Collapse AllExpand All      Code: All Code: Multiple Code: C# Code: Visual Basic Code: Visual C++ Code: F#

C#
Visual Basic
Visual C++
F#

Extreme.Mathematics.Optimization Namespace

The Extreme.Mathematics.Optimization namespace contains classes that perform optimization of functions in one or more variables.

Classes

	Class	Description
	BacktrackingLineSearch	Represents a line search using a backtracking algorithm.
	BrentDerivativeOptimizer	Represents a one-dimensional optimizer based on Brent's algorithm using derivatives.
	BrentOptimizer	Represents a one-dimensional optimizer based on Brent's algorithm.
	ConjugateGradientOptimizer	Represents an optimizer that uses a conjugate gradient algorithm.
	DirectionalOptimizer	Represents an optimizer that finds an extremum by searching along a search direction in each iteration.
	GoldenSectionOptimizer	Implements a one-dimensional optimizer that decreases the search interval by the Golden Ratio.
	LevenbergMarquardtOptimizer	Implements the Levenberg-Marquardt algorithm for non-linear least-squares.
	MoreThuenteLineSearch	Represents a line search using the algorithm of Moré and Thuente.
	MultidimensionalOptimizer	Represents an algorithm for optimization of a multivariate function.
	NelderMeadOptimizer	Implements the Nelder-Mead simplex algorithm for multi-dimensional optimization.
	OneDimensionalOptimizer	Serves as an abstract base class for classes that implement one-dimensional optimization algorithms.
	ParabolicLineSearch	Implements a line search algorithm that uses parabolic interpolation to locate the extremum.
	PowellOptimizer	Implements Powell's modified multidimensional optimization method.
	QuasiNewtonOptimizer	Represents a multi-dimensional optimizer that uses a quasi-Newton algorithm (DFP or BFGS).
	UnitLineSearch	Implements a line search algorithm that always takes a unit step.

Enumerations

	Enumeration	Description
	ConjugateGradientMethod	Enumerates the variants of the conjugate gradient method.
	ExtremumType	Enumerates the possible values for the type of extremum an optimizer is to look for.
	QuasiNewtonMethod	Enumerates the variants of the quasi-Newton method.

Send comments on this topic to support@extremeoptimization.com

Copyright © 2003-2010, Extreme Optimization. All rights reserved.
Extreme Optimization, Complexity made simple, M#, and M Sharp are trademarks of ExoAnalytics Inc.
Microsoft, Visual C#, Visual Basic, Visual Studio, Visual Studio.NET, and the Optimized for Visual Studio logo
are registered trademarks of Microsoft Corporation.