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Summary

WebCab Optimization for .NET by WebCab

URLs: webcab-optimization-net, webcab optimization net, webcaboptimizationnet, webcab

Add refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have constraints; to your .NET, COM and XML Web service Applications. WebCab Optimization for .NET includes Specialized Simplex Linear programming algorithm, including sensitivity analysis with respect to object functions coefficients or linear boundaries using a duality or direct approach.

This suite includes the following features:

Local unidimensional optimization - finds global minima / maxima for continuous functions in one dimension

Fast `low level' algorithms - use these algorithms when your primary concern is the speed and not the accuracy of the results. You will have to chose one bracketing algorithm and one locate algorithm (note, they are useful only in pairs). Also you will have to manually provide a lot of parameters (tolerance, maximum cycles etc) which can dramatically change the algorithm performance

Bracketing algorithms - these methods find an interval where at least one extrema of a continuous function exists

Acceleration bracketing - this method can be used with any continuous functions

Parabolic extrapolation bracketing - gives better results than acceleration bracketing for a large class of functions (functions that are locally parabolic about the extrema)

Acceleration bracketing for derivable functions - requires derivatives to be known; it's slower than the general acceleration algorithm but also safer

Locate algorithms - these methods converge to the extrema if the extrema is bracketed and the function under consideration is continuous

Parabolic interpolation locate - very fast algorithm but with moderate accuracy

Linear locate - slow algorithm but exhibits stable convergence

Brent locate - medium speed with good accuracy. With a good balance of speed and accuracy, this algorithm is very efficient to use

Cubic interpolation locate - very fast algorithm with reasonable accuracy; requires the derivatives to be known

Brent method for derivable functions - medium speed and good accuracy but requires derivatives to be known

Accurate `high level' algorithms - these algorithms are easy to use and offer high accuracy but are also very slow compared with the `low 'level' algorithms above (1,000 to 10,000 times slower). Use these algorithms when you need reliable results. The probability for a `high level' algorithm to make a mistake is much less than that of `low level' algorithms.

Method for continuous functions

Method for derivable functions

Global unidimensional optimization - finds global minima / maxima.

Methods for continuous functions

Methods for derivable functions

Unconstrained local multidimensional optimization

Methods for general functions - these algorithms do not require continuous functions

Downhill simplex method of Nelder and Mead - minimizes the function over a sequence of equal volume simplexes

Methods for continuous functions - these algorithms require the function to be continuous

Conjugate direction algorithms - this algorithm searches by iterating along conjugate paths

Powell's method - an implementation of the conjugate direction algorithm

Methods for derivable functions - these algorithms require the gradient of the function to be known

Steepest descent - a classical method with poor results, this method should mainly be used for testing purposes

Conjugate gradient algorithms - speed and accuracy highly dependent on the particular function, these methods can be deceived by `valleys' in the N-dimensional space

Fletcher-Reeves - an implementation of the conjugate gradient method

Polak-Riviere - an implementation of the conjugate gradient method

Variable metric algorithms/Quasi-Newton algorithms - slow speed; good results on a large class of continuous functions. The basic idea is to find the sequence of matrices which converges to the inverse Hessian of the function.

Fletcher-Powell - an implementation of the variable metric algorithm

Broyden-Fletcher-Goldfarb-Shanno - an implementation of the variable metric algorithm

Unconstrained global multidimensional optimization

Simulated annealing - a technique that has attracted significant attention as suitable for optimizing problems of large scale, especially ones where a desired global extremum is hidden among many poorer, local extrema

Constrained optimization for derivable functions with linear constraints

Rosen's gradient projection algorithm - uses the Kuhn-Tucker conditions as a termination criteria.

Linear programming - here the functions are linear and the constraints are linear

Simplex algorithm - Kuenzi, Tszchach and Zehnder implementation of the simplex algorithm for linear programming

Duality - Construct and solve the dual problem for a given primal linear programming problem.

Sensitivity Analysis - Study how the location and value of the extremum varies under perturbations of the object function and parallel shifts of the linear constraints. Sensitivity analysis of the boundaries can very efficient be carried out with the application a duality techniques.

Sensitivity Analysis - Stability of the value and location of the extremum

General Framework - Perform sensitivity analysis on any optimization problem/algorithm combination.

Flexibility - Perform sensitivity analysis on the object function, constraints and/or algorithm.

This product also has the following technology aspects:

2-in-1: .NET and COM - Two DLLs, Two API Docs, Two sets of Client Examples all in 1 product. Offering a 1st class .NET and COM product implementation.

Extensive Client Examples - Multiple client examples including C# , VB.NET and C++.NET examples

Compatible Containers - Visual Studio 6 (incl. Visual Basic 6, Visual C++ 6), Visual Studio .NET (incl. Visual Basic .NET, Visual C# .NET, and Visual C++.NET), Borland's C++ Builder (incl. C++Builder, C++BuilderX, C++ 2005), Borland Delphi 3 - 2005, Office 97/2000/XP/2003.

Add refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have constraints; to your .NET, COM and XML Web service Applications.

Pricing: WebCab Optimization for .NET V2.6 1 Developer License, WebCab Optimization for .NET V2.6 4 Developer Team License, WebCab Optimization for .NET V2.6 1 Site Wide License (Allows Unlimited Developers at a Single Physical Address)

Evals & Downloads: Read the WebCab Optimization for .NET help file, WebCab Optimization for .NET user guide - Requires Acrobat Reader, Download the WebCab Optimization for .NET evaluation on to your computer - Expires after 25 uses

Operating System for Deployment: Windows XP, Windows Server 2003, Windows 2000

Architecture of Product: 32Bit

Product Type: Component

Component Type: .NET Class, .NET Web Service, 100% Managed Code, ActiveX DLL

Web Services: Supports SOAP 1.2, Supports SOAP 1.1, WSDL Interface, SOAP Binding Transport HTTP GET, SOAP Binding Transport HTTP POST

Built Using: Visual C# .NET

Compatible Containers: Microsoft Visual Studio .NET 2003, Microsoft Visual Studio .NET, Microsoft Visual Basic .NET 2003, Microsoft Visual Basic .NET, Microsoft Visual C++ .NET 2003, Microsoft Visual C++ .NET, Microsoft Visual C# .NET 2003, Microsoft Visual C# .NET, CodeGear C++ 5.0 (formerly Borland), CodeGear C++ (formerly Borland), C++Builder 6, C++Builder 5, C++Builder 4, C++Builder 3, Delphi 2005 (9.0), Delphi 8.0, C#Builder, .NET Framework 1.1, .NET Framework 1.0

Product Class: Business Components

Keywords: Optimization solver linear programming .net

Math Stats Mathematics Mathematical Statistic Statistical

Part numbers: PC-514625-51619 514625-51619 PC-514625-51620 514625-51620 PC-514625-51621 514625-51621