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.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[] ComputeMin(
MinUnconMultiVarIFunction f
)
Public Function ComputeMin (
f As MinUnconMultiVarIFunction
) As Double()
public:
array<double>^ ComputeMin(
MinUnconMultiVarIFunction^ f
)
member ComputeMin :
f : MinUnconMultiVarIFunction -> float[]
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 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
|
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