com.numericalmethod.suanshu.optimization.problem

Class C2OptimProblemImpl

java.lang.Object

com.numericalmethod.suanshu.optimization.problem.C2OptimProblemImpl

All Implemented Interfaces:

C1, C2, C2OptimProblem, OptimProblem, java.io.Serializable

public class C2OptimProblemImpl
extends java.lang.Object
implements C2OptimProblem

This is an optimization problem of a real valued function: \(\max_x f(x)\).

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
C2OptimProblemImpl(C2OptimProblemImpl that) Copy Ctor.
C2OptimProblemImpl(RealScalarFunction f) Construct an optimization problem with an objective function.
C2OptimProblemImpl(RealScalarFunction f, RealVectorFunction g) Construct an optimization problem with an objective function.
C2OptimProblemImpl(RealScalarFunction f, RealVectorFunction g, RntoMatrix H) Construct an optimization problem with an objective function.

Method Summary

Modifier and Type	Method and Description
int	dimension() Get the number of variables.
RealScalarFunction	f() Get the objective function.
RealVectorFunction	g() Get the gradient function, g, of a real valued function f.
RntoMatrix	H() Get the Hessian matrix function, H, of a real valued function f.

Methods inherited from class java.lang.Object

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

Constructor Detail

C2OptimProblemImpl

public C2OptimProblemImpl(RealScalarFunction f,
                          RealVectorFunction g,
                          RntoMatrix H)

Construct an optimization problem with an objective function.

Parameters:

f - the objective function to be minimized

g - the gradient of the objective function

H - the Hessian of the objective function

C2OptimProblemImpl

public C2OptimProblemImpl(RealScalarFunction f,
                          RealVectorFunction g)

Construct an optimization problem with an objective function. This uses a numerical Hessian, if needed.

Parameters:

f - the objective function to be minimized

g - the gradient of the objective function

C2OptimProblemImpl

public C2OptimProblemImpl(RealScalarFunction f)

Construct an optimization problem with an objective function. This uses a numerical gradient and a numerical Hessian, if needed.

Parameters:

f - the objective function to be minimized

C2OptimProblemImpl

public C2OptimProblemImpl(C2OptimProblemImpl that)

Copy Ctor.

Parameters:

that - a C2OptimProblemImpl

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

g

public RealVectorFunction g()

Description copied from interface: C1

Get the gradient function, g, of a real valued function f.

Specified by:

g in interface C1

Returns:

the gradient function

H

public RntoMatrix H()

Description copied from interface: C2

Get the Hessian matrix function, H, of a real valued function f.

Specified by:

H in interface C2

Returns:

the Hessian matrix function