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Differential Equations
Optimization
Samples

Optimization.

DotNumerics contains classes for optimization of multivariate functions.

  • L-BFGS-B (Unconstrained and bounded constrained minimization). Minimization a multivariate function subject to bounds on the variables using a Limited memory Broyden–Fletcher–Goldfarb–Shanno method.
     
  • Truncated Newton (Unconstrained and bounded constrained minimization). Minimization a multivariate function using a Truncated Newton algorithm.
     
  • Downhill Simplex method of Nelder and Mead (Unconstrained and bounded constrained minimization). Minimization a multivariate function using a Downhill Simplex method.
     
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