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  • Extreme.Mathematics.Optimization
    • BoundedQuasiNewtonOptimizer Class
    • BrentDerivativeOptimizer Class
    • BrentOptimizer Class
    • ConjugateGradientMethod Enumeration
    • ConjugateGradientOptimizer Class
    • Constraint Class
    • ConstraintCollection Class
    • ConstraintType Enumeration
    • DecisionVariable Class
    • DecisionVariableCollection Class
    • DirectionalOptimizer Class
    • ExtremumType Enumeration
    • GoldenSectionOptimizer Class
    • LeastSquaresOptimizer Class
    • LevenbergMarquardtOptimizer Class
    • LimitedMemoryBfgsOptimizer Class
    • LinearConstraint Class
    • LinearProgram Class
    • LinearProgramConstraint Class
    • LinearProgramSolver Class
    • LinearProgramVariable Class
    • MpsReader Class
    • MultidimensionalOptimizer Class
    • NelderMeadOptimizer Class
    • NonlinearConstraint Class
    • NonlinearProgram Class
    • OneDimensionalOptimizer Class
    • OptimizationModel Class
    • OptimizationModelEntity Class
    • OptimizationModelSolver(T) Class
    • OptimizationModelStatus Enumeration
    • OptimizationSolutionReport Class
    • PowellOptimizer Class
    • QuadraticProgram Class
    • QuasiNewtonMethod Enumeration
    • QuasiNewtonOptimizer Class
    • TrustRegionReflectiveOptimizer Class

Extreme.Mathematics.Optimization Namespace

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

  ClassDescription
Public classBoundedQuasiNewtonOptimizer
Represents a multi-dimensional optimizer that uses a limited memory version of the BFGS algorithm to solve optimization problems with box constraints.
Public classBrentDerivativeOptimizer
Represents a one-dimensional optimizer based on Brent's algorithm using derivatives.
Public classBrentOptimizer
Represents a one-dimensional optimizer based on Brent's algorithm.
Public classConjugateGradientOptimizer
Represents an optimizer that uses a conjugate gradient algorithm.
Public classConstraint
Serves as a base class for classes that represent constraints in an optimization model.
Public classConstraintCollection
Represents a collection of variables in a OptimizationModel.
Public classDecisionVariable
Represents a variable in a OptimizationModel.
Public classDecisionVariableCollection
Represents a collection of variables in a OptimizationModel.
Public classDirectionalOptimizer
Represents an optimizer that finds an extremum by searching along a search direction in each iteration.
Public classGoldenSectionOptimizer
Implements a one-dimensional optimizer that decreases the search interval by the Golden Ratio.
Public classLeastSquaresOptimizer
Represents an algorithm that minimizes a sum of squares.
Public classLevenbergMarquardtOptimizer
Implements the Levenberg-Marquardt algorithm for non-linear least-squares.
Public classLimitedMemoryBfgsOptimizer
Represents a multi-dimensional optimizer that uses the limited memory variant of the BFGS algorithm.
Public classLinearConstraint
Represents a linear constraint in an optimization model.
Public classLinearProgram
Represents a linear programming problem.
Public classLinearProgramConstraint
Represents a row in a LinearProgram.
Public classLinearProgramSolver
Provides a uniform interface for external solvers of linear programs.
Public classLinearProgramVariable
Represents a variable in a LinearProgram.
Public classMpsReader
Reads a linear program in MPS format.
Public classMultidimensionalOptimizer
Represents an algorithm for optimization of a multivariate function.
Public classNelderMeadOptimizer
Implements the Nelder-Mead simplex algorithm for multi-dimensional optimization.
Public classNonlinearConstraint
Represents a row in a LinearProgram.
Public classNonlinearProgram
Represents a nonlinear programming problem.
Public classOneDimensionalOptimizer
Serves as an abstract base class for classes that implement one-dimensional optimization algorithms.
Public classOptimizationModel
Represents an optimization problem.
Public classOptimizationModelEntity
Acts as a base class for the constraints and variables of an optimization model.
Public classOptimizationModelSolverT
Provides a uniform interface for external solvers of optimization problems.
Public classOptimizationSolutionReport
Represents the result of solving an optimization model.
Public classPowellOptimizer
Implements Powell's modified multidimensional optimization method.
Public classQuadraticProgram
Represents a quadratic programming problem.
Public classQuasiNewtonOptimizer
Represents a multi-dimensional optimizer that uses a quasi-Newton algorithm (DFP or BFGS).
Public classTrustRegionReflectiveOptimizer
Implements the Levenberg-Marquardt algorithm for non-linear least-squares.
Enumerations

  EnumerationDescription
Public enumerationConjugateGradientMethod
Enumerates the variants of the conjugate gradient method.
Public enumerationConstraintType
Enumerates the types of rows in a linear program.
Public enumerationExtremumType
Enumerates the possible values for the type of extremum an optimizer is to look for.
Public enumerationOptimizationModelStatus
Enumerates the possible values for the status of a LinearProgram.
Public enumerationQuasiNewtonMethod
Enumerates the variants of the quasi-Newton method.

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