Class SQPActiveSetOnlyEqualityConstraint2Minimizer

    • Constructor Detail

      • SQPActiveSetOnlyEqualityConstraint2Minimizer

        public SQPActiveSetOnlyEqualityConstraint2Minimizer​(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 0
        maxIterations - the maximum number of iterations
      • SQPActiveSetOnlyEqualityConstraint2Minimizer

        public SQPActiveSetOnlyEqualityConstraint2Minimizer​(double r,
                                                            double lower,
                                                            int discretization,
                                                            double epsilon,
                                                            int maxIterations)
        Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.
        Parameters:
        r - Han's exact penalty function coefficient, the bigger the better, e.g., eq. 15.20
        lower - the lower bound of alpha; the smaller the better but cannot be zero
        discretization - the number of points between [lower, 1] to search for alpha; the bigger the better
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
        maxIterations - the maximum number of iterations