public class SQPActiveSetMinimizer.Solution extends Object implements IterativeSolution<Vector>
| Modifier | Constructor and Description |
|---|---|
protected |
Solution(RealScalarFunction f,
RealVectorFunction g,
EqualityConstraints equal,
GreaterThanConstraints greater) |
| Modifier and Type | Method and Description |
|---|---|
Vector |
minimizer()
Get the minimizer (solution) to the minimization problem.
|
double |
minimum()
Get the (approximate) minimum found.
|
Vector |
search(Vector... initials)
Search for a solution that optimizes the objective function from the
given starting points.
|
Vector |
search(Vector x0)
Search for a solution that minimizes the objective function from the
given starting point.
|
Vector |
search(Vector x0,
Vector lambda0,
Vector mu0)
Search for a solution that minimizes the objective function from the
given starting point.
|
void |
setInitials(Vector... initials)
Supply the starting points for the search.
|
Object |
step()
Do the next iteration.
|
protected Solution(RealScalarFunction f, RealVectorFunction g, EqualityConstraints equal, GreaterThanConstraints greater)
public void setInitials(Vector... initials)
setInitials in interface IterativeMethod<Vector>initials - 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)public Object step() throws Exception
IterativeMethodstep in interface IterativeMethod<Vector>Exception - when an error occurs during the searchpublic Vector search(Vector... initials) throws Exception
#setInitials(S...) and then
iteratively IterativeMethod.step().
It implements a default convergence criterion.search in interface IterativeMethod<Vector>initials - 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)Exceptionpublic Vector search(Vector x0) throws Exception
x0 - an initial guess s.t., \(c_j(x_0) \geq 0, j = 1, 2, ...,
q\)Exception - when an error occurs during the searchpublic Vector search(Vector x0, Vector lambda0, Vector mu0) throws Exception
x0 - x0 s.t., \(c_j(x_0) \geq 0, j = 1, 2,
..., q\)lambda0 - λ0, the Lagrange multipliers
for equality constraints (lambda)mu0 - μ0 &ge 0, the Lagrange multipliers
for inequality constraints (mu)Exception - when an error occurs during the searchpublic double minimum()
MinimizationSolutionminimum in interface MinimizationSolution<Vector>public Vector minimizer()
MinimizationSolutionminimizer in interface MinimizationSolution<Vector>Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.