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  • Extreme.Mathematics.Optimization
    • BoundedQuasiNewtonOptimizer Class
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    • TrustRegionReflectiveOptimizer Class
  • TrustRegionReflectiveOptimizer Class
    • TrustRegionReflectiveOptimizer Constructor
    • TrustRegionReflectiveOptimizer Properties
    • TrustRegionReflectiveOptimizer Methods

TrustRegionReflectiveOptimizer Class

Extreme Optimization Numerical Libraries for .NET Professional
Implements the Levenberg-Marquardt algorithm for non-linear least-squares.
Inheritance Hierarchy

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

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

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public sealed class TrustRegionReflectiveOptimizer : LeastSquaresOptimizer
Public NotInheritable Class TrustRegionReflectiveOptimizer
	Inherits LeastSquaresOptimizer
public ref class TrustRegionReflectiveOptimizer sealed : public LeastSquaresOptimizer
[<SealedAttribute>]
type TrustRegionReflectiveOptimizer =  
    class
        inherit LeastSquaresOptimizer
    end

The TrustRegionReflectiveOptimizer type exposes the following members.

Constructors

  NameDescription
Public methodTrustRegionReflectiveOptimizer
Constructs a new TrustRegionReflectiveOptimizer 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.
(Inherited from LeastSquaresOptimizer.)
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.)
Public propertyExtremum Obsolete.
Gets or sets the current best approximation to the extremum.
(Inherited from LeastSquaresOptimizer.)
Public propertyGradientTest
Gets the VectorConvergenceTestT that uses the gradient of the objective function.
(Inherited from LeastSquaresOptimizer.)
Public propertyGradientVector
Gets or sets the current value of the gradient.
(Inherited from LeastSquaresOptimizer.)
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.
(Inherited from LeastSquaresOptimizer.)
Public propertyInitialTrustRegionSize
Gets or sets the initial size of the trust region.
(Inherited from LeastSquaresOptimizer.)
Public propertyIterationsNeeded
Gets the number of iterations needed by the algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyJacobianEvaluationsNeeded
Gets or sets the number of times the Jacobian was evaluated.
(Inherited from LeastSquaresOptimizer.)
Public propertyJacobianFunction
Gets or sets a delegate that computes the Jacobian of the problem.
(Inherited from LeastSquaresOptimizer.)
Public propertyLowerBounds
Gets or sets the vector of lower bounds for the solution.
(Inherited from LeastSquaresOptimizer.)
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.
(Inherited from LeastSquaresOptimizer.)
Public propertyMinimumValue
Gets or sets the current value of the objective function.
(Inherited from LeastSquaresOptimizer.)
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.
(Inherited from LeastSquaresOptimizer.)
Public propertyObjectiveFunction
Gets or sets a delegate that computes the function values of the problem.
(Inherited from LeastSquaresOptimizer.)
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.
(Inherited from LeastSquaresOptimizer.)
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.
(Inherited from LeastSquaresOptimizer.)
Public propertyValueAtExtremum Obsolete.
Gets or sets the current value of the objective function.
(Inherited from LeastSquaresOptimizer.)
Public propertyValueTest
Gets the SimpleConvergenceTestT that uses the value of the target functions.
(Inherited from LeastSquaresOptimizer.)
Public propertyVarianceCovarianceMatrix
Gets the variance-covariance matrix of the solution.
(Inherited from LeastSquaresOptimizer.)
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Methods

  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodFindMinimum
Runs the Levenberg-Marquardt algorithm and returns the result.
(Inherited from LeastSquaresOptimizer.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodSetSymbolicObjectiveFunction(ExpressionFuncVectorDouble, Double)
Sets the objective function as a list of symbolic expressions.
(Inherited from LeastSquaresOptimizer.)
Public methodSetSymbolicObjectiveFunction(IListExpressionFuncVectorDouble, Double)
Sets the objective function as a list of symbolic expressions.
(Inherited from LeastSquaresOptimizer.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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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.

See Also

Reference

Extreme.Mathematics.Optimization Namespace
Extreme.Mathematics.OptimizationLeastSquaresOptimizer
Extreme.Mathematics.OptimizationLevenbergMarquardtOptimizer

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