Solve a general nonlinear programming problem using the successive
quadratic programming algorithm with a finite-difference gradient or
with a user-supplied gradient.
Namespace: Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[] Solve(
MinConNLPIFunction f
)
Public Function Solve (
f As MinConNLPIFunction
) As Double()
public:
array<double>^ Solve(
MinConNLPIFunction^ f
)
member Solve :
f : MinConNLPIFunction -> float[]
Parameters
- f
- Type: Imsl.MathMinConNLPIFunction
Defines the user-supplied MinConNLP.IFunction to be evaluated
at a given point. f can be used to supply a
MinConNLP.IGradient of the function. If f implements
IGradient the user-supplied gradient is used. Otherwise, an
attempt to solve the problem is made using a finite-difference
gradient.
Return Value
Type:
Double
A
double array containing the last computed solution of the nonlinear
programming problem.
Exceptions See Also