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24 lines
1.0 KiB
C++
24 lines
1.0 KiB
C++
/*
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* All or portions of this file Copyright (c) Amazon.com, Inc. or its affiliates or
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* its licensors.
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*
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* For complete copyright and license terms please see the LICENSE at the root of this
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* distribution (the "License"). All use of this software is governed by the License,
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* or, if provided, by the license below or the license accompanying this file. Do not
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* remove or modify any license notices. This file is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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*
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*/
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#pragma once
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#include <NumericalMethods/Optimization.h>
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namespace NumericalMethods::Optimization
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{
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//! Minimizes the supplied function using the Broyden-Fletcher-Goldfarb-Shanno algorithm (see Nocedal and Wright).
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//! @param f Function to be minimized.
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//! @param xInitial Initial guess for the independent variable.
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//! @return Value of the independent variable which minimizes f.
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SolverResult MinimizeBFGS(const Function& f, const AZStd::vector<double>& xInitial);
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} // namespace NumericalMethods::Optimization
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