com.numericalmethod.suanshu.optimization.constrained.problem

Class ConstrainedOptimProblemImpl1

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.problem.ConstrainedOptimProblemImpl1

All Implemented Interfaces:

ConstrainedOptimProblem, OptimProblem, java.io.Serializable

Direct Known Subclasses:

SDPDualProblem

public class ConstrainedOptimProblemImpl1
extends java.lang.Object
implements ConstrainedOptimProblem

This implements a constrained optimization problem for a function f subject to equality and less-than-or-equal-to constraints. \[ \min_x f(x) \] s.t.,

 hi(x) = 0
 gi(x) ≤ 0
 

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
ConstrainedOptimProblemImpl1(ConstrainedOptimProblemImpl1 that) Copy constructor.
ConstrainedOptimProblemImpl1(RealScalarFunction f, EqualityConstraints equal, LessThanConstraints less) Construct a constrained optimization problem.

Method Summary

Modifier and Type	Method and Description
int	dimension() Get the number of variables.
RealScalarFunction	f() Get the objective function.
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 class java.lang.Object

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

Constructor Detail

ConstrainedOptimProblemImpl1

public ConstrainedOptimProblemImpl1(RealScalarFunction f,
                                    EqualityConstraints equal,
                                    LessThanConstraints less)

Construct a constrained optimization problem.

Parameters:

f - the objective function to be minimized

equal - the collection of equality constraints; if the collection is empty, use null.

less - the collection of less-than-or-equal-to constraints; if the collection is empty, use null.

ConstrainedOptimProblemImpl1

public ConstrainedOptimProblemImpl1(ConstrainedOptimProblemImpl1 that)

Copy constructor.

Parameters:

that - a ConstrainedOptimProblemImpl1

Method Detail

dimension

public int dimension()

Description copied from interface: OptimProblem

Get the number of variables.

Specified by:

dimension in interface OptimProblem

Returns:

the number of variables.

f

public RealScalarFunction f()

Description copied from interface: OptimProblem

Get the objective function.

Specified by:

f in interface OptimProblem

Returns:

the objective function

getLessThanConstraints

public LessThanConstraints getLessThanConstraints()

Description copied from interface: ConstrainedOptimProblem

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

Specified by:

getLessThanConstraints in interface ConstrainedOptimProblem

Returns:

the less-than-or-equal-to constraints

getEqualityConstraints

public EqualityConstraints getEqualityConstraints()

Description copied from interface: ConstrainedOptimProblem

Get the equality constraints, h_i(x) = 0

Specified by:

getEqualityConstraints in interface ConstrainedOptimProblem

Returns:

the equality constraints