Esempio n. 1
0
//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: protected void assertSolvingRosenbrockWithoutGradient(final MinimizerWithGradient<java.util.function.Function<com.opengamma.strata.collect.array.DoubleArray, double>, java.util.function.Function<com.opengamma.strata.collect.array.DoubleArray, com.opengamma.strata.collect.array.DoubleArray>, com.opengamma.strata.collect.array.DoubleArray> minimzer, final double tol)
        protected internal virtual void assertSolvingRosenbrockWithoutGradient(MinimizerWithGradient <System.Func <DoubleArray, double>, System.Func <DoubleArray, DoubleArray>, DoubleArray> minimzer, double tol)
        {
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray start = com.opengamma.strata.collect.array.DoubleArray.of(-1.0, 1.0);
            DoubleArray start = DoubleArray.of(-1.0, 1.0);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray solution = minimzer.minimize(MinimizationTestFunctions.ROSENBROCK, start);
            DoubleArray solution = minimzer.minimize(MinimizationTestFunctions.ROSENBROCK, start);

            assertEquals(1.0, solution.get(0), tol);
            assertEquals(1.0, solution.get(1), tol);
        }
Esempio n. 2
0
//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: protected void assertSolvingCoupledRosenbrock(final MinimizerWithGradient<java.util.function.Function<com.opengamma.strata.collect.array.DoubleArray, double>, java.util.function.Function<com.opengamma.strata.collect.array.DoubleArray, com.opengamma.strata.collect.array.DoubleArray>, com.opengamma.strata.collect.array.DoubleArray> minimzer, final double tol)
        protected internal virtual void assertSolvingCoupledRosenbrock(MinimizerWithGradient <System.Func <DoubleArray, double>, System.Func <DoubleArray, DoubleArray>, DoubleArray> minimzer, double tol)
        {
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray start = com.opengamma.strata.collect.array.DoubleArray.of(-1.0, 1.0, -1.0, 1.0, -1.0, 1.0, 1.0);
            DoubleArray start = DoubleArray.of(-1.0, 1.0, -1.0, 1.0, -1.0, 1.0, 1.0);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray solution = minimzer.minimize(MinimizationTestFunctions.COUPLED_ROSENBROCK, MinimizationTestFunctions.COUPLED_ROSENBROCK_GRAD, start);
            DoubleArray solution = minimzer.minimize(MinimizationTestFunctions.COUPLED_ROSENBROCK, MinimizationTestFunctions.COUPLED_ROSENBROCK_GRAD, start);

            for (int i = 0; i < solution.size(); i++)
            {
                assertEquals(1.0, solution.get(i), tol);
            }
        }