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: 6.5.0.0

Syntax

C#
public double[] ComputeMin(
	MinUnconMultiVar..::.IFunction f
)
Visual Basic (Declaration)
Public Function ComputeMin ( _
	f As MinUnconMultiVar..::.IFunction _
) As Double()
Visual C++
public:
array<double>^ ComputeMin(
	MinUnconMultiVar..::.IFunction^ f
)

Parameters

f
Type: Imsl.Math..::.MinUnconMultiVar..::.IFunction
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

ExceptionCondition
Imsl.Math..::.FalseConvergenceException is thrown if the iterates appear to be converging to a noncritical point
Imsl.Math..::.MaxIterationsException is thrown if the maximum number of iterations is exceeded
Imsl.Math..::.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