Optimization Namespace

Header: Dew.Math/Units.Optimization.h · Cross-compiler

namespace Dew::Math::Units::Optimization

Functions

NameDescription
BFGS (4)Minimizes the function of several variables by using the Quasi-Newton optimization algorithm.
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 algorithm.
CPAGomory's cutting plane algorithm for integer linear programming.
Marquardt (4)Minimizes the function of several variables by using the Marquardt optimization algorithm.
MinBrent (2)Minimizes single variable function.
RootBrent (2)Finds a root (zero) of a single variable function.
Simplex (3)Minimizes the function of several variables by using the Nelder-Mead (Simplex) optimization method.
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 for finding minimum of vector function.