public class SQPASVariation1 extends Object implements SQPASVariation
| Constructor and Description |
|---|
SQPASVariation1(double epsilon)
Construct a variation.
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| 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.
|
void |
set(RealScalarFunction f,
RealVectorFunction g,
EqualityConstraints equal,
GreaterThanConstraints greater)
Associate this variation to a particular general constrained minimization
problem.
|
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.
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public SQPASVariation1(double epsilon)
epsilon - a precision parameter: when a number |x| ≤ ε,
it is considered 0public void set(RealScalarFunction f, RealVectorFunction g, EqualityConstraints equal, GreaterThanConstraints greater)
f - the objective function to be minimizedg - the gradient function for fequal - the equality constraintsgreater - the greater-than-or-equal-to constraintspublic Matrix getInitialHessian(Vector x0, Vector v0, Vector u0)
SQPASVariationgetInitialHessian in interface SQPASVariationx0 - the initial minimizerv0 - the initial Lagrange multipliers for equality constraints (lambda)u0 - the initial Lagrange multipliers for inequality constraints (mu)public Matrix updateHessian(Vector x1, Vector v1, Vector u1, Vector d, Vector g0, Matrix Ae0, Matrix Ai0, Matrix W0)
updateHessian in interface SQPASVariationx1 - 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 matrixpublic double alpha(Vector x, Vector d, Vector v, Vector u)
alpha in interface SQPASVariationx - 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.