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.