Main       Free Edition       Commercial Edition       FAQ       Forum       About Us

Optimization

L-BFGS and CG
Unconstrained optimization. Function gradient is needed.

Levenberg-Marquardt algorithm
Unconstrained or boundary constrained optimization.

Bound and linear equality/inequality constrained optimization
Linearly constrained optimization.


Numerical optimization tips and tricks
Case studies for numerical optimization

About variable scaling
Discussion and examples

About preconditioning
Preconditioning strategies

 

ALGLIB® - numerical analysis library, 1999-2014.
ALGLIB is a registered trademark of the ALGLIB Project.