minima

Type Members

1. class BGSimplex extends MinimizerLP

   This class solves Linear Programming (LP) problems using the Bartels-Golub (BG) Simplex Algorithm.

2. class CheckLP extends Error

   This class checks the solution to Linear Programming (LP) problems.

3. class ConjGradient extends Minimizer with Error

   Polak-Ribiere Conjugate Gradient (PR-CG) Algorithm for solving Non-Linear Programming (NLP) problems.

4. class DualSimplex extends MinimizerLP

   This class solves Linear Programming (LP) problems using a tableau based Dual Simplex Algorithm.

5. class GeneticAlgorithm extends AnyRef

   This class performs local search to find minima of functions defined on integer vector domains (z^n).

6. class GoldenSectionLS extends LineSearch

   This class performs a line search on f(x) to find a minimal value for f.

7. class IntegerGoldenSectionLS extends AnyRef

   This class performs a line search on f(x) to find a minimal value for f.

8. class IntegerLP extends AnyRef

   This class solves Integer Linear Programming (ILP) and Mixed Integer Linear Programming (MILP) problems recursively using the Simplex algorithm.

9. class IntegerLocalSearch extends AnyRef

   This class performs local search to find minima of functions defined on integer vector domains (z^n).

10. class IntegerNLP extends AnyRef

    This class solves Integer Non-Linear Programming (INLP) and Mixed Integer Linear Non-Programming (MINLP) problems recursively using the Simplex algorithm.

11. class IntegerTabuSearch extends AnyRef

    This class performs tabu search to find minima of functions defined on integer vector domains (z^n). Tabu search will not re-visit points already deemed sub-optimal.

12. trait LineSearch extends AnyRef

    This trait specifies the pattern for Line Search (LS) algorithms that perform line search on f(x) to find an x-value that minimizes a function f.

13. trait Minimizer extends AnyRef

    This trait sets the pattern for optimization algorithms for solving Non-Linear Programming (NLP) problems of the form:

14. trait MinimizerLP extends Error

    This trait sets the pattern for optimization algorithms for solving Linear Programming (NLP) problems of the form:

15. class NelderMeadSimplex extends Minimizer with Error

    This class solves unconstrained Non-Linear Programming (NLP) problems using the Nelder-Mead Simplex algorithm.

16. class NewtonRaphson extends AnyRef

    This class is used to find roots (zeros) for a one-dimensional (scalar) function f.

17. class QuadraticSimplex extends Error

    This class solves Quadratic Programming (QP) problems using the Quadratic Simplex Algorithm.

18. class QuasiNewton extends Minimizer with Error

    Broyden–Fletcher–Goldfarb–Shanno (BFGS) Quasi-Newton Algorithm for solving Non-Linear Programming (NLP) problems.

19. class RevisedSimplex extends MinimizerLP

    This class solves Linear Programming (LP) problems using the Revised Simplex Algorithm.

20. class Simplex extends MinimizerLP

    This class solves Linear Programming (LP) problems using a tableau based Simplex Algorithm.

21. class Simplex2P extends MinimizerLP

    This class solves Linear Programming (LP) problems using a tableau based Simplex Algorithm.

22. class SteepestDescent extends Minimizer with Error

    This class solves unconstrained Non-Linear Programming (NLP) problems using the Steepest Descent algorithm.

23. class WolfeLS extends LineSearch

    This class performs an inexact line search on f to find a point x that exhibits (1) sufficient decrease (f(x) enough less that f(0)) and (2) the slope at x is less steep than the slope at 0.