VariableMetricMinimizerMinimize(DoubleFunctional, DoubleVector) Method

Minimizes the given function near the given starting point, using the given array of partial derivatives.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public DoubleVector Minimize(
	DoubleFunctional f,
	DoubleVector x
)

Public Function Minimize ( 
	f As DoubleFunctional,
	x As DoubleVector
) As DoubleVector

public:
virtual DoubleVector^ Minimize(
	DoubleFunctional^ f, 
	DoubleVector^ x
) sealed

abstract Minimize : 
        f : DoubleFunctional * 
        x : DoubleVector -> DoubleVector 
override Minimize : 
        f : DoubleFunctional * 
        x : DoubleVector -> DoubleVector

Parameters

f DoubleFunctional: The function to minimize.
x DoubleVector: A starting point.

Return Value

DoubleVector
The local minimum of function near the point, p.

Implements

IMultiVariableDMinimizerMinimize(DoubleFunctional, DoubleVector)

Remarks

The minimization will use the unit vectors for the starting directions. Iteration stops when either the estimated error is less than the tolerance, or the maximum number of iterations is reached. Setting the error tolerance to less than zero ensures that the maximum number of iterations is always reached.

Reference

VariableMetricMinimizer Class

Minimize Overload

CenterSpace.NMath.Core Namespace