newtonSolver
Interface Uncmin_methods

All Known Implementing Classes:
GameMinimization, GameMinimizationPrivateInformation

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
 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

f_to_minimize

double f_to_minimize(double[] x)
Method containing objective function to be optimized.

Parameters:
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.
Returns:
The value of the objective function evaluated at x.

gradient

void gradient(double[] x,
              double[] g)
User-supplied gradients.

Parameters:
x - Vector of parameters, using Fortran indexing.
g - A vector of empty values which to be filled in by this method

hessian

void hessian(double[] x,
             double[][] h)
User-supplied Hessian.

Parameters:
x - Vector of parameters, using Fortran indexing.
h - A matrix of empty values which to be filled in by this method