FinMath.NumericalOptimization.Constrained Namespace |
Classes| Class | Description | |
|---|---|---|
 | LinearProgramming |
Allows to solve linear programming problems.
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| QuadraticProgramming |
Allows to solve quadratic programming problems.
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| SPG |
Implements Spectral Projected Gradient method for optimization of nonlinear
function subject to bound constraints.
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Interfaces| Interface | Description | |
|---|---|---|
 | IConstrainedProgramming |
Contains common fields for all constrained optimization algorithms.
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Delegates| Delegate | Description | |
|---|---|---|
 | SPGFunctionDelegate |
The delegate to a method that computes the value of the objective function.
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| SPGGradientDelegate |
The delegate to a method that computes the gradient of the objective function.
|