public interface SQPASVariation
Modifier and Type | Method and Description |
---|---|
double |
alpha(Vector x,
Vector d,
Vector v,
Vector u)
Get the percentage increment along the minimizer increment direction.
|
Matrix |
getInitialHessian(Vector x0,
Vector v0,
Vector u0)
Get the initial Hessian matrix.
|
Matrix |
updateHessian(Vector x1,
Vector v1,
Vector u1,
Vector d,
Vector g0,
Matrix Ae0,
Matrix Ai0,
Matrix W0)
Update the Hessian matrix using the latest iterates.
|
Matrix getInitialHessian(Vector x0, Vector v0, Vector u0)
x0
- the initial minimizerv0
- the initial Lagrange multipliers for equality constraints (lambda)u0
- the initial Lagrange multipliers for inequality constraints (mu)Matrix updateHessian(Vector x1, Vector v1, Vector u1, Vector d, Vector g0, Matrix Ae0, Matrix Ai0, Matrix W0)
x1
- the next minimizerv1
- the next Lagrange multipliers for equality constraints (lambda)u1
- the next Lagrange multipliers for inequality constraints (mu)d
- the minimizer incrementg0
- the gradientAe0
- the set of active equality constraintsAi0
- the set of active inequality constraintsW0
- the current Hessian matrixdouble alpha(Vector x, Vector d, Vector v, Vector u)
x
- the current minimizerd
- the minimizer incrementv
- the Lagrange multipliers for equality constraints (lambda)u
- the Lagrange multipliers for inequality constraints (mu)Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.