public class SQPActiveSetOnlyInequalityConstraintMinimizer extends SQPActiveSetMinimizer
| Modifier and Type | Class and Description |
|---|---|
class |
SQPActiveSetOnlyInequalityConstraintMinimizer.Solution
This is the solution to a general minimization problem with only
inequality constraints using the SQP Active Set algorithm.
|
SQPActiveSetMinimizer.VariationFactoryepsilon1, epsilon2, maxIterations| Constructor and Description |
|---|
SQPActiveSetOnlyInequalityConstraintMinimizer(double epsilon1,
double epsilon2,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization
problems with only inequality constraints.
|
SQPActiveSetOnlyInequalityConstraintMinimizer(double epsilon1,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization
problems with only inequality constraints.
|
SQPActiveSetOnlyInequalityConstraintMinimizer(SQPActiveSetMinimizer.VariationFactory variant,
double epsilon1,
double epsilon2,
int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization
problems with only inequality constraints.
|
| Modifier and Type | Method and Description |
|---|---|
SQPActiveSetOnlyInequalityConstraintMinimizer.Solution |
solve(ConstrainedOptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
IterativeSolution<Vector> |
solve(RealScalarFunction f,
GreaterThanConstraints greater)
Minimize a function subject to only inequality constraints.
|
IterativeSolution<Vector> |
solve(RealScalarFunction f,
RealVectorFunction g,
GreaterThanConstraints greater)
Minimize a function subject to only inequality constraints.
|
public SQPActiveSetOnlyInequalityConstraintMinimizer(SQPActiveSetMinimizer.VariationFactory variant, double epsilon1, double epsilon2, int maxIterations)
variant - a factory that constructs a new instance of
SQPASVariation for each problemepsilon1 - a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the SQP solverepsilon2 - a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the embedded QP solver; suggested value = 0maxIterations - the maximum number of iterationspublic SQPActiveSetOnlyInequalityConstraintMinimizer(double epsilon1,
double epsilon2,
int maxIterations)
epsilon1 - a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the SQP solverepsilon2 - a precision parameter: when a number |x| ≤ ε,
it is considered 0; for the embedded QP solver; suggested value = 0maxIterations - the maximum number of iterationspublic SQPActiveSetOnlyInequalityConstraintMinimizer(double epsilon1,
int maxIterations)
epsilon1 - a precision parameter: when a number |x| ≤ ε,
it is considered 0maxIterations - the maximum number of iterationspublic IterativeSolution<Vector> solve(RealScalarFunction f, RealVectorFunction g, GreaterThanConstraints greater) throws Exception
f - the objective function to be minimizedg - the gradient function for fgreater - the greater-than-or-equal-to constraintsException - when there is an error solving the problempublic IterativeSolution<Vector> solve(RealScalarFunction f, GreaterThanConstraints greater) throws Exception
f - the objective function to be minimizedgreater - the greater-than-or-equal-to constraintsException - when there is an error solving the problempublic SQPActiveSetOnlyInequalityConstraintMinimizer.Solution solve(ConstrainedOptimProblem problem) throws Exception
OptimizerOptimProblem.solve in interface Optimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>solve in class SQPActiveSetMinimizerproblem - an optimization problemException - when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.