objfun must calculate either the

i

th element of the vector

f (x) = {(f_{1} (x), f_{2} (x), \dots, f_{m} (x))}^{T}

or all

m

elements of

f (x)

and (optionally) its Jacobian (

= \frac{\partial f}{\partial x}

) for a specified

n

-element vector

x

Syntax

C#
public delegate void E05US_OBJFUN( ref int mode, int m, int n, int needfi, double[] x, double[] f, double[,] fjsl, int nstate )

Visual Basic
Public Delegate Sub E05US_OBJFUN ( _ ByRef mode As Integer, _ m As Integer, _ n As Integer, _ needfi As Integer, _ x As Double(), _ f As Double(), _ fjsl As Double(,), _ nstate As Integer _ )

Visual C++
public delegate void E05US_OBJFUN( int% mode, int m, int n, int needfi, array<double>^ x, array<double>^ f, array<double,2>^ fjsl, int nstate )

F#
type E05US_OBJFUN = delegate of mode : int byref * m : int * n : int * needfi : int * x : float[] * f : float[] * fjsl : float[,] * nstate : int -> unit

Parameters

mode

Type: System..::..Int32%

On entry: indicates which values must be assigned during each call of objfun. Only the following values need be assigned:

$mode = 0$ and $needfi = i$ , where $i > 0$: $f [i - 1]$ .
$mode = 0$ and $needfi < 0$: f.
$mode = 1$ and $needfi < 0$: All available elements of fjsl.
$mode = 2$ and $needfi < 0$: f and all available elements of fjsl.

On exit: may be set to a negative value if you wish to abandon the solution to the current local minimization problem. In this case e05us will move to the next local minimization problem.

m: Type: System..::..Int32
On entry: $m$ , the number of subfunctions.

n: Type: System..::..Int32
On entry: $n$ , the number of variables.

needfi: Type: System..::..Int32
On entry: if $needfi = i > 0$ , only the $i$ th element of $f (x)$ needs to be evaluated at $x$ ; the remaining elements need not be set. This can result in significant computational savings when $m ≫ n$ .

x: Type: array<System..::..Double>[]()[][]
On entry: $x$ , the vector of variables at which the objective function and/or all available elements of its gradient are to be evaluated.

f: Type: array<System..::..Double>[]()[][]
On exit: if $mode = 0$ and $needfi = i > 0$ , $f [i - 1]$ must contain the value of $f_{i}$ at $x$ .
If $mode = 0$ or $2$ and $needfi < 0$ , $f [i - 1]$ must contain the value of $f_{i}$ at $x$ , for $i = 1, 2, \dots, m$ .

fjsl

Type: array<System..::..Double,2>[,](,)[,][,]

fjsl may be regarded as a two-dimensional ‘slice’ of the three-dimensional array fjac of e05us.

On entry: is set to a special value.

On exit: if

mode = 1

2

and

needfi < 0

, the

i

th row of fjsl must contain the available elements of the vector

\nabla f_{i}

given by

\nabla f_{i} = {(\partial f_{i} / \partial x_{1}, \partial f_{i} / \partial x_{2}, \dots, \partial f_{i} / \partial x_{n})}^{T},

evaluated at the point

x

. See also the parameter nstate.

nstate: Type: System..::..Int32
On entry: if $nstate = 1$ then e05us is calling objfun for the first time on the current local optimization problem. This parameter setting allows you to save computation time if certain data must be read or calculated only once.

Syntax

Parameters

See Also