Optimization

CNLMath : Optimization

Optimization

Functions

Unconstrained Minimization

Univariate Function

Using function values only, min_uncon

Using function and first derivative values, min_uncon_deriv

Finds the minimum point of a nonsmooth function
of a single value., min_uncon_golden

Multivariate Function

Using quasi-Newton method, min_uncon_multivar

Finds the minimum of a nonsmooth function using a direct search
polytope algorithm., min_uncon_polytope

Nonlinear Least Squares

Using Levenberg-Marquardt algorithm, nonlin_least_squares

Linearly Constrained Minimization

Reads an MPS file containing a linear programming
problem or a quadratic programming problem, read_mps

Solves a linear programming problem, linear_programming

Dense linear programming, lin_prog

Solves a transportation problem , transport

Quadratic programming, quadratic_prog

Sparse linear programming, sparse_lin_prog

Sparse quadratic programming, sparse_quadratic_prog

Minimizes a general objective function, min_con_gen_lin

Nonlinear least-squares
with simple bounds on the variables, bounded_least_squares

Finds the minimum of a nonsmooth function with box constraints
using a direct search complex algorithm, min_con_polytope

Minimizes a function with linear constraints by a derivative-free,
interpolation-based trust-region method, min_con_lin_trust_region

Nonlinearly Constrained Minimization

Using a sequential equality constrained QP method, constrained_nlp

Service Routines

Divided-finite difference Jacobian jacobian