public class SQPActiveSetOnlyEqualityConstraint1Minimizer extends Object implements ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
| Modifier and Type | Class and Description |
|---|---|
static interface |
SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory
This factory constructs a new instance of
SQPASEVariation for each SQP problem. |
| Constructor and Description |
|---|
SQPActiveSetOnlyEqualityConstraint1Minimizer(double epsilon,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.
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SQPActiveSetOnlyEqualityConstraint1Minimizer(SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory variant,
double epsilon,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.
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| Modifier and Type | Method and Description |
|---|---|
IterativeSolution<Vector> |
solve(ConstrainedOptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
IterativeSolution<Vector> |
solve(RealScalarFunction f,
EqualityConstraints equal)
Minimize a function subject to only equality constraints.
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public SQPActiveSetOnlyEqualityConstraint1Minimizer(SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory variant, double epsilon, int maxIterations)
variant - specify an implementation to useepsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations - the maximum number of iterationspublic SQPActiveSetOnlyEqualityConstraint1Minimizer(double epsilon,
int maxIterations)
epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations - the maximum number of iterationspublic IterativeSolution<Vector> solve(ConstrainedOptimProblem problem) throws Exception
OptimizerOptimProblem.solve in interface Optimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>problem - an optimization problemException - when there is an error solving the problempublic IterativeSolution<Vector> solve(RealScalarFunction f, EqualityConstraints equal) throws Exception
f - the objective function to be minimizedequal - the equality constraintsException - when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.