Altaxo. |
[Missing <summary> documentation for "N:Altaxo.Calc.Optimization"]
Classes| Class | Description | |
|---|---|---|
 | BfgsBMinimizer | Broyden–Fletcher–Goldfarb–Shanno Bounded (BFGS-B) algorithm is an iterative method for solving box-constrained nonlinear optimization problems http://www.ece.northwestern.edu/~nocedal/PSfiles/limited.ps.gz |
| BfgsMinimizer | Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm is an iterative method for solving unconstrained nonlinear optimization problems |
| BfgsMinimizerBase | |
| BfgsSolver | Broyden-Fletcher-Goldfarb-Shanno solver for finding function minima See http://en.wikipedia.org/wiki/Broyden%E2%80%93Fletcher%E2%80%93Goldfarb%E2%80%93Shanno_algorithm Inspired by implementation: https://github.com/PatWie/CppNumericalSolvers/blob/master/src/BfgsSolver.cpp |
| BruteForceLineSearch | |
| ConjugateGradient | Nonlinear Preconditioned Conjugate Gradient Method |
| ConjugateGradientMinimizer | |
| ConstraintDefinition | Base class for constraint definitions |
| CostFunction | Base class for cost function declaration |
| EndCriteria | Class to define criteria to end optimization |
| EvaluationException | |
| FunctionMinimizeMethod | Base Class for Function Minimization Optimization Methods |
| GoldenSectionMinimizer | |
| IncompatibleObjectiveException | |
| InnerOptimizationException | |
| LevenbergMarquardtMinimizer | |
| LevenbergMarquardtMinimizerNonAllocating | LevenbergMarquardtMinimizer, that doesn't allocate memory during the iterations. |
| LevenbergMarquardtMinimizerNonAllocatingWrappedParameters | LevenbergMarquardtMinimizer, that doesn't allocate memory during the iterations. |
| LimitedMemoryBfgsMinimizer | Limited Memory version of Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm |
| LineSearchMethod | Base class for Line Search method declaration |
| MaximumIterationsException | |
| MinimizationResult | |
| MinimizationWithLineSearchResult | |
| MinimizerBase | |
| MoreThuenteLineSearch | More-Thuente Line Search Method |
| NelderMead | Nelder and Mead Simplex Minimization Method |
| NelderMeadSimplex | Class implementing the Nelder-Mead simplex algorithm, used to find a minima when no gradient is available. Called fminsearch() in Matlab. A description of the algorithm can be found at http://se.mathworks.com/help/matlab/math/optimizing-nonlinear-functions.html#bsgpq6p-11 or https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method |
| NewtonMinimizer | |
| NewtonRaphsonLineSearch | Newton-Raphson Line Search Method |
| NoConstraint | Class defining no constraints |
| NonlinearMinimizationResult | |
| NonlinearMinimizerBase | |
| NonlinearMinimizerBaseNonAllocating | |
| ObjectiveFunction | |
| OptimizationException | |
| OptimizationMethod | Base Class for Optimization Methods |
| QuadraticGradientProjectionSearch | |
| ScalarMinimizationResult | |
| SecantLineSearch | Secant Line Search Method |
| Simple1DCostFunction | |
| Simple2DCostFunction | |
| StupidLineSearch | This function increments x by direction*step as long as the function gets smaller. If it gets bigger, step is multiplied by -0.5. The method ends if two successive function evaluations give the same result. |
Structures| Structure | Description | |
|---|---|---|
 | QuadraticGradientProjectionSearchGradientProjectionResult |
Interfaces| Interface | Description | |
|---|---|---|
 | IConstraintDefinition | Interface for constraint definitions |
| ICostFunction | Base class for cost function declaration |
| IObjectiveFunction | Objective function with a mutable evaluation. |
| IObjectiveFunctionEvaluation | Objective function with a frozen evaluation that must not be changed from the outside. |
| IObjectiveModel | |
| IObjectiveModelEvaluation | |
| IObjectiveModelNonAllocating | Extends the IObjectiveModel, helping not to allocate memory during execution of Levenberg-Marquardt. |
| IScalarObjectiveFunction | |
| IScalarObjectiveFunctionEvaluation | |
| IUnconstrainedMinimizer |
Enumerations| Enumeration | Description | |
|---|---|---|
 | EndCriteriaCriteriaType | Possible criteria to end optimization |
| ExitCondition | |
| NelderMeadStep | Types of steps the Nelder-Mead Simplex Algorithm can take |