public class SQPActiveSetMinimizer extends Object implements ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
Modifier and Type | Class and Description |
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class |
SQPActiveSetMinimizer.Solution
This is the solution to a general minimization with only inequality
constraints using the SQP Active Set algorithm.
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static interface |
SQPActiveSetMinimizer.VariationFactory
This factory constructs a new instance of
SQPASVariation for each
SQP problem. |
Modifier and Type | Field and Description |
---|---|
protected double |
epsilon1 |
protected double |
epsilon2 |
protected int |
maxIterations |
Constructor and Description |
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SQPActiveSetMinimizer(double epsilon1,
double epsilon2,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization
problems with inequality constraints.
|
SQPActiveSetMinimizer(double epsilon1,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization
problems with inequality constraints.
|
SQPActiveSetMinimizer(SQPActiveSetMinimizer.VariationFactory variant,
double epsilon1,
double epsilon2,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization
problems with inequality constraints.
|
Modifier and Type | Method and Description |
---|---|
SQPActiveSetMinimizer.Solution |
solve(ConstrainedOptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem . |
protected final double epsilon1
protected final double epsilon2
protected final int maxIterations
public SQPActiveSetMinimizer(SQPActiveSetMinimizer.VariationFactory variant, double epsilon1, double epsilon2, int maxIterations)
variant
- a factory that constructs a new instance of
SQPASVariation
for each problemepsilon1
- a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the SQP solverepsilon2
- a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the embedded QP solver; suggested value = 0.maxIterations
- the maximum number of iterationspublic SQPActiveSetMinimizer(double epsilon1, double epsilon2, int maxIterations)
epsilon1
- a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the SQP solverepsilon2
- a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the embedded QP solver; suggested value = 0.maxIterations
- the maximum number of iterationspublic SQPActiveSetMinimizer(double epsilon1, int maxIterations)
epsilon1
- a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the SQP solvermaxIterations
- the maximum number of iterationspublic SQPActiveSetMinimizer.Solution solve(ConstrainedOptimProblem problem) throws Exception
Optimizer
OptimProblem
.solve
in interface Optimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
problem
- an optimization problemException
- when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.