Class SQPActiveSetOnlyInequalityConstraintMinimizer.Solution

    • Method Detail

      • 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 iteratively IterativeMethod.step(). It implements a default convergence criterion.
        Specified by:
        search in interface IterativeMethod<Vector>
        Overrides:
        search in class SQPActiveSetMinimizer.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