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ILNumerics - Technical Computing

Modern High Performance Tools for Technical

Computing and Visualization in Industry and Science


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.