Nonlinear Optimization using the Davidon Fletcher Powell (DFP) Algorithm with an example using analytically calculated derivatives

by Trent Guidry30. December 2011 12:25
The Davidon Fletcher Powell (DFP) algorithm was the first quasi Newton algorithm created. The quasi Newton algorithms are based on Newton's method for optimization and use an approximation of the Hessian matrix based on past positions and functional values rather than an analytically or numerically calculated one.An example is also given using analytically calculated derivatives. [More]

Nonlinear Optimization using Newton’s Method

by Trent Guidry27. December 2011 13:28
Newton's method for optimization is similar to Newton's method for root finding. The primary difference between the two is that instead of finding zero values for the system of equations it finds zero values for the system of first derivatives of the equations. [More]

Nonlinear least squares regression of multiple weighted simultaneous equations using a general purpose optimization routine

by Trent Guidry11. December 2011 09:39
General purpose optimization routines, such as the Simplex, the conjugate gradient, a quasi Newton, etc., can be used for the nonlinear least squares regression of parameters for systems of simultaneous equations.[More]

Implementing a Levenberg Marquardt algorithm for the nonlinear least squares regression of multiple weighted simultaneous equations in C#

by Trent Guidry10. December 2011 12:04
In this post I create a Levenberg Marquardt class in C# that can be used for the nonlinear least squares regression of multiple simultaneous weighted equations. [More]

Implementing a Levenberg algorithm for the nonlinear least squares regression of multiple weighted simultaneous equations in C#

by Trent Guidry10. December 2011 11:03
In this post I create a Levenberg class in C# that can be used for the nonlinear least squares regression of multiple simultaneous weighted equations. [More]

Implementing a Gauss Newton algorithm for the nonlinear least squares regression of multiple weighted simultaneous equations in C#

by Trent Guidry10. December 2011 09:20
In this post I create a Gauss Newton class in C# that can be used for the nonlinear least squares regression of multiple simultaneous weighted equations. [More]

Nonlinear least squares regression of multiple weighted simultaneous equations using a Gauss Newton, Levenberg, or Levenberg-Marquardt algorithm

by Trent Guidry4. December 2011 08:31
Gauss Newton, Levenberg, and Levenberg-Marquardt algorithms can be used for the nonlinear least squares regression of parameters for systems of simultaneous equations. [More]

System NotSupportedException The URI prefix is not recognized

by Trent Guidry8. January 2011 03:42
I found a work around for that "The URI prefix is not recognized" System NotSupportedException that can occur when using a WebClient after turning on then off Silverlight 4’s "enable running application out of the browser" setting. [More]

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