com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod

Class Fletcher

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.PenaltyFunction

com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.MultiplierPenalty

com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.Fletcher

All Implemented Interfaces:

Function<Vector,java.lang.Double>, RealScalarFunction, java.io.Serializable

public class Fletcher
extends MultiplierPenalty

This penalty function sums up the squared costs penalties. It applies to inequality constrained problems.

See Also:

"R. Fletcher, "An ideal penalty function for constrained optimization," J. Inst. Maths Applns, 15, 319 - 342. 1975.", Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Field Summary

Fields inherited from class com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.MultiplierPenalty

constraints, weights

Constructor Summary

Constructors

Constructor and Description
Fletcher(LessThanConstraints constraints) Construct a Fletcher penalty function from a collection of inequality constraints.
Fletcher(LessThanConstraints constraints, double weight) Construct a Fletcher penalty function from a collection of inequality constraints.
Fletcher(LessThanConstraints constraints, double[] weights) Construct a Fletcher penalty function from a collection of inequality constraints.

Method Summary

Modifier and Type	Method and Description
java.lang.Double	evaluate(Vector x) Evaluate the function f at x, where x is from the domain.

Methods inherited from class com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.MultiplierPenalty

dimensionOfDomain

Methods inherited from class com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.PenaltyFunction

dimensionOfRange

Methods inherited from class java.lang.Object

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

Constructor Detail

Fletcher

public Fletcher(LessThanConstraints constraints,
                double[] weights)

Construct a Fletcher penalty function from a collection of inequality constraints.

Parameters:

constraints - a collection of inequality constraints

weights - the weights assigned to the constraints

Fletcher

public Fletcher(LessThanConstraints constraints,
                double weight)

Construct a Fletcher penalty function from a collection of inequality constraints. We assign the same weight to all constraints.

Parameters:

constraints - a collection of inequality constraints

weight - the same weight assigned to the constraints

Fletcher

public Fletcher(LessThanConstraints constraints)

Construct a Fletcher penalty function from a collection of inequality constraints. We assign the same default weight to all constraints.

Parameters:

constraints - a collection of inequality constraints

Method Detail

evaluate

public java.lang.Double evaluate(Vector x)

Description copied from interface: Function

Evaluate the function f at x, where x is from the domain.

Parameters:

x - x

Returns:

f(x)