public class SQPASEVariation2 extends SQPASEVariation1
a, discretization, epsilon, f, foundPositiveDefiniteHessian, lower, p, r
Constructor and Description |
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SQPASEVariation2()
Construct a variation.
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SQPASEVariation2(double r,
double lower,
int discretization)
Construct a variation.
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Modifier and Type | Method and Description |
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Matrix |
updateHessian(Vector x1,
Vector v1,
Vector d,
Vector g0,
Matrix A0,
Matrix W0)
Update the Hessian matrix using the latest iterates.
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alpha, getInitialHessian, set, W
public SQPASEVariation2(double r, double lower, int discretization)
r
- Han's exact penalty function coefficient, the bigger the better, e.g., eq. 15.20lower
- the lower bound of alpha; the smaller the better but cannot be zerodiscretization
- the number of points between [lower, 1] to search for alpha; the bigger the betterpublic SQPASEVariation2()
public Matrix updateHessian(Vector x1, Vector v1, Vector d, Vector g0, Matrix A0, Matrix W0)
SQPASEVariation
updateHessian
in interface SQPASEVariation
updateHessian
in class SQPASEVariation1
x1
- the next minimizerv1
- the next Lagrange multipliers for inequality constraints (mu)d
- the minimizer incrementg0
- the gradientA0
- the set of active equality constraintsW0
- the current Hessian matrixCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.