimum
Gets or sets the current best approximation to the minimum.
Public propertyMinimumValue
Gets or sets the current value of the objective function.
Public propertyMinIterations
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyNumberOfFunctions
Gets or sets the number of functions in the problem.
Public propertyObjectiveFunction
Gets or sets a delegate that computes the function values of the problem.
Public propertyParallelOptions
Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyResult
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertySolutionReport
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertySolutionTest
Gets the VectorConvergenceTestT that uses the approximate solution.
Public propertyStatus
Gets the AlgorithmStatus following an execution of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyThrowExceptionOnFailure
Gets or sets a value indicating whether to throw an exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyUpperBounds
Gets or sets the upper bounds for the solution.
Public propertyValueAtExtremum Obsolete.
Gets or sets the current value of the objective function.
Public propertyValueTest
Gets the SimpleConvergenceTestT that uses the value of the target functions.
Public propertyVarianceCovarianceMatrix
Gets the variance-covariance matrix of the solution.
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Methods

  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodFindMinimum
Runs the Levenberg-Marquardt algorithm and returns the result.
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodGetVarianceCovarianceMatrix
Computes the variance-covariance matrix of the solution.
Protected methodIncrementEvaluations
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIncrementEvaluations(Int32)
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIterate
Performs one iteration of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIterated
Performs tasks after the iteration is completed, but before the status of the algorithm is finalized.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnConvergence
Performs any tasks after the main algorithm has converged.
(Overrides ManagedIterativeAlgorithmT, TError, TReportOnConvergence.)
Protected methodOnFailure
Performs any tasks after the main algorithm has failed to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodOnInit
Performs initialization before the first iteration.
(Overrides ManagedIterativeAlgorithmT, TError, TReportOnInit.)
Protected methodReportFailure
Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodReportResult
Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodReportSuccess
Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodResetEvaluations
Resets the number of evaluations to zero.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodRestart
Prepares the algorithm to be run again with possibly different inputs.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodRun
Runs the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodRun(ParallelOptions)
Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodSetMinimumValue
Sets the value of the objective function at the minimum to the supplied value.
Protected methodSetResult
Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public methodSetSymbolicObjectiveFunction(ExpressionFuncVectorDouble, Double)
Sets the objective function as a list of symbolic expressions.
Public methodSetSymbolicObjectiveFunction(IListExpressionFuncVectorDouble, Double)
Sets the objective function as a list of symbolic expressions.
Protected methodTestConvergence
Checks whether the algorithm has converged.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThreadSafeIncrementEvaluations
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThreadSafeIncrementEvaluations(Int32)
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThrowConvergenceException
Interprets the AlgorithmStatus and throws the appropriate exception.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Remarks

The LeastSquaresOptimizer class serves as the abstract base class for implementations of nonlinear least squares optimizers. This class cannot be instantiated. Instead, use one of its inherited classes:

ClassDescription
LevenbergMarquardtOptimizerRepresents an optimizer that implements the Levenberg-Marquardt algorithm.
TrustRegionReflectiveOptimizerRepresents an optimizer that uses the Trust Region Reflective algorithm.

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.

See Also

Reference

Extreme.Mathematics.Optimization Namespace

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