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

	Class	Description
	BoundedQuasiNewtonOptimizer	Represents a multi-dimensional optimizer that uses a limited memory version of the BFGS algorithm to solve optimization problems with box constraints.
	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.
	Constraint	Serves as a base class for classes that represent constraints in an optimization model.
	ConstraintCollection	Represents a collection of variables in a OptimizationModel.
	DecisionVariable	Represents a variable in a OptimizationModel.
	DecisionVariableCollection	Represents a collection of variables in a OptimizationModel.
	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.
	LeastSquaresOptimizer	Represents an algorithm that minimizes a sum of squares.
	LevenbergMarquardtOptimizer	Implements the Levenberg-Marquardt algorithm for non-linear least-squares.
	LimitedMemoryBfgsOptimizer	Represents a multi-dimensional optimizer that uses the limited memory variant of the BFGS algorithm.
	LinearConstraint	Represents a linear constraint in an optimization model.
	LinearProgram	Represents a linear programming problem.
	LinearProgramConstraint	Represents a row in a LinearProgram.
	LinearProgramSolver	Provides a uniform interface for external solvers of linear programs.
	LinearProgramVariable	Represents a variable in a LinearProgram.
	MpsReader	Reads a linear program in MPS format.
	MultidimensionalOptimizer	Represents an algorithm for optimization of a multivariate function.
	NelderMeadOptimizer	Implements the Nelder-Mead simplex algorithm for multi-dimensional optimization.
	NonlinearConstraint	Represents a row in a LinearProgram.
	NonlinearProgram	Represents a nonlinear programming problem.
	OneDimensionalOptimizer	Serves as an abstract base class for classes that implement one-dimensional optimization algorithms.
	OptimizationModel	Represents an optimization problem.
	OptimizationModelEntity	Acts as a base class for the constraints and variables of an optimization model.
	OptimizationModelSolverT	Provides a uniform interface for external solvers of optimization problems.
	OptimizationSolutionReport	Represents the result of solving an optimization model.
	PowellOptimizer	Implements Powell's modified multidimensional optimization method.
	QuadraticProgram	Represents a quadratic programming problem.
	QuasiNewtonOptimizer	Represents a multi-dimensional optimizer that uses a quasi-Newton algorithm (DFP or BFGS).
	TrustRegionReflectiveOptimizer	Implements the Levenberg-Marquardt algorithm for non-linear least-squares.

Enumerations

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

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