TMtxNonLinReg.OptMethod Property

Summary

Optimization method used.

Declaration

Property OptMethod: TOptMethod read FOptMethod write SetOptMethod default optMarquardt;

Description

Defines which optimization method will be used to find regression coefficients estimates. Several different optimization algorithms are supported (see MtxVec.hlp 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).