CompactQuasiNewtonSolverParams.IterationsToRemember Property
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Gets or sets the number of previous iterations to remember for the estimate of the Hessian matrix.
Namespace: Microsoft.SolverFoundation.Solvers
Assembly: Microsoft.Solver.Foundation (in Microsoft.Solver.Foundation.dll)
Syntax
'Declaration
Public Overridable Property IterationsToRemember As Integer
public virtual int IterationsToRemember { get; set; }
public:
virtual property int IterationsToRemember {
int get ();
void set (int value);
}
abstract IterationsToRemember : int with get, set
override IterationsToRemember : int with get, set
function get IterationsToRemember () : int
function set IterationsToRemember (value : int)
Property Value
Type: System.Int32
The number of previous iterations to remember for the estimate of the Hessian matrix.
Remarks
The default value is 17.
Higher values lead to better approximations to Newton's method. However, higher values use more memory and require more time to compute direction. The optimal setting of the IterationsToRemember property is problem specific. It depends on such factors as the expense of function evaluation compared to choosing the direction and how approximable the function's Hessian matrix is. A range of 15 to 20 is usually reasonable but if necessary, even a value of 2 is better than gradient descent.
.NET Framework Security
- Full trust for the immediate caller. This member cannot be used by partially trusted code. For more information, see Using Libraries from Partially Trusted Code.