public class PenaltyMethodMinimizer extends Object implements ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
Modifier and Type | Class and Description |
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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 |
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static PenaltyMethodMinimizer.PenaltyFunctionFactory |
DEFAULT_PENALTY_FUNCTION_FACTORY
the default penalty function factory
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Constructor and Description |
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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 |
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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
Optimizer
OptimProblem
.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.