com.numericalmethod.suanshu.optimization.constrained.problem

Interface ConstrainedOptimProblem

All Superinterfaces:

OptimProblem, java.io.Serializable

All Known Subinterfaces:

BBNode, ILPProblem, IPProblem, LPProblem

All Known Implementing Classes:

BruteForceIPProblem, CanonicalLPProblem1, CanonicalLPProblem2, ConstrainedOptimProblemImpl1, ILPNode, ILPProblemImpl1, IPProblemImpl1, LPProblemImpl1, NonNegativityConstraintOptimProblem, PureILPProblem, QPProblem, SDPDualProblem, SOCPDualProblem, SOCPGeneralProblem, StandardLPProblem

public interface ConstrainedOptimProblem
extends OptimProblem

A constrained optimization problem takes this form. \[ \min_x f(x) \] s.t.,

 hi(x) = 0
 gi(x) ≤ 0
 

See Also:

"Edwin K. P. Chong, Stanislaw H. Zak, "Chapter 20, Problems with Inequality Constraints," An Introduction to Optimization. Wiley-Interscience, 2001."

Method Summary

Modifier and Type	Method and Description
EqualityConstraints	getEqualityConstraints() Get the equality constraints, hi(x) = 0
LessThanConstraints	getLessThanConstraints() Get the less-than-or-equal-to constraints, gi(x) ≤ 0

Methods inherited from interface com.numericalmethod.suanshu.optimization.problem.OptimProblem

dimension, f

Method Detail

getLessThanConstraints

LessThanConstraints getLessThanConstraints()

Get the less-than-or-equal-to constraints, g_i(x) ≤ 0

Returns:

the less-than-or-equal-to constraints

getEqualityConstraints

EqualityConstraints getEqualityConstraints()

Get the equality constraints, h_i(x) = 0

Returns:

the equality constraints