dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint

Class SQPActiveSetOnlyEqualityConstraint2Minimizer

java.lang.Object

dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint1Minimizer

dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint2Minimizer

All Implemented Interfaces:

Minimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>, ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>, Optimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>

public class SQPActiveSetOnlyEqualityConstraint2Minimizer
extends SQPActiveSetOnlyEqualityConstraint1Minimizer

This particular implementation of SQPActiveSetOnlyEqualityConstraint1Minimizer uses SQPASEVariation2.

Nested Class Summary

Nested classes/interfaces inherited from class dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint1Minimizer

SQPActiveSetOnlyEqualityConstraint1Minimizer.VariationFactory

Constructor Summary

Constructors

Constructor and 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.

Method Summary

Methods inherited from class dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetOnlyEqualityConstraint1Minimizer

solve, solve

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

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