Package org.hipparchus.optim.nonlinear.vector.constrained

Class TwiceDifferentiableFunction

java.lang.Object
org.hipparchus.optim.nonlinear.vector.constrained.TwiceDifferentiableFunction
All Implemented Interfaces:
MultivariateFunction
Direct Known Subclasses:
QuadraticFunction
public abstract class TwiceDifferentiableFunction extends Object implements MultivariateFunction
A MultivariateFunction that also has a defined gradient and Hessian.
Since:
3.1

  • Constructor Details

    • TwiceDifferentiableFunction

      public TwiceDifferentiableFunction()

  • Method Details

    • dim

      public abstract int dim()
      Returns the dimensionality of the function domain. If dim() returns (n) then this function expects an n-vector as its input.
      Returns:
      the expected dimension of the function's domain

    • value

      public abstract double value(RealVector x)
      Returns the value of this function at (x)
      Parameters:
      x - a point to evaluate this function at.
      Returns:
      the value of this function at (x)

    • gradient

      public abstract RealVector gradient(RealVector x)
      Returns the gradient of this function at (x)
      Parameters:
      x - a point to evaluate this gradient at
      Returns:
      the gradient of this function at (x)

    • hessian

      public abstract RealMatrix hessian(RealVector x)
      The Hessian of this function at (x)
      Parameters:
      x - a point to evaluate this Hessian at
      Returns:
      the Hessian of this function at (x)

    • value

      public double value(double[] x)
      Returns the value of this function at (x)
      Specified by:
      value in interface MultivariateFunction
      Parameters:
      x - a point to evaluate this function at.
      Returns:
      the value of this function at (x)

    • gradient

      public RealVector gradient(double[] x)
      Returns the gradient of this function at (x)
      Parameters:
      x - a point to evaluate this gradient at
      Returns:
      the gradient of this function at (x)

    • hessian

      public RealMatrix hessian(double[] x)
      The Hessian of this function at (x)
      Parameters:
      x - a point to evaluate this Hessian at
      Returns:
      the Hessian of this function at (x)