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MinUnconMultiVarComputeMin 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
Syntax
public double[] ComputeMin(
	MinUnconMultiVarIFunction f
)

Parameters

f
Type: Imsl.MathMinUnconMultiVarIFunction
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
ExceptionCondition
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
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.
See Also