| 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.
Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
SyntaxParameters
- f
- Type: Imsl.Math.MinUnconMultiVar.IFunction
The MinUnconMultiVar.IFunction whose minimum is to be found.
Return Value
Type:Double[]A double array containing the point at which the minimum of the input function occurs.
Exceptions| Exception | 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 |
Remarksf 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.
See Also