The Extreme.Mathematics.Optimization namespace contains classes that perform optimization of functions in one or more variables.
Classes
| Class | Description | |
|---|---|---|
| BrentDerivativeOptimizer |
Represents a one-dimensional optimizer based on Brent's algorithm using derivatives.
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| BrentOptimizer |
Represents a one-dimensional optimizer based on Brent's algorithm.
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| ConjugateGradientOptimizer |
Represents an optimizer that uses a conjugate gradient algorithm.
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| DirectionalOptimizer |
Represents an optimizer that finds an extremum by searching along a search direction in each iteration.
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| GoldenSectionOptimizer |
Implements a one-dimensional optimizer that decreases the search interval
by the Golden Ratio.
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| MoreThuenteLineSearch |
Represents a line search using the algorithm of Moré and Thuente.
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| MultidimensionalOptimizer |
Represents an algorithm for optimization of a multivariate function.
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| NelderMeadOptimizer |
Implements the Nelder-Mead simplex algorithm for multi-dimensional optimization.
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| OneDimensionalOptimizer |
Serves as an abstract base class for classes that implement one-dimensional
optimization algorithms.
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| ParabolicLineSearch |
Implements a line search algorithm that uses parabolic interpolation
to locate the extremum.
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| PowellOptimizer |
Implements Powell's modified multidimensional optimization method.
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| QuasiNewtonOptimizer |
Represents a multi-dimensional optimizer that uses a quasi-Newton algorithm (DFP or BFGS).
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| UnitLineSearch |
Implements a line search algorithm that always takes a unit step.
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Enumerations
| Enumeration | Description | |
|---|---|---|
| ConjugateGradientMethod |
Enumerates the variants of the conjugate gradient method.
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| ExtremumType |
Enumerates the possible values for the type of extremum an optimizer is to look for.
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| QuasiNewtonMethod |
Enumerates the variants of the quasi-Newton method.
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