Optimization Class

public class Optimization

Methods

NameDescription
BFGS (4)Minimizes the function of several variables by using the Quasi-Newton optimization method with no log.
BranchAndBoundSolve an all-integer linear program by branch and bound (Land and Doig).
ConjGrad (4)Minimizes the function of several variables by using the Conjugate gradient optimization method with no log.
CPAGomory's cutting plane algorithm for integer linear programming.
Marquardt (4)Minimizes the function of several variables by using the Marquardt optimization method with no log.
MinBrent (2)Minimizes single variable function by using default settings and no log.
RootBrent (2)Finds a root of single variable function by using default settings and no log.
Simplex (3)Minimizes function of several variables by using Simplex optimization method with no algorithm step log.
SimplexDualLinear optimization by the Dual Simplex algorithm, A*x >= b.
SimplexLPLinear optimization by the (primal) Simplex method, A*x <= b.
SimplexTwoPhaseLinear optimization by the Two-Phase Simplex algorithm (mixed relations).
StopReasonToStr
TrustRegion (4)Trust region algorithm to find bounded minimum of vector function.