Numerics.NET.Optimization Namespace

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

Classes

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.
OptimizationModelSolver<T> 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

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.