com.numericalmethod.suanshu.optimization.constrained.general.sqp.activeset

Class SQPActiveSetSolver.Solution

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.general.sqp.activeset.SQPActiveSetSolver.Solution

All Implemented Interfaces:

IterativeMethod<Vector>, IterativeMinimizer<Vector>, MinimizationSolution<Vector>, java.io.Serializable

Direct Known Subclasses:

SQPActiveSetSolverForOnlyInequalityConstraint.Solution

Enclosing class:

SQPActiveSetSolver

public class SQPActiveSetSolver.Solution
extends java.lang.Object
implements IterativeMinimizer<Vector>

This is the solution to a general minimization with only inequality constraints using the SQP Active Set algorithm.

See Also:

Serialized Form

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	Solution(RealScalarFunction f, EqualityConstraints equal, GreaterThanConstraints greater)

Method Summary

Modifier and Type	Method and Description
Vector	minimizer() Get the minimizer (solution) to the minimization problem.
double	minimum() Get the (approximate) minimum found.
Vector	search(Vector... initials) Search for a solution that optimizes the objective function from the given starting points.
Vector	search(Vector initial) Search for a solution that minimizes the objective function from the given starting point.
Vector	search(Vector x0, Vector lambda0, Vector mu0) Search for a solution that minimizes the objective function from the given starting point.
void	setInitials(Vector... initials) Supply the starting points for the search.
java.lang.Object	step() Do the next iteration.

Methods inherited from class java.lang.Object

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

Constructor Detail

Solution

protected Solution(RealScalarFunction f,
                   EqualityConstraints equal,
                   GreaterThanConstraints greater)

Method Detail

setInitials

public void setInitials(Vector... initials)

Description copied from interface: IterativeMethod

Supply the starting points for the search. This can also initialize the state of the algorithm for a new search.

Specified by:

setInitials in interface IterativeMethod<Vector>

Parameters:

initials - the initial guesses

step

public java.lang.Object step()
                      throws java.lang.Exception

Description copied from interface: IterativeMethod

Do the next iteration.

Specified by:

step in interface IterativeMethod<Vector>

Returns:

the information about this step

Throws:

java.lang.Exception - when an error occurs during the search

search

public Vector search(Vector... initials)
              throws java.lang.Exception

Description copied from interface: IterativeMethod

Search for a solution that optimizes the objective function from the given starting points. This method typically calls first #setInitials(S[]) and then iteratively IterativeMethod.step(). It implements a default convergence criterion.

Specified by:

search in interface IterativeMethod<Vector>

Parameters:

initials - the initial guesses

Returns:

an (approximate) optimizer

Throws:

java.lang.Exception - when an error occurs during the search

search

public Vector search(Vector initial)
              throws java.lang.Exception

Search for a solution that minimizes the objective function from the given starting point.

Parameters:

initial - an initial guess

Returns:

an (approximate) optimizer

Throws:

java.lang.Exception - when an error occurs during the search

search

public Vector search(Vector x0,
                     Vector lambda0,
                     Vector mu0)
              throws java.lang.Exception

Search for a solution that minimizes the objective function from the given starting point. Note that f(x₀) ≥ 0 and μ₀ ≥ 0

Parameters:

x0 - x₀

lambda0 - λ₀, the Lagrange multipliers for equality constraints (lambda)

mu0 - μ₀, the Lagrange multipliers for inequality constraints (mu)

Returns:

an (approximate) minimizer

Throws:

java.lang.Exception - when an error occurs during the search

minimum

public double minimum()

Description copied from interface: MinimizationSolution

Get the (approximate) minimum found.

Specified by:

minimum in interface MinimizationSolution<Vector>

Returns:

the (approximate) minimum found

minimizer

public Vector minimizer()

Description copied from interface: MinimizationSolution

Get the minimizer (solution) to the minimization problem.

Specified by:

minimizer in interface MinimizationSolution<Vector>

Returns:

the minimizer