public class SQPActiveSetOnlyInequalityConstraintMinimizer extends SQPActiveSetMinimizer
Modifier and Type | Class and Description |
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class |
SQPActiveSetOnlyInequalityConstraintMinimizer.Solution
This is the solution to a general minimization problem with only
inequality constraints using the SQP Active Set algorithm.
|
SQPActiveSetMinimizer.VariationFactory
epsilon1, epsilon2, maxIterations
Constructor and Description |
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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
Optimizer
OptimProblem
.solve
in interface Optimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
solve
in class SQPActiveSetMinimizer
problem
- an optimization problemException
- when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.