Optimization Class

ILNumerics Ultimate VS Documentation

ILNumerics - Technical Application Development

Optimization is a collection of functions which extend the capability of the ILNumerics Computing Engine. The toolbox includes methods for solving optimization problems including unconstrained and constrained nonlinear problems as well as least square problems. General documentation is available online at: ILNumerics toolbox documentation.

[ILNumerics Optimization Toolbox]

Inheritance Hierarchy

SystemObject
ILNumerics.ToolboxesOptimization

Namespace: ILNumerics.Toolboxes
Assembly: ILNumerics.Toolboxes.Optimization (in ILNumerics.Toolboxes.Optimization.dll) Version: 5.5.0.0 (5.5.7503.3146)

Syntax

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public class Optimization

Public Class Optimization

Dim instance As Optimization

The Optimization type exposes the following members.

Constructors

	Name	Description
	Optimization	Initializes a new instance of the Optimization class

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Properties

	Name	Description
	DefaultTolerance	Default tolerance for exit conditions of BFGS, L-BFGS and Newton unconstrained solvers. [ILNumerics Optimization Toolbox]

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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]

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Fields

	Name	Description
	DefaultDerivativeFunction	Default derivative function used to compute the Jacobian matrix if no custom implementation is provided. Default: jacobian_prec(OptimizationObjectiveFunctionDouble, InArrayDouble, InArrayDouble).

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Remarks

[ILNumerics Optimization Toolbox]

Thread Safety

Any public static (Shared in Visual Basic) members of this type are thread safe. Any instance members are not guaranteed to be thread safe.

Reference

ILNumerics.Toolboxes Namespace