 |
|
||||||||||
| Description: | |||||||||||
| Refined 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. Product Details This suite includes the following features: Local uni dimensional optimization: Fast `low level` algorithms (Bracketing and Locate algorithms), Accurate `high level` algorithms, Global uni dimensional optimization. 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. |
|||||||||||
| Download View screenshot |
Links for WebCab Optimization for .NET
Related Software Downloads for WebCab Optimization for .NET
WebCab Optimization (J2SE Edition) 2.6
Refined 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 Al...
WebCab Probability and Stat for .NET 3.3
Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression. Statistics Module The Statistics module incorporates evaluation procedures of standard q...
WebCab TA for .NET (Community Edition) 1.0
100% Free .NET API Component providing a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our ADO mediator you will be able to iteratively apply these ind...
WebCab TA for Delphi (Community Edition) 1.0
100% Free Delphi Component providing a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our ADO mediator you will be able to iteratively apply these indic...
WebCab Bonds for .NET 1
General Interest derivatives pricing framework implemented as a .NET Component and XML Web service: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We als...
WebCab Bonds for Delphi 1
Delphi Component for modeling the pricing and risk analytics of interest rate cash and derivative products. General Monte-Carlo Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also includes: Treasury...
WebCab Functions for .NET 2.0
.NET Class Library offering refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable. The interpolation procedures provided include Newton po...
WebCab Functions for Delphi 2.0
Delphi Component offering refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable. The interpolation procedures provided include Newton poly...
WebCab Options for .NET 2.5
.NET Component and XML Web service for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, Americ...
WebCab Optimization for Delphi 2.6
Refined 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 Al...
Related Keywords for WebCab Optimization for .NET
.NET C# Class global Libraries linear local maxima minima optimization programming service VB.NET Web XML