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Optimization with function and jacobian evaluation

The optimization method is implemented as:
 
int Minimize_Maximize_Gradient(int m,int n,
      INTEGER_VECTOR &Type_Eq,
      INTERVAL_VECTOR (* TheIntervalFunction)(int,int,INTERVAL_VECTOR &), 
      INTERVAL_MATRIX (* Gradient)(int, int,INTERVAL_VECTOR &),
      INTERVAL_VECTOR & TheDomain, 
      int Iteration,int Order,
      double epsilon,double epsilonf,double epsilone,
      int Func_Has_Interval,
      INTERVAL Optimum,
      INTERVAL_MATRIX & Solution,
      int (* Simp_Proc)(INTERVAL_VECTOR &));
the arguments being: Thus to minimize a function you have to set its Type_Eq to -2 and to maximize it to set its Type_Eq to 2.

Remember that you may use the 3B method to improve the efficiency of this algorithm (see section 2.3.2).

Note also that a convenient way to write the IntervalFunction and Gradient procedures is to use the possibilities offered by ALIAS-Maple (see the ALIAS-Maple manual).


next up previous contents
Next: Return code Up: Implementation Previous: Dealing with inequalities on   Contents
Jean-Pierre Merlet 2012-12-20