Class SQPActiveSetOnlyEqualityConstraint1Minimizer
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint1Minimizer
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- All Implemented Interfaces:
Minimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>,ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>,Optimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
- Direct Known Subclasses:
SQPActiveSetOnlyEqualityConstraint2Minimizer
public class SQPActiveSetOnlyEqualityConstraint1Minimizer extends Object implements ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
This implementation is a modified version of Algorithm 15.1 in the reference to solve a general constrained optimization problem with only equality constraints. \[ \min_x f(x) \textrm{ s.t.,} \\ a_i(x) = 0, i = 1, 2, ..., p\\ \]
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Nested Class Summary
Nested Classes Modifier and Type Class Description static interfaceSQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactoryThis factory constructs a new instance ofSQPASEVariationfor each SQP problem.
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Constructor Summary
Constructors Constructor Description SQPActiveSetOnlyEqualityConstraint1Minimizer(double epsilon, int maxIterations)Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.SQPActiveSetOnlyEqualityConstraint1Minimizer(SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory variant, double epsilon, int maxIterations)Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description IterativeSolution<Vector>solve(RealScalarFunction f, EqualityConstraints equal)Minimize a function subject to only equality constraints.IterativeSolution<Vector>solve(ConstrainedOptimProblem problem)Solve an optimization problem, e.g.,OptimProblem.
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Constructor Detail
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SQPActiveSetOnlyEqualityConstraint1Minimizer
public SQPActiveSetOnlyEqualityConstraint1Minimizer(SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory variant, double epsilon, int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.- Parameters:
variant- specify an implementation to useepsilon- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations- the maximum number of iterations
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SQPActiveSetOnlyEqualityConstraint1Minimizer
public SQPActiveSetOnlyEqualityConstraint1Minimizer(double epsilon, int maxIterations)Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.- Parameters:
epsilon- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations- the maximum number of iterations
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Method Detail
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solve
public IterativeSolution<Vector> solve(ConstrainedOptimProblem problem) throws Exception
Description copied from interface:OptimizerSolve an optimization problem, e.g.,OptimProblem.- Specified by:
solvein interfaceOptimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>- Parameters:
problem- an optimization problem- Returns:
- a solution to the optimization problem
- Throws:
Exception- when there is an error solving the problem
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solve
public IterativeSolution<Vector> solve(RealScalarFunction f, EqualityConstraints equal) throws Exception
Minimize a function subject to only equality constraints.- Parameters:
f- the objective function to be minimizedequal- the equality constraints- Returns:
- a solution to the minimization problem
- Throws:
Exception- when there is an error solving the problem
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