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WebCab Optimization

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Categories: Math - Logic - AI - Rules - Science

Author: WebCab Components

Latest version: 2.6
Added 2005-03-14

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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