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

Class SQPActiveSetSolverForOnlyEqualityConstraint1

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.general.sqp.activeset.equalityconstraint.SQPActiveSetSolverForOnlyEqualityConstraint1

All Implemented Interfaces:

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

Direct Known Subclasses:

SQPActiveSetSolverForOnlyEqualityConstraint2

public class SQPActiveSetSolverForOnlyEqualityConstraint1
extends java.lang.Object
implements ConstrainedMinimizer<ConstrainedOptimProblem,IterativeMinimizer<Vector>>

This implementation is a modified version of Algorithm 15.1 in the reference to solve a general constrained optimization problem with only equality constraints. \[ \min_x f(x) \textrm{ s.t.,} \\ a_i(x) = 0, i = 1, 2, ..., p\\ \]

See Also:

"Andreas Antoniou, Wu-Sheng Lu. "Algorithm 15.1, SQP Problems with equality Constraints," Practical Optimization: Algorithms and Engineering Applications.", Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	SQPActiveSetSolverForOnlyEqualityConstraint1.VariationFactory This factory constructs a new instance of SQPASEVariation for each SQP problem.

Constructor Summary

Constructors

Constructor and Description
SQPActiveSetSolverForOnlyEqualityConstraint1(double epsilon, int maxIterations) Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.
SQPActiveSetSolverForOnlyEqualityConstraint1(SQPActiveSetSolverForOnlyEqualityConstraint1.VariationFactory variant, double epsilon, int maxIterations) Construct an SQP Active Set minimizer to solve general minimization problems with equality constraints.

Method Summary

Modifier and Type	Method and Description
IterativeMinimizer<Vector>	solve(ConstrainedOptimProblem problem) Solve an optimization problem, e.g., OptimProblem.
IterativeMinimizer<Vector>	solve(RealScalarFunction f, EqualityConstraints equal) Minimize a function subject to only equality constraints.

Methods inherited from class java.lang.Object

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

Constructor Detail

SQPActiveSetSolverForOnlyEqualityConstraint1

public SQPActiveSetSolverForOnlyEqualityConstraint1(SQPActiveSetSolverForOnlyEqualityConstraint1.VariationFactory variant,
                                                    double epsilon,
                                                    int maxIterations)

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

Parameters:

variant - specify an implementation to use

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

maxIterations - the maximum number of iterations

SQPActiveSetSolverForOnlyEqualityConstraint1

public SQPActiveSetSolverForOnlyEqualityConstraint1(double epsilon,
                                                    int maxIterations)

Construct an SQP Active Set minimizer to solve general minimization problems with equality 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(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>>

Parameters:

problem - an optimization problem

Returns:

a solution to the optimization problem

Throws:

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

solve

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

Minimize a function subject to only equality constraints.

Parameters:

f - the objective function to be minimized

equal - the equality constraints

Returns:

a solution to the minimization problem

Throws:

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