CompactQuasiNewtonDirective.IterationsToRemember Property
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Gets or sets the number of previous iterations to record for an estimate of Hessian (m).
Namespace: Microsoft.SolverFoundation.Services
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. The default is 17.
Remarks
Higher values provide better approximations of Newton's method, but they use more memory and require more time to compute direction.
The optimal setting of IterationsToRemember is problem specific, and depends on such factors such as the performance cost of function evaluation compared to choosing the direction, how easy it is to approximate the function's Hessian, and others. 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.