Interface SQPASEVariation
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- All Known Implementing Classes:
SQPASEVariation1
,SQPASEVariation2
public interface SQPASEVariation
This interface allows customization of certain operations in the Active Set algorithm to solve a general constrained minimization problem with only equality constraints using Sequential Quadratic Programming.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
alpha(Vector x, Vector d, Vector u)
Get the percentage increment along the minimizer increment direction.Matrix
getInitialHessian(Vector x0, Vector u0)
Get the initial Hessian matrix.Matrix
updateHessian(Vector x1, Vector u1, Vector d, Vector g0, Matrix A0, Matrix W0)
Update the Hessian matrix using the latest iterates.
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Method Detail
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getInitialHessian
Matrix getInitialHessian(Vector x0, Vector u0)
Get the initial Hessian matrix.- Parameters:
x0
- the initial minimizeru0
- the initial Lagrange multipliers for inequality constraints (mu)- Returns:
- the initial Hessian matrix, e.g., identity
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updateHessian
Matrix updateHessian(Vector x1, Vector u1, Vector d, Vector g0, Matrix A0, Matrix W0)
Update the Hessian matrix using the latest iterates.- Parameters:
x1
- the next minimizeru1
- the next Lagrange multipliers for inequality constraints (mu)d
- the minimizer incrementg0
- the gradientA0
- the set of active equality constraintsW0
- the current Hessian matrix- Returns:
- the next Hessian matrix
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