CompactQuasiNewtonSolverParams.IterationsToRemember Property

Solver Foundation 3.0

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Gets or sets the number of previous iterations to remember for the estimate of the Hessian matrix.

Namespace:  Microsoft.SolverFoundation.Solvers
Assembly:  Microsoft.Solver.Foundation (in Microsoft.Solver.Foundation.dll)

public virtual int IterationsToRemember { get; set; }

Property Value

Type: System.Int32
The number of previous iterations to remember for the estimate of the Hessian matrix.

The default value is 17.

Higher values lead to better approximations to Newton's method. However, higher values use more memory and require more time to compute direction. The optimal setting of the IterationsToRemember property is problem specific. It depends on such factors as the expense of function evaluation compared to choosing the direction and how approximable the function's Hessian matrix is. A range of 15 to 20 is usually reasonable but if necessary, even a value of 2 is better than gradient descent.

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