ILeastSquaresMinimizer.cs

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using MathNet.Numerics.LinearAlgebra;
using System.Collections.Generic;

namespace MathNet.Numerics.Optimization
{
    /// <summary>
    /// Interface for solving nonlinear least squares problems.
    /// This interface unifies the Levenberg-Marquardt and Trust Region minimization algorithms.
    /// </summary>
    public interface ILeastSquaresMinimizer
    {
        /// <summary>
        /// Finds the minimum of a nonlinear least squares problem using the specified objective model and initial guess vector.
        /// </summary>
        /// <param name="objective">The objective function model to be minimized.</param>
        /// <param name="initialGuess">The initial guess vector.</param>
        /// <param name="lowerBound">Optional lower bound for the parameters.</param>
        /// <param name="upperBound">Optional upper bound for the parameters.</param>
        /// <param name="scales">Optional scales for the parameters.</param>
        /// <param name="isFixed">Optional list indicating which parameters are fixed.</param>
        /// <returns>A <see cref="NonlinearMinimizationResult"/> containing the results of the minimization.</returns>
        NonlinearMinimizationResult FindMinimum(IObjectiveModel objective, Vector<double> initialGuess,
            Vector<double> lowerBound = null, Vector<double> upperBound = null, Vector<double> scales = null, List<bool> isFixed = null);

        /// <summary>
        /// Finds the minimum of a nonlinear least squares problem using the specified objective model and initial guess array.
        /// </summary>
        /// <param name="objective">The objective function model to be minimized.</param>
        /// <param name="initialGuess">The initial guess array.</param>
        /// <param name="lowerBound">Optional lower bound array for the parameters.</param>
        /// <param name="upperBound">Optional upper bound array for the parameters.</param>
        /// <param name="scales">Optional scales array for the parameters.</param>
        /// <param name="isFixed">Optional array indicating which parameters are fixed.</param>
        /// <returns>A <see cref="NonlinearMinimizationResult"/> containing the results of the minimization.</returns>
        NonlinearMinimizationResult FindMinimum(IObjectiveModel objective, double[] initialGuess,
            double[] lowerBound = null, double[] upperBound = null, double[] scales = null, bool[] isFixed = null);
    }
}