SolverBFGS.h 756 B

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  1. /*
  2. * Copyright (c) Contributors to the Open 3D Engine Project.
  3. * For complete copyright and license terms please see the LICENSE at the root of this distribution.
  4. *
  5. * SPDX-License-Identifier: Apache-2.0 OR MIT
  6. *
  7. */
  8. #pragma once
  9. #include <NumericalMethods/Optimization.h>
  10. namespace NumericalMethods::Optimization
  11. {
  12. //! Minimizes the supplied function using the Broyden-Fletcher-Goldfarb-Shanno algorithm (see Nocedal and Wright).
  13. //! @param f Function to be minimized.
  14. //! @param xInitial Initial guess for the independent variable.
  15. //! @return Value of the independent variable which minimizes f.
  16. SolverResult MinimizeBFGS(const Function& f, const AZStd::vector<double>& xInitial);
  17. } // namespace NumericalMethods::Optimization