public class SQPActiveSetOnlyEqualityConstraint2Minimizer extends SQPActiveSetOnlyEqualityConstraint1Minimizer
SQPActiveSetOnlyEqualityConstraint1Minimizer
uses SQPASEVariation2
.SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory
Constructor and Description |
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SQPActiveSetOnlyEqualityConstraint2Minimizer(double r,
double lower,
int discretization,
double epsilon,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.
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SQPActiveSetOnlyEqualityConstraint2Minimizer(double epsilon,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.
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solve, solve
public SQPActiveSetOnlyEqualityConstraint2Minimizer(double epsilon, int maxIterations)
epsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations
- the maximum number of iterationspublic SQPActiveSetOnlyEqualityConstraint2Minimizer(double r, double lower, int discretization, double epsilon, int maxIterations)
r
- Han's exact penalty function coefficient, the bigger the better, e.g., eq. 15.20lower
- the lower bound of alpha; the smaller the better but cannot be zerodiscretization
- the number of points between [lower, 1] to search for alpha; the bigger the betterepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations
- the maximum number of iterationsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.