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
IterativeMethod
step
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)Exception
public 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()
MinimizationSolution
minimum
in interface MinimizationSolution<Vector>
public Vector minimizer()
MinimizationSolution
minimizer
in interface MinimizationSolution<Vector>
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