public class SQPActiveSetOnlyEqualityConstraint1Minimizer extends Object implements ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
Modifier and Type | Class and Description |
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static interface |
SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory
This factory constructs a new instance of
SQPASEVariation for each SQP problem. |
Constructor and Description |
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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 |
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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
Optimizer
OptimProblem
.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.