Optimization Toolbox for .NET (C# and Visual Basic)

With the .NET optimization toolbox you can find minimia or maxima of functions. The toolbox is mostly re-written in C# and can be used with Visual Basic as well. The ILNumerics Optimization Toolbox consists of functions that perform minimization (or maximization) on linear and nonlinear functions and problems.

The documentation for the Optimization Toolbox contains the following categories:

• Getting started guide
• General optimization, including scalar functions w/o constraints      

fmin: common entry point for scalar constrained function minimization

• Unconstrained optimization, scalar functions      

fminunconst_newton: classical newton algorithm      

fminunconst_bfgs: BFGS algorithm      

fminunconst_lbfgs: limited memory BFGS

• Linear least squares methods    

pinv: simple linear regression

ridge_regression: - polynomial regression     

• Nonlinear least squares solvers, vectorial functions      

leastsq_lvm: Levenberg-Marquardt algorithm (minpack)      

leastsq_pdl: Powell's Dog-Leg algorithm

You may also want to visit the ILNumerics API reference for the optimization toolbox.

ILNumerics Optimization Toolbox is available for individual purchase.