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public interface Uncmin_methods
Interface for classes that wish to use the Uncmin_f77 optimizer. User must supply the f_to_minimize routine, and may supply gradient and Hessian methods if desired.
Method Summary | |
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double |
f_to_minimize(double[] x)
Method containing objective function to be optimized. |
void |
gradient(double[] x,
double[] g)
User-supplied gradients. |
void |
hessian(double[] x,
double[][] h)
User-supplied Hessian. |
Method Detail |
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double f_to_minimize(double[] x)
x
- Vector of parameters. Note that this package uses Fortran indexing, in that the vector starts counting from 1, not 0, so the programmer must take care to ensure tha the indices are computed correctly.
void gradient(double[] x, double[] g)
x
- Vector of parameters, using Fortran indexing.g
- A vector of empty values which to be filled in by this methodvoid hessian(double[] x, double[][] h)
x
- Vector of parameters, using Fortran indexing.h
- A matrix of empty values which to be filled in by this method
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