public class SQPActiveSetOnlyInequalityConstraintMinimizer.Solution extends SQPActiveSetMinimizer.Solution
| Modifier and Type | Method and Description |
|---|---|
Vector |
search(Vector... initials)
Search for a solution that optimizes the objective function from the
given starting points.
|
minimizer, minimum, search, search, setInitials, steppublic Vector search(Vector... initials) throws Exception
SQPActiveSetMinimizer.Solution#setInitials(S...) and then
iteratively IterativeMethod.step().
It implements a default convergence criterion.search in interface IterativeMethod<Vector>search in class SQPActiveSetMinimizer.Solutioninitials - x0 s.t., \(c_j(x_0) \geq 0, j = 1,
2, ..., q\);
λ0, the Lagrange multipliers for equality
constraints (lambda);
μ0 &ge 0, the Lagrange multipliers for
inequality constraints (mu)Exception - when an error occurs during the searchCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.