Optimization Namespace

Function minimization routines.

Description

Introduces the following algorithms for finding the minimum of scalar function of several variables:

Nelder-Mead ( crefSimplex); unconstrained and bounded minimization.
Quasi-Newton ( crefBFGS or DFP update scheme); unconstrained minimization.
Levenberg-Marquardt ( crefMarquardt); unconstrained minimization.
Conjugate Gradient (Fletcher - Reeves or Polak - Ribiere uate scheme); unconstrained minimization.

Introduces the following algorithms for finding the minimum of vector function of several variables:

Trust Region (TR); unconstrained and bounded minimization.

Introduces the following algorithms for finding the minimum of function of single variable:

Brent method; unconstrained minimization.

In addition, several routines for linear programming (LP) are also provided. The following algorithms are supported:

Two phase Simplex method.
Dual Simplex method.
Simplex method.
Gomory's cutting plane algorithm for solving integral problems.

Topics

Name	Description
Classes	The following table lists classes in this documentation.
Functions	The following table lists functions in this documentation.
Structs, Records, Enums	The following table lists structs, records, enums in this documentation.
Types	The following table lists types in this documentation.

Classes

	Name	Description
	TOptControl	Optional object class type to be passed to optimization routines.
	TRCustomData	This is class Optimization.TRCustomData.

Functions

	Name	Description
	BFGS	Minimizes the function of several variables by using the Quasi-Newton optimization method with no log.
	BFGS	Minimizes the function of several variables by using the Quasi-Newton optimization method with no log.
	BFGS	Minimizes the function of several variables by using the Quasi-Newton optimization algorithm.
	BFGS	Minimizes the function of several variables by using the Quasi-Newton optimization method with no log.
	ConjGrad	Minimizes the function of several variables by using the Conjugate gradient optimization method with no log.
	ConjGrad	Minimizes the function of several variables by using the Conjugate gradient optimization method with no log.
	ConjGrad	Minimizes the function of several variables by using the Conjugate gradient optimization method with no log.
	ConjGrad	Minimizes the function of several variables by using the Conjugate gradient optimization algorithm.
	CPA	Gomory's cutting plane algorithm for solving the integer programming problem.
	Marquardt	Minimizes the function of several variables by using the Marquardt optimization method with no log.
	Marquardt	Minimizes the function of several variables by using the Marquardt optimization algorithm.
	Marquardt	Minimizes the function of several variables by using the Marquardt optimization method with no log.
	Marquardt	Minimizes the function of several variables by using the Marquardt optimization method with no log.
	MinBrent	Minimizes single variable function by using default settings and no log.
	MinBrent	Minimizes single variable function.
	Simplex	Minimize function of several variables by using Simplex method with lower and/or upper bounds for parameters.
	Simplex	Minimizes the function of several variables by using the Nelder-Mead (Simplex) optimization method.
	Simplex	Minimizes function of several variables by using Simplex optimization method with no algorithm step log.
	SimplexDual	Linear optimization by Dual Simplex algorithm.
	SimplexLP	Linear optimization by using Simplex method.
	SimplexTwoPhase	Linear optimization by Two-Phase Simplex algorithm.
	StopReasonToStr	This is function Optimization.StopReasonToStr.
	TrustRegion	This is function Optimization.TrustRegion.
	TrustRegion	This is function Optimization.TrustRegion.
	TrustRegion	Trust region algorithm for finding minimum of vector function.
	TrustRegion	Trust region algorithm to find bounded minimum of vector function.

Structs, Records, Enums

	Name	Description
	TLPAlgorithm	Linear programming algorithm.
	TLPSolution	LP system solution.
	TOptMethod	Optimization methods.
	TOptStopReason	Stop reason for the main loop in optimization.

Types

Name	Description
TEPSArray	Stores the stopping tests for TR optimization.
TGrad	Defines the procedure for calculating the gradient of a real function.
TGradHess	Defines the procedure for calculating the gradient and Hessian matrix of a real function.
TJacobianFunction	Defines procedure for calculating the Jacobian matrix.
TVectorFunction	Defines vector function of several variables.

Links

Legend, Topics, Classes, Functions, Structs, Records, Enums, Types

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