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:
fmin: common entry point for scalar constrained function minimization
fminunconst_newton: classical newton algorithm
fminunconst_bfgs: BFGS algorithm
fminunconst_lbfgs: limited memory BFGS
pinv: simple linear regression
ridge_regression: - polynomial regression
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.