com.opengamma.strata.math.impl.minimization

Interface MinimizerWithGradient<F extends Function<S,?>,G extends Function<S,?>,S>

Type Parameters:

F - The type of the function to minimize

G - The type of the gradient function

S - The type of the start position of the minimization

All Superinterfaces:

Minimizer<F,S>

public interface MinimizerWithGradient<F extends Function<S,?>,G extends Function<S,?>,S>
extends Minimizer<F,S>

Interface for classes that extends the functionality of Minimizer by providing a method that takes a gradient function.

Method Summary

Modifier and Type	Method and Description
S	minimize(F function, G gradient, S startPosition)

Methods inherited from interface com.opengamma.strata.math.impl.minimization.Minimizer

minimize

Method Detail

minimize

S minimize(F function,
           G gradient,
           S startPosition)

Parameters:

function - The function to minimize, not null

gradient - The gradient function, not null

startPosition - The start position, not null

Returns:

The minimum