Interface SQPASVariation
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- All Known Implementing Classes:
SQPASVariation1
public interface SQPASVariation
This interface allows customization of certain operations in the Active Set algorithm to solve a general constrained minimization problem 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 v, Vector u)
Get the percentage increment along the minimizer increment direction.Matrix
getInitialHessian(Vector x0, Vector v0, Vector u0)
Get the initial Hessian matrix.Matrix
updateHessian(Vector x1, Vector v1, Vector u1, Vector d, Vector g0, Matrix Ae0, Matrix Ai0, 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 v0, Vector u0)
Get the initial Hessian matrix.- Parameters:
x0
- the initial minimizerv0
- the initial Lagrange multipliers for equality constraints (lambda)u0
- 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 v1, Vector u1, Vector d, Vector g0, Matrix Ae0, Matrix Ai0, Matrix W0)
Update the Hessian matrix using the latest iterates.- Parameters:
x1
- the next minimizerv1
- the next Lagrange multipliers for equality constraints (lambda)u1
- the next Lagrange multipliers for inequality constraints (mu)d
- the minimizer incrementg0
- the gradientAe0
- the set of active equality constraintsAi0
- the set of active inequality constraintsW0
- the current Hessian matrix- Returns:
- the next Hessian matrix
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alpha
double alpha(Vector x, Vector d, Vector v, Vector u)
Get the percentage increment along the minimizer increment direction.- Parameters:
x
- the current minimizerd
- the minimizer incrementv
- the Lagrange multipliers for equality constraints (lambda)u
- the Lagrange multipliers for inequality constraints (mu)- Returns:
- the percentage increment
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