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

Class SQPActiveSetSolverForOnlyInequalityConstraint.Solution

java.lang.Object

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

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

All Implemented Interfaces:

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

Enclosing class:

SQPActiveSetSolverForOnlyInequalityConstraint

public class SQPActiveSetSolverForOnlyInequalityConstraint.Solution
extends SQPActiveSetSolver.Solution

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

See Also:

Serialized Form

Method Summary

Modifier and Type	Method and Description
Vector	search(Vector... initials) Search for a solution that optimizes the objective function from the given starting points.

Methods inherited from class com.numericalmethod.suanshu.optimization.constrained.general.sqp.activeset.SQPActiveSetSolver.Solution

minimizer, minimum, search, search, setInitials, step

Methods inherited from class java.lang.Object

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

Method Detail

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>

Overrides:

search in class SQPActiveSetSolver.Solution

Parameters:

initials - the initial guesses

Returns:

an (approximate) optimizer

Throws:

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