Example 2: Minimum of a smooth function
The minimum of is found using function evaluations and first derivative evaluations.
using System;
using Imsl.Math;
public class MinUnconEx2 : MinUncon.IDerivative
{
public double F(double x)
{
return Math.Exp(x) - 5.0 * x;
}
public double Derivative(double x)
{
return Math.Exp(x) - 5.0;
}
public static void Main(String[] args)
{
MinUncon zf = new MinUncon();
zf.Guess = 0.0;
zf.Accuracy = .001;
double x = zf.ComputeMin(new MinUnconEx2());
Console.Out.WriteLine("x = " + x);
}
}
Output
x = 1.61001131622703
Link to C# source.