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WebCab Optimization for .NET

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Categories: Math - Logic - AI - Rules

Author: WebCab Components

Latest version: 2.6
Added 2006-12-05

Procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients.

Features include:
- local unidimensional optimization: fast "low level" algorithms (where the weight is on speed and not the accuracy of the results); bracketing algorithm (find an interval where at least one extrema of a continuous function exists); locate algorithms (converge to the extrema if the extrema is bracketed and the function under consideration is continuous); accurate "high level" algorithms;
- global unidimensional optimization: finds global minima/maxima;
- unconstrained local multidimensional optimization;
- unconstrained global multidimensional optimization;
- constrained optimization for derivable functions with linear constraints;
- linear programming: here the functions are linear and the constraints are linear;
- sensitivity analysis: stability of the value and location of the extremum.

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