Optimization Unit

Functions

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.

Classes

NameDescription
TOptControlOptional object class type to be passed to optimization routines.

Enumerations

NameDescription
TLPAlgorithmLinear programming algorithm.
TLPSolutionLP system solution.
TOptMethodOptimization methods.
TOptStopReasonStop reason for the main loop in optimization.

Events

NameDescription
TGradDefines the procedure for calculating the gradient of a real function.
TGradHessDefines the procedure for calculating the gradient and Hessian matrix of a real function.
TJacobianFunctionDefines procedure for calculating the Jacobian matrix.
TVectorFunctionDefines vector function of several variables.