Example 2: Minimum of a smooth function
The minimum of is found using function evaluations and first derivative evaluations.
import com.imsl.math.*;
public class MinUnconEx2 implements MinUncon.Derivative {
public double f(double x) {
return Math.exp(x) - 5.*x;
}
public double g(double x) {
return Math.exp(x) - 5.;
}
public static void main(String args[]) {
int n = 1;
double xinit = 0.;
double x[] = {0.};
MinUncon zf = new MinUncon();
zf.setGuess(xinit);
zf.setAccuracy(.001);
MinUnconEx2 fcn = new MinUnconEx2();
x[0] = zf.computeMin(fcn);
for (int k = 0; k < n; k++) {
System.out.println("x["+k+"] = "+x[k]);
}
}
}
Output
x[0] = 1.6100113162270329
Link to Java source.