public class PenaltyMethodMinimizer extends Object implements ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
| Modifier and Type | Class and Description |
|---|---|
static interface |
PenaltyMethodMinimizer.PenaltyFunctionFactory
For each constrained optimization problem, the solver creates a new penalty function for it.
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| Modifier and Type | Field and Description |
|---|---|
static PenaltyMethodMinimizer.PenaltyFunctionFactory |
DEFAULT_PENALTY_FUNCTION_FACTORY
the default penalty function factory
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| Constructor and Description |
|---|
PenaltyMethodMinimizer()
Construct a constrained minimizer using the penalty method.
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PenaltyMethodMinimizer(double gamma)
Construct a constrained minimizer using the penalty method.
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PenaltyMethodMinimizer(PenaltyMethodMinimizer.PenaltyFunctionFactory penaltyFunctionFactory,
double gamma,
IterativeC2Minimizer minimizer)
Construct a constrained minimizer using the penalty method.
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| Modifier and Type | Method and Description |
|---|---|
IterativeSolution<Vector> |
solve(ConstrainedOptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
public static final PenaltyMethodMinimizer.PenaltyFunctionFactory DEFAULT_PENALTY_FUNCTION_FACTORY
public PenaltyMethodMinimizer(PenaltyMethodMinimizer.PenaltyFunctionFactory penaltyFunctionFactory, double gamma, IterativeC2Minimizer minimizer)
penaltyFunctionFactory - a factory to construct a penalty function from a constrained
optimization problemgamma - the ɣ as in R. Fletcherminimizer - an unconstrained minimization solverpublic PenaltyMethodMinimizer(double gamma)
gamma - the ɣ as in R. Fletcherpublic PenaltyMethodMinimizer()
public IterativeSolution<Vector> solve(ConstrainedOptimProblem problem) throws Exception
OptimizerOptimProblem.solve in interface Optimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>problem - an optimization problemException - when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.