public class SQPActiveSetMinimizer extends Object implements ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
| 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.
|
static interface |
SQPActiveSetMinimizer.VariationFactory
This factory constructs a new instance of
SQPASVariation for each
SQP problem. |
| Modifier and Type | Field and Description |
|---|---|
protected double |
epsilon1 |
protected double |
epsilon2 |
protected int |
maxIterations |
| Constructor and Description |
|---|
SQPActiveSetMinimizer(double epsilon1,
double epsilon2,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization
problems with inequality constraints.
|
SQPActiveSetMinimizer(double epsilon1,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization
problems with inequality constraints.
|
SQPActiveSetMinimizer(SQPActiveSetMinimizer.VariationFactory variant,
double epsilon1,
double epsilon2,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization
problems with inequality constraints.
|
| Modifier and Type | Method and Description |
|---|---|
SQPActiveSetMinimizer.Solution |
solve(ConstrainedOptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
protected final double epsilon1
protected final double epsilon2
protected final int maxIterations
public SQPActiveSetMinimizer(SQPActiveSetMinimizer.VariationFactory variant, double epsilon1, double epsilon2, int maxIterations)
variant - a factory that constructs a new instance of
SQPASVariation for each problemepsilon1 - a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the SQP solverepsilon2 - a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the embedded QP solver; suggested value = 0.maxIterations - the maximum number of iterationspublic SQPActiveSetMinimizer(double epsilon1,
double epsilon2,
int maxIterations)
epsilon1 - a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the SQP solverepsilon2 - a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the embedded QP solver; suggested value = 0.maxIterations - the maximum number of iterationspublic SQPActiveSetMinimizer(double epsilon1,
int maxIterations)
epsilon1 - a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the SQP solvermaxIterations - the maximum number of iterationspublic SQPActiveSetMinimizer.Solution 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.