Minimize the L2 norm of the function f(x), where the components of x are constrained by upper and lower bounds using an iterative algorithm with starting point x0.

Namespace:  CenterSpace.NMath.Analysis
Assembly:  NMath (in NMath.dll) Version: 5.1.0.0

Syntax

C#
DoubleVector Minimize(
	DoubleMultiVariableFunction f,
	DoubleVector x0,
	DoubleVector lowerBounds,
	DoubleVector upperBounds
)
Visual Basic (Declaration)
Function Minimize ( _
	f As DoubleMultiVariableFunction, _
	x0 As DoubleVector, _
	lowerBounds As DoubleVector, _
	upperBounds As DoubleVector _
) As DoubleVector
Visual C++
DoubleVector^ Minimize(
	DoubleMultiVariableFunction^ f, 
	DoubleVector^ x0, 
	DoubleVector^ lowerBounds, 
	DoubleVector^ upperBounds
)

Parameters

f
Type: CenterSpace.NMath.Core..::.DoubleMultiVariableFunction
Function to minimize the norm of.
x0
Type: CenterSpace.NMath.Core..::.DoubleVector
Intial point for the iteration.
lowerBounds
Type: CenterSpace.NMath.Core..::.DoubleVector
Lower bounds for the solution x, such that lower[i] <= x[i].
upperBounds
Type: CenterSpace.NMath.Core..::.DoubleVector
Upper bounds for the solution x, such that upper[i] >= x[i].

Return Value

The vector x which satisfies the constraints and for which f(x) is minimized near the point, x0 such that

See Also