Example 1: Minimum of a multivariate function

The minimum of 100(x_2 - x_1^2)^2 + (1-x_1)^2 is found using function evaluations only. 
using System;
using Imsl.Math;

public class MinUnconMultiVarEx1 : MinUnconMultiVar.IFunction
{
	public double F(double[] x)
	{
		return 100.0 * ((x[1] - x[0] * x[0]) * (x[1] - x[0] * x[0])) +
			(1.0 - x[0]) * (1.0 - x[0]);
	}


	public static void  Main(String[] args)
	{
		MinUnconMultiVar solver = new MinUnconMultiVar(2);
		solver.SetGuess(new double[]{- 1.2, 1.0});
		double[] x = solver.ComputeMin(new MinUnconMultiVarEx1());
		Console.Out.WriteLine
			("Minimum point is (" + x[0] + ", " + x[1] + ")");
	}
}

Output

Minimum point is (0.99999996726513, 0.99999993304521)
Link to C# source.