| Type | Location | Extends | Description |
|---|---|---|---|
| bfgs | nonlin_optimize | line_search_optimizer | Defines a Broyden–Fletcher–Goldfarb–Shanno (BFGS) solver for minimization of functions of multiple variables. |
| brent_solver | nonlin_solve | equation_solver_1var | Defines a solver based upon Brent's method for solving an equation of one variable without using derivatives. |
| equation_optimizer | nonlin_multi_var | None | A base class for optimization of an equation of multiple variables. |
| equation_solver | nonlin_multi_eqn_mult_var | None | A base class for various solvers of nonlinear systems of equations. |
| equation_solver_1var | nonlin_single_var | None | A base class for various solvers of equations of one variable. |
| fcn1var_helper | nonlin_single_var | None | Defines a type capable of encapsulating an equation of one variable of the form: f(x) = 0. |
| fcnnvar_helper | nonlin_multi_var | None | Defines a type capable of encapsulating an equation of N variables. |
| iteration_behavior | nonlin_types | None | Defines a set of parameters that describe the behavior of the iteration process. |
| least_squares_solver | nonlin_least_squares | equation_solver | @brief Defines a Levenberg-Marquardt based solver for unconstrained least-squares problems. Defines a Levenberg-Marquardt based solver for unconstrained least-squares problems. |
| line_search | nonlin_linesearch | None | Defines a type capable of performing an inexact, backtracking line search to find a point as far along the specified direction vector that is usable for unconstrained minimization problems. |
| line_search_optimizer | nonlin_optimize | equation_optimizer | A class describing equation optimizers that use a line search algorithm to improve convergence behavior. |
| line_search_solver | nonlin_solve | equation_solver | A class describing nonlinear solvers that use a line search algorithm to improve convergence behavior. |
| nelder_mead | nonlin_optimize | equation_optimizer | Defines a solver based upon Nelder and Mead's simplex algorithm for minimization of functions of multiple variables. |
| newton_1var_solver | nonlin_solve | equation_solver_1var | Defines a solver based upon Newtons's method for solving an equation of one variable. The algorithm uses a bisection method in conjunction with Newton's method in order to keep bounds upon the Newton iterations. |
| newton_solver | nonlin_solve | line_search_solver | Defines a Newton solver. |
| polynomial | nonlin_polynomials | None | Defines a polynomial, and associated routines for performing polynomial operations. |
| quasi_newton_solver | nonlin_solve | line_search_solver | Defines a quasi-Newton type solver based upon Broyden's method. |
| value_pair | nonlin_types | None | Defines a pair of numeric values. |
| vecfcn_helper | nonlin_multi_eqn_mult_var | None | Defines a type capable of encapsulating a system of nonlinear equations of the form: F(X) = 0. This type is used to establish the system of equations to solve, and provides a means for computing the Jacobian matrix for the system of equations, and any other ancillary operations that may be needed by the solver. |