Optimization.

DotNumerics contains classes for optimization of multivariate functions.

• L-BFGS-B (Unconstrained and bounded constrained minimization). Minimization a multivariate function subject to bounds on the variables using a Limited memory Broyden–Fletcher–Goldfarb–Shanno method.
   
• Truncated Newton (Unconstrained and bounded constrained minimization). Minimization a multivariate function using a Truncated Newton algorithm.
   
• Downhill Simplex method of Nelder and Mead (Unconstrained and bounded constrained minimization). Minimization a multivariate function using a Downhill Simplex method.