TOptMethod OptMethod { get; set; }
Optimization method used.
Returns: TOptMethod
Remarks:
Defines which optimization method will be used to find regression coefficients estimates. Several different optimization algorithms are supported (see Dew Math Optimization assembly help for more on this topic):
- optSimplex : Nelder-Mead optimization method.
- optMarquardt : Marquardt optimization method.
- optBFGS : Quasi-Newton optimization method (Broyden-Fletcher-Goldfarb-Shanno Hessian update).
- optDFP: Quasi-Newton optimization method (Davidson-Fletcher-Power Hessian update).
- optConjGradFR: Conjugate Gradient optimization method (Fletcher-Reeves).
- optConjGradPR : Conjugate Gradient optimization method (Polak-Ribiere).