fr.cnes.sirius.patrius.math.optim.joptimizer.functions

Interface TwiceDifferentiableMultivariateRealFunction

All Known Subinterfaces:

BarrierFunction, ConvexMultivariateRealFunction, StrictlyConvexMultivariateRealFunction

All Known Implementing Classes:

LinearMultivariateRealFunction, LogarithmicBarrier, PDQuadraticMultivariateRealFunction, PSDQuadraticMultivariateRealFunction, QuadraticMultivariateRealFunction

public interface TwiceDifferentiableMultivariateRealFunction

Interface for multi-variate functions that are twice differentiable., i.e. for which a gradient and a hessian can be provided.

Since:

4.6

Author:

alberto trivellato (alberto.trivellato@gmail.com) HISTORY VERSION:4.6:DM:DM-2591:27/01/2021:[PATRIUS] Intigration et validation JOptimizer END-HISTORY

Method Summary

Modifier and Type	Method and Description
int	getDim() Get dimension of the function argument.
double[]	gradient(double[] x) Function gradient at point X.
double[][]	hessian(double[] x) Function hessian at point X.
double	value(double[] x) Evaluation of the function at point X.

Method Detail

value

double value(double[] x)

Evaluation of the function at point X.

Parameters:

x - point

Returns:

evaluation

gradient

double[] gradient(double[] x)

Function gradient at point X.

Parameters:

x - point

Returns:

gradient

hessian

double[][] hessian(double[] x)

Function hessian at point X.

Parameters:

x - point

Returns:

hessian

getDim

int getDim()

Get dimension of the function argument.

Returns:

dimension