public class SQPASVariation1 extends Object implements SQPASVariation
Constructor and Description |
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SQPASVariation1(double epsilon)
Construct a variation.
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Modifier and Type | Method and Description |
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double |
alpha(Vector x,
Vector d,
Vector v,
Vector u)
Get the percentage increment along the minimizer increment direction.
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Matrix |
getInitialHessian(Vector x0,
Vector v0,
Vector u0)
Get the initial Hessian matrix.
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void |
set(RealScalarFunction f,
RealVectorFunction g,
EqualityConstraints equal,
GreaterThanConstraints greater)
Associate this variation to a particular general constrained minimization
problem.
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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)
SQPASVariation
getInitialHessian
in interface SQPASVariation
x0
- 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 SQPASVariation
x1
- 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 SQPASVariation
x
- 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.