IMSL C# Numerical Library

MinConGenLin Constructor 

Constructor for MinConGenLin.

public MinConGenLin(
   IFunction fcn,
   int nvar,
   int ncon,
   int neq,
   double[] a,
   double[] b,
   double[] lowerBound,
   double[] upperBound
);

Parameters

fcn
The user-supplied MinConGenLin.IFunction to be minimized.
nvar
An int scalar containing the number of variables.
ncon
An int scalar containing the number of linear constraints (excluding simple bounds).
neq
An int scalar containing the number of linear equality constraints.
a
A double array containing the equality constraint gradients in the first neq rows followed by the inequality constraint gradients. a.length = ncon * nvar.
b
A double array containing the right-hand sides of the linear constraints.
lowerBound
A double array containing the lower bounds on the variables. lowerBound.length = nvar.
upperBound
A double array containing the upper bounds on the variables. upperBound.length = nvar.

Exceptions

Exception Type Condition
ArgumentException is thrown if the dimensions of nvar, ncon, neq, a.length , b.length, lowerBound.length and upperBound.length are not consistent

See Also

MinConGenLin Class | Imsl.Math Namespace