com.numericalmethod.suanshu.optimization.minmax
Interface MinMaxProblem.Gradient

Enclosing class:

MinMaxProblem

public static interface MinMaxProblem.Gradient

the gradient of the absolute minmax objective function, for a given ω

Method Summary

RealVectorFunction

evaluate(java.lang.Object omega) g(x, ω) = ∇|e(x, ω)|: the gradient function of the absolute error, |e(x, ω)|

Method Detail

evaluate

RealVectorFunction evaluate(java.lang.Object omega)

g(x, ω) = ∇|e(x, ω)|: the gradient function of the absolute error, |e(x, ω)|

Parameters:

omega - a parameterization of a real scalar function

Returns:

the gradient of the absolute error for a given ω, gω(x)