Modifier and Type | Interface and Description |
---|---|
static interface |
SubProblemMinimizer.ConstrainedMinimizerFactory<U extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>>
This factory constructs a new instance of
ConstrainedMinimizer to solve a real valued minimization
problem.
|
Modifier and Type | Interface and Description |
---|---|
static interface |
SubProblemMinimizer.IterativeSolution<Vector> |
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
SubProblemMinimizer.solve(ConstrainedOptimProblem subProblem)
Solves a constrained optimization sub-problem that is already in the form
of a ConstrainedOptimProblem.
|
Constructor and Description |
---|
SubProblemMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory) |
Modifier and Type | Class and Description |
---|---|
class |
CSDPMinimizer.Solution |
class |
HomogeneousPathFollowingMinimizer.Solution
This is the solution to a Semi-Definite Programming problem using the Homogeneous Self-Dual
Path-Following algorithm.
|
class |
PrimalDualPathFollowingMinimizer.Solution
This is the solution to a Semi-Definite Programming problem using the Primal-Dual
Path-Following algorithm.
|
Modifier and Type | Class and Description |
---|---|
class |
PrimalDualInteriorPointMinimizer.Solution
This is the solution to a Dual Second Order Conic Programming problem using the Primal Dual
Interior Point algorithm.
|
Modifier and Type | Class and Description |
---|---|
class |
QPDualActiveSetMinimizer.Solution
This is the solution to a Quadratic Programming problem using the Dual
Active Set
algorithm.
|
class |
QPPrimalActiveSetMinimizer.Solution
This is the solution to a Quadratic Programming problem using the Primal
Active Set algorithm.
|
Modifier and Type | Class and Description |
---|---|
class |
QPbySOCPMinimizer.Solution |
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
BoxGeneralizedSimulatedAnnealingMinimizer.solve(BoxOptimProblem problem) |
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
PenaltyMethodMinimizer.solve(ConstrainedOptimProblem problem) |
Modifier and Type | Class and Description |
---|---|
class |
SQPActiveSetMinimizer.Solution
This is the solution to a general minimization with only inequality
constraints using the SQP Active Set algorithm.
|
class |
SQPActiveSetOnlyInequalityConstraintMinimizer.Solution
This is the solution to a general minimization problem with only
inequality constraints using the SQP Active Set algorithm.
|
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
SQPActiveSetOnlyInequalityConstraintMinimizer.solve(RealScalarFunction f,
GreaterThanConstraints greater)
Minimize a function subject to only inequality constraints.
|
IterativeSolution<Vector> |
SQPActiveSetOnlyInequalityConstraintMinimizer.solve(RealScalarFunction f,
RealVectorFunction g,
GreaterThanConstraints greater)
Minimize a function subject to only inequality constraints.
|
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
SQPActiveSetOnlyEqualityConstraint1Minimizer.solve(ConstrainedOptimProblem problem) |
IterativeSolution<Vector> |
SQPActiveSetOnlyEqualityConstraint1Minimizer.solve(RealScalarFunction f,
EqualityConstraints equal)
Minimize a function subject to only equality constraints.
|
Constructor and Description |
---|
BruteForceIPMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory)
Constructs a brute force minimizer to solve integral constrained
minimization problems.
|
Modifier and Type | Class and Description |
---|---|
protected class |
DEOptim.Solution
This is the solution to a minimization problem using
DEOptim . |
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
DEOptim.solve(OptimProblem problem) |
Modifier and Type | Class and Description |
---|---|
protected class |
SimpleGridMinimizer.Solution
This is the solution to a minimization problem using
SimpleGridMinimizer . |
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
SimpleGridMinimizer.solve(OptimProblem problem) |
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
LeastPth.solve(MinMaxProblem<T> problem) |
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
SimulatedAnnealingMinimizer.solve(OptimProblem problem) |
Modifier and Type | Class and Description |
---|---|
class |
NelderMeadMinimizer.Solution
This is the solution to an optimization problem by the Nelder-Mead method.
|
Modifier and Type | Class and Description |
---|---|
protected class |
PowellMinimizer.PowellImpl
an implementation of Powell's algorithm
|
protected class |
ZangwillMinimizer.ZangwillImpl
an implementation of Zangwill's algorithm
|
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
ZangwillMinimizer.solve(C2OptimProblem problem) |
IterativeSolution<Vector> |
FletcherReevesMinimizer.solve(C2OptimProblem problem) |
IterativeSolution<Vector> |
ConjugateGradientMinimizer.solve(C2OptimProblem problem) |
IterativeSolution<Vector> |
PowellMinimizer.solve(C2OptimProblem problem) |
Modifier and Type | Class and Description |
---|---|
protected class |
BFGSMinimizer.BFGSImpl
an implementation of the BFGS algorithm
|
protected class |
HuangMinimizer.HuangImpl
an implementation of Huang's formula.
|
protected class |
QuasiNewtonMinimizer.QuasiNewtonImpl
This is an implementation of the Quasi-Newton algorithm.
|
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
BFGSMinimizer.solve(C2OptimProblem problem) |
IterativeSolution<Vector> |
HuangMinimizer.solve(C2OptimProblem problem) |
Modifier and Type | Class and Description |
---|---|
protected class |
GaussNewtonMinimizer.MySteepestDescent.GaussNewtonImpl
an implementation of the Gauss-Newton algorithm.
|
protected class |
NewtonRaphsonMinimizer.NewtonRaphsonImpl |
protected class |
SteepestDescentMinimizer.SteepestDescentImpl
This is an implementation of the steepest descent method.
|
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
NewtonRaphsonMinimizer.solve(C2OptimProblem problem) |
IterativeSolution<Vector> |
GaussNewtonMinimizer.MySteepestDescent.solve(C2OptimProblem problem) |
IterativeSolution<Vector> |
FirstOrderMinimizer.solve(C2OptimProblem problem) |
abstract IterativeSolution<Vector> |
SteepestDescentMinimizer.solve(C2OptimProblem problem)
Solve a minimization problem with a C2 objective function.
|
IterativeSolution<Vector> |
GaussNewtonMinimizer.solve(RealVectorFunction vf)
Solve the minimization problem to minimize F = vf' * vf.
|
IterativeSolution<Vector> |
GaussNewtonMinimizer.solve(RealVectorFunction vf,
RntoMatrix J)
Solve the minimization problem to minimize F = vf' * vf.
|
Constructor and Description |
---|
Corvalan2005(Minimizer<? super ConstrainedOptimProblem,IterativeSolution<Vector>> minimizer,
DiversificationMeasure diversificationMeasure,
double deltaSigma,
double deltaR)
Constructs an instance of the Corvalan model.
|
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