Optimization: move BFGS over to Optimization namespace

src/Numerics/Numerics.csproj

@@ -112,9 +112,8 @@
     <Compile Include="Optimization\ObjectiveFunctions\GradientObjectiveFunction.cs" />
     <Compile Include="Optimization\ObjectiveFunctions\GradientHessianObjectiveFunction.cs" />
     <Compile Include="Optimization\IObjectiveFunction.cs" />
-    <Compile Include="Optimization\Implementation\LineSearchResult.cs" />
+    <Compile Include="Optimization\LineSearch\LineSearchResult.cs" />
-    <Compile Include="Optimization\Implementation\CheckedObjectiveFunction.cs" />
+    <Compile Include="Optimization\LineSearch\WeakWolfeLineSearch.cs" />
-    <Compile Include="Optimization\Implementation\WeakWolfeLineSearch.cs" />
     <Compile Include="Optimization\IUnconstrainedMinimizer.cs" />
     <Compile Include="Optimization\MinimizationResult.cs" />
     <Compile Include="Optimization\MinimizationWithLineSearchResult.cs" />
@@ -223,12 +222,12 @@
     <Compile Include="Providers\NativeProviderLoader.cs" />
     <Compile Include="Random\SystemRandomSource.cs" />
     <Compile Include="Random\RandomSeed.cs" />
-    <Compile Include="RootFinding\BfgsSolver.cs" />
+    <Compile Include="Optimization\BfgsSolver.cs" />
     <Compile Include="RootFinding\Broyden.cs" />
     <Compile Include="RootFinding\Cubic.cs" />
     <Compile Include="RootFinding\NewtonRaphson.cs" />
     <Compile Include="RootFinding\RobustNewtonRaphson.cs" />
-    <Compile Include="RootFinding\WolfeRule.cs" />
+    <Compile Include="Optimization\LineSearch\WolfeRule.cs" />
     <Compile Include="RootFinding\ZeroCrossingBracketing.cs" />
     <Compile Include="RootFinding\Brent.cs" />
     <Compile Include="FindRoots.cs" />

src/Numerics/RootFinding/BfgsSolver.cs → src/Numerics/Optimization/BfgsSolver.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2015 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -30,13 +30,11 @@
 
 
 using System;
-using System.Collections.Generic;
 using MathNet.Numerics.LinearAlgebra;
 using MathNet.Numerics.LinearAlgebra.Double;
-using System.Linq;
+using MathNet.Numerics.Optimization.LineSearch;
-using System.Text;
 
-namespace MathNet.Numerics.RootFinding
+namespace MathNet.Numerics.Optimization
 {
     /// <summary>
     /// Broyden-Fletcher-Goldfarb-Shanno solver for finding function minima
@@ -45,8 +43,8 @@ namespace MathNet.Numerics.RootFinding
     /// </summary>
     public static class BfgsSolver
     {
-        private const double gradientTolerance = 1e-5;
+        private const double GradientTolerance = 1e-5;
-        private const int maxIterations = 100000;
+        private const int MaxIterations = 100000;
 
         /// <summary>
         /// Finds a minimum of a function by the BFGS quasi-Newton method
@@ -100,7 +98,7 @@ namespace MathNet.Numerics.RootFinding
                 x_old = x;
                 iter++;
             }
-            while ((grad.InfinityNorm() > gradientTolerance) && (iter < maxIterations));
+            while ((grad.InfinityNorm() > GradientTolerance) && (iter < MaxIterations));
 
             return x;
         }

src/Numerics/RootFinding/WolfeRule.cs → src/Numerics/Optimization/LineSearch/WolfeRule.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2015 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -29,11 +29,9 @@
 // </copyright>
 
 using System;
-using System.Collections.Generic;
-using System.Linq;
 using MathNet.Numerics.LinearAlgebra;
 
-namespace MathNet.Numerics.RootFinding
+namespace MathNet.Numerics.Optimization.LineSearch
 {
     /// <summary>
     /// Performs an inexact line search. This is used as a part of quasi-Newton optimization methods to figure

src/UnitTests/RootFindingTests/BfgsTest.cs → src/UnitTests/OptimizationTests/BfgsTest.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2015 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -28,22 +28,17 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
 using MathNet.Numerics.LinearAlgebra;
-using NUnit.Framework;
 using MathNet.Numerics.LinearAlgebra.Double;
-using MathNet.Numerics.RootFinding;
+using MathNet.Numerics.Optimization;
+using NUnit.Framework;
 
-namespace MathNet.Numerics.UnitTests.RootFindingTests
+namespace MathNet.Numerics.UnitTests.OptimizationTests
 {
     [TestFixture, Category("RootFinding")]
     internal class BfgsTest
     {
-        private const double precision = 1e-4;
+        private const double Precision = 1e-4;
 
         [Test]
         public void MinimizeRosenbrock()
@@ -56,7 +51,7 @@ namespace MathNet.Numerics.UnitTests.RootFindingTests
         private static void CheckRosenbrock(double a, double b, double expectedMin)
         {
             var x = BfgsSolver.Solve(new DenseVector(new[] { a, b }), Rosenbrock, RosenbrockGradient);
-            Precision.AlmostEqual(expectedMin, Rosenbrock(x), precision);
+            Numerics.Precision.AlmostEqual(expectedMin, Rosenbrock(x), Precision);
         }
 
         private static double Rosenbrock(Vector<double> x)

src/UnitTests/UnitTests.csproj

@@ -348,7 +348,7 @@
     <Compile Include="OptimizationTests\RosenbrockFunction.cs" />
     <Compile Include="OptimizationTests\TestNewtonMinimizer.cs" />
     <Compile Include="Random\SystemRandomSourceTests.cs" />
-    <Compile Include="RootFindingTests\BfgsTest.cs" />
+    <Compile Include="OptimizationTests\BfgsTest.cs" />
     <Compile Include="RootFindingTests\BisectionTest.cs" />
     <Compile Include="PermutationTest.cs" />
     <Compile Include="PrecisionTest.cs" />