Class SQPActiveSetOnlyEqualityConstraint2Minimizer
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint1Minimizer
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- dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint2Minimizer
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- All Implemented Interfaces:
Minimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
,ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
,Optimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>
public class SQPActiveSetOnlyEqualityConstraint2Minimizer extends SQPActiveSetOnlyEqualityConstraint1Minimizer
This particular implementation ofSQPActiveSetOnlyEqualityConstraint1Minimizer
usesSQPASEVariation2
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Nested Class Summary
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Nested classes/interfaces inherited from class dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint1Minimizer
SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory
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Constructor Summary
Constructors Constructor Description 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.SQPActiveSetOnlyEqualityConstraint2Minimizer(double epsilon, int maxIterations)
Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.
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Method Summary
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Methods inherited from class dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint1Minimizer
solve, solve
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Constructor Detail
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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 0maxIterations
- the maximum number of iterations
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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. 15.20lower
- the lower bound of alpha; the smaller the better but cannot be zerodiscretization
- the number of points between [lower, 1] to search for alpha; the bigger the betterepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations
- the maximum number of iterations
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