ILNumerics - Technical Application Development
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The Optimization type exposes the following members.
Methods
| Name | Description | |
|---|---|---|
  | Beale |
Beale function, 2D, vectorized
[ILNumerics Optimization Toolbox] |
| Camel3 |
Camel function
[ILNumerics Optimization Toolbox] |
| fmin |
Find minimum of a constrained multivariable optimization problem
[ILNumerics Optimization Toolbox] |
 | fminunconst_bfgs |
Find minimizer of a medium-scale unconstrained multivariable nonlinear optimization problem, using BFGS updates to the hessian matrix
[ILNumerics Optimization Toolbox] |
| fminunconst_lbfgs |
Find minimizer of a large-scale unconstrained multivariable nonlinear optimization problem
[ILNumerics Optimization Toolbox] |
| fminunconst_newton |
Find minimizer of a medum-scale unconstrained multivariable nonlinear optimization problem using a classical newton method with explicit hessian evaluation
[ILNumerics Optimization Toolbox] |
| Griewank(InArrayDouble) |
Griewank function
[ILNumerics Optimization Toolbox] |
| Griewank(InArraySingle) |
Griewank function
[ILNumerics Optimization Toolbox] |
| hessian |
Numerical approximation of the hessian of func at position x through Ridders' method of polynomial extrapolation and a finite differences algorithm
[ILNumerics Optimization Toolbox] |
| jacobian_fast |
Efficient numerical estimation of the jacobian matrix (forward finite differences).
[ILNumerics Optimization Toolbox] |
| jacobian_prec |
High precision numerical estimation of the jacobian matrix of the objective function at the position x
[ILNumerics Optimization Toolbox] |
| leastsq_levm |
Solves a vectorial least squares problem using the levenberg marquardt algorithm.
[ILNumerics Optimization Toolbox] |
| leastsq_pdl |
Powell's dog leg algorithm for vectorial least squares minimization problem.
[ILNumerics Optimization Toolbox] |
| Rosenbrock(InArrayDouble) |
Rosenbrock function
[ILNumerics Optimization Toolbox] |
| Rosenbrock(InArraySingle) |
Rosenbrock function
[ILNumerics Optimization Toolbox] |
| Second |
Second function
[ILNumerics Optimization Toolbox] |
See Also