ILNumerics - Technical Computing Tools

High Performance Framework for Visualization

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fmin for .NET (C# and Visual Basic)

The fmin function is the common entry point for all optimization routines that ILNumerics provides for .NET (C# and Visual Basic). It finds the minimum of a scalar function given a set of input parameters.  The optimization may be subject to constraints or may be an unconstrained optimization.

A simple fmin example

Here is a simple example for a quadratic optimization problem.

The fmin function is a very convenient and simple method for optimizations in .NET (C# and Visual Basic).

Further Reading

Unconstrained optimizations with fmin

Constrained optimizations with fmin

Newton optimization routine

BFGS optimization routine

l-BFGS optimization routine

API for fmin