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      started  ·  14 comments  ·  Math.NET Numerics  ·  Flag idea as inappropriate…  ·  Admin →
      Anonymous commented  · 

      It would be wonderful to have a couple of optimization algorithms in the library.

      I wote for BFGS (turns very efficient in many practical cases) and Conjugate gradient (low memory requirements, more robust and easier to use on ill-conditioned problems) for nonlinear unconstrained minimization first.

      Next steps could be SQP for constraint problems, and in the other direction stochastic methods (e.g. a genetic algorithm, particle swarm or similar).

      Something already exist in dnAnalytics, could that be used?

      http://www.koders.com/csharp/fidA522A433065B5D359C943562507882606B1AD25D.aspx?s=search#L15

      Anonymous supported this idea  · 

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