Class SQPOptimizerGM
java.lang.Object
org.hipparchus.optim.BaseOptimizer<P>
org.hipparchus.optim.BaseMultivariateOptimizer<LagrangeSolution>
org.hipparchus.optim.nonlinear.vector.constrained.ConstraintOptimizer
org.hipparchus.optim.nonlinear.vector.constrained.AbstractSQPOptimizer
org.hipparchus.optim.nonlinear.vector.constrained.SQPOptimizerGM
Sequential Quadratic Programming Optimizer.
min f(x)
q(x)=b1
h(x)>=b2
Algorithm based on paper:"Some Theoretical properties of an augmented lagrangian merit function (Gill,Murray,Sauders,Wriht,April 1986)"
min f(x)
q(x)=b1
h(x)>=b2
Algorithm based on paper:"Some Theoretical properties of an augmented lagrangian merit function (Gill,Murray,Sauders,Wriht,April 1986)"
- Since:
- 3.1
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Field Summary
Fields inherited from class org.hipparchus.optim.BaseOptimizer
evaluations, iterations
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Constructor Summary
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Method Summary
Modifier and TypeMethodDescriptionPerforms the bulk of the optimization algorithm.Methods inherited from class org.hipparchus.optim.nonlinear.vector.constrained.AbstractSQPOptimizer
getEqConstraint, getIqConstraint, getObj, getSettings, lagrangianGradX, optimize, parseOptimizationData
Methods inherited from class org.hipparchus.optim.BaseMultivariateOptimizer
getLowerBound, getStartPoint, getUpperBound
Methods inherited from class org.hipparchus.optim.BaseOptimizer
getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize
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Constructor Details
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SQPOptimizerGM
public SQPOptimizerGM()
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Method Details
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doOptimize
Performs the bulk of the optimization algorithm.- Specified by:
doOptimize
in classBaseOptimizer<LagrangeSolution>
- Returns:
- the point/value pair giving the optimal value of the objective function.
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