Class SQPActiveSetOnlyInequalityConstraintMinimizer.Solution
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.general.sqp.activeset.SQPActiveSetMinimizer.Solution
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- dev.nm.solver.multivariate.constrained.general.sqp.activeset.SQPActiveSetOnlyInequalityConstraintMinimizer.Solution
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- All Implemented Interfaces:
IterativeMethod<Vector>
,IterativeSolution<Vector>
,MinimizationSolution<Vector>
- Enclosing class:
- SQPActiveSetOnlyInequalityConstraintMinimizer
public class SQPActiveSetOnlyInequalityConstraintMinimizer.Solution extends SQPActiveSetMinimizer.Solution
This is the solution to a general minimization problem with only inequality constraints using the SQP Active Set algorithm.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Vector
search(Vector... initials)
Search for a solution that optimizes the objective function from the given starting points.-
Methods inherited from class dev.nm.solver.multivariate.constrained.general.sqp.activeset.SQPActiveSetMinimizer.Solution
minimizer, minimum, search, search, setInitials, step
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Method Detail
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search
public Vector search(Vector... initials) throws Exception
Description copied from class:SQPActiveSetMinimizer.Solution
Search for a solution that optimizes the objective function from the given starting points. This method typically calls first#setInitials(S...)
and then iterativelyIterativeMethod.step()
. It implements a default convergence criterion.- Specified by:
search
in interfaceIterativeMethod<Vector>
- Overrides:
search
in classSQPActiveSetMinimizer.Solution
- Parameters:
initials
- x0 s.t., \(c_j(x_0) \geq 0, j = 1, 2, ..., q\); λ0, the Lagrange multipliers for equality constraints (lambda); μ0 &ge 0, the Lagrange multipliers for inequality constraints (mu)- Returns:
- an (approximate) optimizer
- Throws:
Exception
- when an error occurs during the search
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