public interface SQPASVariation
| Modifier and Type | Method and Description |
|---|---|
double |
alpha(Vector x,
Vector d,
Vector v,
Vector u)
Get the percentage increment along the minimizer increment direction.
|
Matrix |
getInitialHessian(Vector x0,
Vector v0,
Vector u0)
Get the initial Hessian matrix.
|
Matrix |
updateHessian(Vector x1,
Vector v1,
Vector u1,
Vector d,
Vector g0,
Matrix Ae0,
Matrix Ai0,
Matrix W0)
Update the Hessian matrix using the latest iterates.
|
Matrix getInitialHessian(Vector x0, Vector v0, Vector u0)
x0 - the initial minimizerv0 - the initial Lagrange multipliers for equality constraints (lambda)u0 - the initial Lagrange multipliers for inequality constraints (mu)Matrix updateHessian(Vector x1, Vector v1, Vector u1, Vector d, Vector g0, Matrix Ae0, Matrix Ai0, Matrix W0)
x1 - the next minimizerv1 - the next Lagrange multipliers for equality constraints (lambda)u1 - the next Lagrange multipliers for inequality constraints (mu)d - the minimizer incrementg0 - the gradientAe0 - the set of active equality constraintsAi0 - the set of active inequality constraintsW0 - the current Hessian matrixdouble alpha(Vector x, Vector d, Vector v, Vector u)
x - the current minimizerd - the minimizer incrementv - the Lagrange multipliers for equality constraints (lambda)u - the Lagrange multipliers for inequality constraints (mu)Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.