com.imsl.math

Interface MinConGenLin.Gradient

All Superinterfaces:

MinConGenLin.Function

Enclosing class:

MinConGenLin

public static interface MinConGenLin.Gradient
extends MinConGenLin.Function

Public interface for the user-supplied function to compute the gradient.

Method Summary

Modifier and Type	Method and Description
void	gradient(double[] x, double[] g) Public interface for the user-supplied function to compute the gradient at point x.

Methods inherited from interface com.imsl.math.MinConGenLin.Function

f

Method Detail

gradient

void gradient(double[] x,
              double[] g)

Public interface for the user-supplied function to compute the gradient at point x.

Parameters:

x - a double array, the point at which the gradient is evaluated. x.length equals the number of variables.

g - a double array, the values of the gradient of the objective function.