WebCab Optimization

Categories:	Math - Logic - AI - Rules - Science
Author:	WebCab Components
Latest version:	2.6
Description:	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.
Added:	2005-03-14
Attributes:	[BuiltForJava] [Library]