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LevenbergMarquardtUseLineSearch Property

Flag specifying whether a line search approach is to be used. Default false.

Namespace:  DHIMath.Numerics
Assembly:  DHI.Mike1D.Generic (in DHI.Mike1D.Generic.dll) Version: 16.0.0.0 (11.1.1.1111)
Syntax
C#
public bool UseLineSearch { get; set; }

Property Value

Type: Boolean
Remarks
Using a line search approach for finding a better guess will usually decrease the number of iterations, but can increase the number of function evaluations.

The line search approach should usually only be used if it also decrease the number of function evaluations required for finding a solution. It can speed up the process when the steepest descent is dominent, and step size is very small.

When a search direction dx is found, the residual is calculated at x0, x1 = x0 + dx, x2 = x0 + 2*dx. Using a second order polynomial approximation through these, a guess on a new x with minimum residual is calculated.

It does generally not improve when UseLm is set, though it can improve the convergence for the pure Newton-Raphson method quite significantly.

See Also