Optimization

Optimization routines – linear programming, quadratic programming, least squares, nonlinear programming, complimentarity problems. More...

Classes
class	Math::SparseMatrixTemplate_RM< T >
	Row-major sparse matrix. More...
class	Math::SparseMatrixTemplate_CR< T >
	Row-major, compressed-row sparse matrix. More...
struct	Optimization::GLPKInterface
	An interface to the GLPK linear program solver. Activated with the HAVE_GLPK preprocessor define. More...
class	Optimization::LemkeLCP
	Solves a linear complementarity problem. More...
struct	Optimization::LeastSquares
	A least-squares problem definition. More...
struct	Optimization::LinearConstraints
	Linear constraints for LP's and QP'sRepresents the constraints. More...
struct	Optimization::LinearConstraints_Sparse
	Sparse linear constraints for LP's and QP'sUnlike dense constraints, AddVariable/AddConstraint are relatively efficient. More...
struct	Optimization::LinearProgram
	Linear program definition.Represents the LP min/max c.x subject to qi <= ai.x <= pi lj <= xj <= uj. More...
struct	Optimization::LinearProgram_Sparse
	Linear program definition with sparse matrix A. More...
class	Optimization::LP_InteriorPointSolver
	An interior-point method for solving a LP. More...
struct	Optimization::LP_InteriorPoint
	Solves a general LP using LP_InteriorPointSolver. More...
struct	Optimization::RobustLPSolver
	A class that tries out as many available routines as possible to solve an LP. More...
struct	Optimization::LSQRInterface
	An interface to a sparse least-squares solver (lsqr). More...
struct	Optimization::MinimizationProblem
	An iterative solution to minimize f over multidimensional x. May only find a local minimum, depending on the initial point. More...
struct	Optimization::BCMinimizationProblem
	A bound-constrained MinimizationProblem. Uses an active-set method to determine the components of the free search direction at x. More...
struct	Optimization::ConstrainedMinimizationProblem
	Same as MinimizationProblem but with nonlinear constraints C(x)=0 and D(x)<=0, bound constraints bmin/bmax. More...
struct	Optimization::MinNormProblem
	Solves a linearly constrained minimum-norm problem. More...
struct	Optimization::MinNormProblem_Sparse
	Solves a sparse, linearly constrained minimum-norm problem. More...
class	Optimization::NewtonRoot
	A globally convergent Newton's method for multidimensional root solving. Solves for func(x)=0. More...
class	Optimization::ConstrainedNewtonRoot
	A globally convergent Newton's method with inequality constraints c(x) >= 0. More...
struct	Optimization::NewtonSolver
	A newton's-method style solver for a NLP. More...
class	Optimization::NonlinearProgram
	A structure defining a nonlinear program. More...
struct	Optimization::QuadProgPPInterface
	An interface to the QuadProg++ quadratic programming solver. Enable with the HAVE_QUADPROGPP=1 preprocessor define. More...
struct	Optimization::QuadraticProgram
	Quadratic program definition. More...
struct	Optimization::RegularizedLinearProgram
	Solves a linear program with regularization. More...

Detailed Description

Optimization routines – linear programming, quadratic programming, least squares, nonlinear programming, complimentarity problems.