An optimization problem involves minimizing a function (called the objective function) of several variables, possibly subject to restrictions on the values of the variables defined by a set of constraint functions. Most methods in the Library are concerned with function minimization only, since the problem of maximizing a given objective function F(x) is equivalent to minimizing -Fx. Some methods allow you to specify whether you are solving a minimization or maximization problem, carrying out the required transformation of the objective function in the latter case.
In general methods in this chapter find a local minimum of a function f, that is a point x* s.t. for all x near x* fxfx*.
The E05 class contains methods to find the global minimum of a function f. At a global minimum x* fxfx* for all x.
The (H not in this release) contains methods typically regarded as belonging to the field of operations research.
This introduction is only a brief guide to the subject of optimization designed for the casual user. Anyone with a difficult or protracted problem to solve will find it beneficial to consult a more detailed text, such as Gill et al. (1981) or Fletcher (1987).
If you are unfamiliar with the mathematics of the subject you may find some sections difficult at first reading; if so, you should concentrate on [Types of Optimization Problems][Geometric Representation and Terminology][Scaling][Analysis of Computed Results] and [Recommendations on Choice and Use of Available Methods].

The E04..::..e04usOptions type exposes the following members.

Constructors

  NameDescription
E04..::..e04usOptions
Constructor

Methods

  NameDescription
SetOverloaded.

Properties

  NameDescription
Message
Set the method used for logging any monitoring messages from e04us.
Warning
Set the method used for logging any warning or error messages from e04us.

See Also