com.imsl.math
Interface MinConNonlin.Gradient

All Superinterfaces:

MinConNonlin.Function

Enclosing interface:

com.imsl.math.MinConNonlin

public static interface MinConNonlin.Gradient

extends MinConNonlin.Function

Public interface for the user supplied function to MinConNonlin object.

Method Summary

void	gradient(int mTotalConstraints, int mEqualityConstraints, double[] x, boolean[] active, double f, double[] g, double[] df, double[][] dg) Computes the value of the gradient of the function at the given point.

Methods inherited from interface com.imsl.math.MinConNonlin.Function

f

Method Detail

gradient

public void gradient(int mTotalConstraints,
                     int mEqualityConstraints,
                     double[] x,
                     boolean[] active,
                     double f,
                     double[] g,
                     double[] df,
                     double[][] dg)

Computes the value of the gradient of the function at the given point.

Parameters:

mTotalConstraints - an input int value specifying the total number of constraints.

mEqualityConstraints - an input int value specyfying the number of equality constraints

x - an input double array, the point at which the function is to be evaluated

active - an input boolean array, specifying the active constraints

f - an input double, the value of the function at x

g - an input double array containing the values of the constraints at point x.

df - an output doublearray containing the values of the gradient of the objective function at x

dg - an output MMAX by N double array containing the values of the gradients for the active constraints. MMAX is the maximum of 1 and mTotalConstraints. N is the number of variables.