Numerical methods

General methods

Combinatorial generators

Combinatorial generators

Random generator parametrization

Random generator parametrization

Save/load a study

Save/load a study

Integrate a function with Gauss-Kronrod algorithm

Integrate a function with Gauss-Kronrod algorithm

Estimate a multivariate integral with IteratedQuadrature

Estimate a multivariate integral with IteratedQuadrature

Iterated Functions System

Iterated Functions System

Compute leave-one-out error of a polynomial chaos expansion

Compute leave-one-out error of a polynomial chaos expansion

Compute confidence intervals of a regression model from data

Compute confidence intervals of a regression model from data

Compute confidence intervals of a univariate noisy function

Compute confidence intervals of a univariate noisy function

Optimization

Mix/max search and sensitivity from design

Mix/max search and sensitivity from design

Optimization with constraints

Optimization with constraints

Optimization using NLopt

Optimization using NLopt

Mix/max search using optimization

Mix/max search using optimization

Control algorithm termination

Control algorithm termination

Optimization using bonmin

Optimization using bonmin

Multi-objective optimization using Pagmo

Multi-objective optimization using Pagmo

Quick start guide to optimization

Quick start guide to optimization

Optimization of the Rastrigin test function

Optimization of the Rastrigin test function

Optimization using dlib

Optimization using dlib

EfficientGlobalOptimization examples

EfficientGlobalOptimization examples

Iterative statistics

Estimate moments iteratively

Estimate moments iteratively

Estimate extrema iteratively

Estimate extrema iteratively

Estimate threshold exceedance iteratively

Estimate threshold exceedance iteratively