TMtxMultiNonLinReg::OptMethod Property

__declspec(property(get = GetOptMethod, put = SetOptMethod)) TOptMethod OptMethod;

Optimization method used.

Read: TOptMethod GetOptMethod();
Write: void SetOptMethod(const TOptMethod Value);
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).
Declared in Dew::Stats::TMtxMultiNonLinReg · Dew.Stats/StatTools.h · Cross-compiler