/// <summary>
/// Finds approximate minimum of the function
/// </summary>
/// <param name="function">Function to minimize</param>
/// <param name="initial">Initial point</param>
/// <param name="result">Approximate minimum</param>
public void Minimize(DifferentiableFunction function, ref VBuffer <Float> initial, ref VBuffer <Float> result)
{
Contracts.Check(FloatUtils.IsFinite(initial.Values, initial.Count), "The initial vector contains NaNs or infinite values.");
LineFunc lineFunc = new LineFunc(function, ref initial, UseCG);
VBuffer <Float> prev = default(VBuffer <Float>);
initial.CopyTo(ref prev);
for (int n = 0; _maxSteps == 0 || n < _maxSteps; ++n)
{
Float step = LineSearch.Minimize(lineFunc.Eval, lineFunc.Value, lineFunc.Deriv);
var newPoint = lineFunc.NewPoint;
bool terminateNow = n > 0 && TerminateTester.ShouldTerminate(ref newPoint, ref prev);
if (terminateNow || Terminate(ref newPoint))
{
break;
}
newPoint.CopyTo(ref prev);
lineFunc.ChangeDir();
}
lineFunc.NewPoint.CopyTo(ref result);
}
