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

Class SQPActiveSetSolverForOnlyInequalityConstraint

java.lang.Object

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

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

All Implemented Interfaces:

ConstrainedMinimizer<ConstrainedOptimProblem,IterativeMinimizer<Vector>>, Minimizer<ConstrainedOptimProblem,IterativeMinimizer<Vector>>, Optimizer<ConstrainedOptimProblem,IterativeMinimizer<Vector>>, java.io.Serializable

public class SQPActiveSetSolverForOnlyInequalityConstraint
extends SQPActiveSetSolver

This implementation is a modified version of Algorithm 15.2 in the reference to solve a general constrained optimization problem with only inequality constraints. \[ \min_x f(x) \textrm{ s.t.,} \\ c_j(x) = 0, j = 1, 2, ..., q\\ \]

See Also:

"Andreas Antoniou, Wu-Sheng Lu, "Algorithm 15.2, SQP algorithm for nonlinear problems with inequality constraint," Practical Optimization: Algorithms and Engineering Applications.", Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
class	SQPActiveSetSolverForOnlyInequalityConstraint.Solution This is the solution to a general minimization problem with only inequality constraints using the SQP Active Set algorithm.

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.optimization.constrained.general.sqp.activeset.SQPActiveSetSolver

SQPActiveSetSolver.VariationFactory

Field Summary

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

epsilon, maxIterations

Constructor Summary

Constructors

Constructor and Description
SQPActiveSetSolverForOnlyInequalityConstraint(double epsilon, int maxIterations) Construct an SQP Active Set minimizer to solve general minimization problems with only inequality constraints.
SQPActiveSetSolverForOnlyInequalityConstraint(SQPActiveSetSolver.VariationFactory variant, double epsilon, int maxIterations) Construct an SQP Active Set minimizer to solve general minimization problems with only inequality constraints.

Method Summary

Modifier and Type	Method and Description
SQPActiveSetSolverForOnlyInequalityConstraint.Solution	solve(ConstrainedOptimProblem problem) Solve an optimization problem, e.g., OptimProblem.
IterativeMinimizer<Vector>	solve(RealScalarFunction f, GreaterThanConstraints greater) Minimize a function subject to only inequality constraints.

Methods inherited from class java.lang.Object

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

Constructor Detail

SQPActiveSetSolverForOnlyInequalityConstraint

public SQPActiveSetSolverForOnlyInequalityConstraint(SQPActiveSetSolver.VariationFactory variant,
                                                     double epsilon,
                                                     int maxIterations)

Construct an SQP Active Set minimizer to solve general minimization problems with only inequality constraints.

Parameters:

variant - a factory that constructs a new instance of SQPASVariation for each problem

epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0

maxIterations - the maximum number of iterations

SQPActiveSetSolverForOnlyInequalityConstraint

public SQPActiveSetSolverForOnlyInequalityConstraint(double epsilon,
                                                     int maxIterations)

Construct an SQP Active Set minimizer to solve general minimization problems with only inequality constraints.

Parameters:

epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0

maxIterations - the maximum number of iterations

Method Detail

solve

public IterativeMinimizer<Vector> solve(RealScalarFunction f,
                                        GreaterThanConstraints greater)
                                 throws java.lang.Exception

Minimize a function subject to only inequality constraints.

Parameters:

f - the objective function to be minimized

greater - the greater-than-or-equal-to constraints

Returns:

a solution to the minimization problem

Throws:

java.lang.Exception - when there is an error solving the problem

solve

public SQPActiveSetSolverForOnlyInequalityConstraint.Solution solve(ConstrainedOptimProblem problem)
                                                             throws java.lang.Exception

Description copied from interface: Optimizer

Solve an optimization problem, e.g., OptimProblem.

Specified by:

solve in interface Optimizer<ConstrainedOptimProblem,IterativeMinimizer<Vector>>

Overrides:

solve in class SQPActiveSetSolver

Parameters:

problem - an optimization problem

Returns:

a solution to the optimization problem

Throws:

java.lang.Exception - when there is an error solving the problem