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    • Extreme.Mathematics Namespace
    • Extreme.Mathematics.Algorithms Namespace
    • Extreme.Mathematics.Calculus Namespace
    • Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations Namespace
    • Extreme.Mathematics.Curves Namespace
    • Extreme.Mathematics.Curves.Nonlinear Namespace
    • Extreme.Mathematics.EquationSolvers Namespace
    • Extreme.Mathematics.Generic Namespace
    • Extreme.Mathematics.Generic.LinearAlgebra Namespace
    • Extreme.Mathematics.Generic.LinearAlgebra.Providers Namespace
    • Extreme.Mathematics.LinearAlgebra Namespace
    • Extreme.Mathematics.LinearAlgebra.Complex Namespace
    • Extreme.Mathematics.LinearAlgebra.Complex.Decompositions Namespace
    • Extreme.Mathematics.LinearAlgebra.IO Namespace
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers Namespace
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers.Preconditioners Namespace
    • Extreme.Mathematics.LinearAlgebra.Providers Namespace
    • Extreme.Mathematics.LinearAlgebra.Sparse Namespace
    • Extreme.Mathematics.Optimization Namespace
    • Extreme.Mathematics.Optimization.LineSearches Namespace
    • Extreme.Mathematics.SignalProcessing Namespace
    • Extreme.Statistics Namespace
    • Extreme.Statistics.Distributions Namespace
    • Extreme.Statistics.IO Namespace
    • Extreme.Statistics.Multivariate Namespace
    • Extreme.Statistics.Random Namespace
    • Extreme.Statistics.Tests Namespace
    • Extreme.Statistics.TimeSeriesAnalysis Namespace
  • Extreme.Mathematics.Optimization Namespace
    • BrentDerivativeOptimizer Class
    • BrentOptimizer Class
    • ConjugateGradientMethod Enumeration
    • ConjugateGradientOptimizer Class
    • Constraint Class
    • ConstraintCollection Class
    • ConstraintType Enumeration
    • DecisionVariable Class
    • DecisionVariableCollection Class
    • DirectionalOptimizer Class
    • ExtremumType Enumeration
    • GoldenSectionOptimizer Class
    • LevenbergMarquardtOptimizer Class
    • LinearConstraint Class
    • LinearProgram Class
    • LinearProgramConstraint Class
    • LinearProgramVariable Class
    • MpsReader Class
    • MultidimensionalOptimizer Class
    • NelderMeadOptimizer Class
    • NonlinearConstraint Class
    • NonlinearProgram Class
    • OneDimensionalOptimizer Class
    • OptimizationModel Class
    • OptimizationModelEntity Class
    • OptimizationModelStatus Enumeration
    • OptimizationSolutionReport Class
    • PowellOptimizer Class
    • QuadraticProgram Class
    • QuasiNewtonMethod Enumeration
    • QuasiNewtonOptimizer Class
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Extreme.Mathematics.Optimization Namespace

The Extreme.Mathematics.Optimization namespace contains classes that perform optimization of functions in one or more variables, including linear, quadratic and nonlinear programming.

Classes

  Class Description
Public class BrentDerivativeOptimizer
Represents a one-dimensional optimizer based on Brent's algorithm using derivatives.
Public class BrentOptimizer
Represents a one-dimensional optimizer based on Brent's algorithm.
Public class ConjugateGradientOptimizer
Represents an optimizer that uses a conjugate gradient algorithm.
Public class Constraint
Serves as a base class for classes that represent constraints in an optimization model.
Public class ConstraintCollection
Represents a collection of variables in a OptimizationModel.
Public class DecisionVariable
Represents a variable in a OptimizationModel.
Public class DecisionVariableCollection
Represents a collection of variables in a OptimizationModel.
Public class DirectionalOptimizer
Represents an optimizer that finds an extremum by searching along a search direction in each iteration.
Public class GoldenSectionOptimizer
Implements a one-dimensional optimizer that decreases the search interval by the Golden Ratio.
Public class LevenbergMarquardtOptimizer
Implements the Levenberg-Marquardt algorithm for non-linear least-squares.
Public class LinearConstraint
Represents a linear constraint in an optimization model.
Public class LinearProgram
Represents a linear programming problem.
Public class LinearProgramConstraint
Represents a row in a LinearProgram.
Public class LinearProgramVariable
Represents a variable in a LinearProgram.
Public class MpsReader
Reads a linear program in MPS format.
Public class MultidimensionalOptimizer
Represents an algorithm for optimization of a multivariate function.
Public class NelderMeadOptimizer
Implements the Nelder-Mead simplex algorithm for multi-dimensional optimization.
Public class NonlinearConstraint
Represents a row in a LinearProgram.
Public class NonlinearProgram
Represents a nonlinear programming problem.
Public class OneDimensionalOptimizer
Serves as an abstract base class for classes that implement one-dimensional optimization algorithms.
Public class OptimizationModel
Represents an optimization problem.
Public class OptimizationModelEntity
Acts as a base class for the constraints and variables of an optimization model.
Public class OptimizationSolutionReport
Represents the result of solving an optimization model.
Public class PowellOptimizer
Implements Powell's modified multidimensional optimization method.
Public class QuadraticProgram
Represents a quadratic programming problem.
Public class QuasiNewtonOptimizer
Represents a multi-dimensional optimizer that uses a quasi-Newton algorithm (DFP or BFGS).

Enumerations

  Enumeration Description
Public enumeration ConjugateGradientMethod
Enumerates the variants of the conjugate gradient method.
Public enumeration ConstraintType
Enumerates the types of rows in a linear program.
Public enumeration ExtremumType
Enumerates the possible values for the type of extremum an optimizer is to look for.
Public enumeration OptimizationModelStatus
Enumerates the possible values for the status of a LinearProgram.
Public enumeration QuasiNewtonMethod
Enumerates the variants of the quasi-Newton method.

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