IMSL C# Numerical Library

MinUnconMultiVar.ComputeMin Method 

Return the minimum point of a function of n variables of type double using a finite-difference gradient or using a user-supplied gradient.

public double[] ComputeMin(
   IFunction f
);

Parameters

f
The MinUnconMultiVar.IFunction whose minimum is to be found.

Return Value

A double array containing the point at which the minimum of the input function occurs.

Remarks

f can be used to supply a gradient of the function. If f implements IGradient then the user-supplied gradient is used. Otherwise, an attempt to find the minimum is made using a finite-difference gradient.

Exceptions

Exception Type Condition
FalseConvergenceException is thrown if the iterates appear to be converging to a noncritical point
MaxIterationsException is thrown if the maximum number of iterations is exceeded
UnboundedBelowException is thrown if five consecutive steps of the maximum allowable stepsize have been taken, either the function is unbounded below, or has a finite asymptote in some direction or the maximum allowable step size is too small

See Also

MinUnconMultiVar Class | Imsl.Math Namespace