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TrustRegionMinimizerMinimize Method (FuncDouble, Double, DoubleVector, Int32, FuncDouble, Double, DoubleVector, DoubleVector)

Minimizes the given function near the given starting point, within the specified contraints, and using the given array of partial derivatives.

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
public DoubleVector Minimize(
	Func<double[], double[]> f,
	DoubleVector x,
	int ydim,
	Func<double[], double[]>[] df,
	DoubleVector lowerBounds,
	DoubleVector upperBounds
)

Parameters

f
Type: SystemFuncDouble, Double
The function to minimize.
x
Type: CenterSpace.NMath.CoreDoubleVector
A starting point.
ydim
Type: SystemInt32
The size of the range.
df
Type: SystemFuncDouble, Double
The partial derivatives of f.
lowerBounds
Type: CenterSpace.NMath.CoreDoubleVector
Lower bounds for x, such that lower[i] <= x[i].
upperBounds
Type: CenterSpace.NMath.CoreDoubleVector
Upper bounds for x, such that upper[i] >= x[i].

Return Value

Type: DoubleVector
The local minimum of function near the point, x.
Exceptions
ExceptionCondition
InvalidArgumentException Thrown if the problem is underconstrained (ydim < x.Length), or if the given array of partial derivatives and the bounds vectors are not the same length as x.
See Also