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

Class MultiplierPenalty

java.lang.Object

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

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

All Implemented Interfaces:

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

Direct Known Subclasses:

AbsoluteError, Courant, Fletcher

public abstract class MultiplierPenalty
extends PenaltyFunction

A multiplier penalty function allows different weights to be assigned to the constraints.

See Also:

"R. Fletcher, "Section 12.2. Multiplier PenaltyFunction Function," Practical Method of Optimization Vol. 2. Constrained Optimization. Wiley, 1981.", Serialized Form

Nested Class Summary

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

Function.EvaluationException

Field Summary

Fields

Modifier and Type	Field and Description
protected Constraints	constraints the constraint/cost functions
protected double[]	weights the weights for the constraints

Constructor Summary

Constructors

Constructor and Description
MultiplierPenalty(Constraints constraints) Construct a multiplier penalty function from a collection of constraints.
MultiplierPenalty(Constraints constraints, double weight) Construct a multiplier penalty function from a collection of constraints.
MultiplierPenalty(Constraints constraints, double[] weights) Construct a multiplier penalty function from a collection of constraints.

Method Summary

Modifier and Type	Method and Description
int	dimensionOfDomain() Get the number of variables the function has.

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

Methods inherited from interface com.numericalmethod.suanshu.analysis.function.Function

evaluate

Field Detail

weights

protected final double[] weights

the weights for the constraints

constraints

protected final Constraints constraints

the constraint/cost functions

Constructor Detail

MultiplierPenalty

public MultiplierPenalty(Constraints constraints,
                         double[] weights)

Construct a multiplier penalty function from a collection of constraints.

Parameters:

constraints - a collection of constraints

weights - the weights assigned to the constraints

MultiplierPenalty

public MultiplierPenalty(Constraints constraints,
                         double weight)

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

Parameters:

constraints - a collection of equality constraints

weight - the same weight assigned to all constraints

MultiplierPenalty

public MultiplierPenalty(Constraints constraints)

Construct a multiplier penalty function from a collection of constraints. We assign the same default weight, 1.0, to all constraints.

Parameters:

constraints - a collection of constraints

Method Detail

dimensionOfDomain

public int dimensionOfDomain()

Description copied from interface: Function

Get the number of variables the function has. For example, for a univariate function, the domain dimension is 1; for a bivariate function, the domain dimension is 2.

Returns:

the number of variables