Class SQPOption
java.lang.Object
org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
- All Implemented Interfaces:
OptimizationData
Parameter for SQP Algorithm.
- Since:
- 3.1
-
Field Summary
Modifier and TypeFieldDescriptionstatic final double
Default parameter for quadratic line search.static final int
Default convergence criteria.static final double
Default tolerance for convergence and active constraint.static final int
Default max iteration before reset hessian.static final double
Default parameter for evaluation of Armijo condition for descend direction.static final int
Default max iteration admitted for QP subproblem.static final double
Default weight for augmented QP subproblem.static final double
Default max value admitted for additional variable in QP subproblem.static final boolean
Default flag for using BFGS update formula. -
Constructor Summary
-
Method Summary
Modifier and TypeMethodDescriptiondouble
getB()
Get parameter for quadratic line search.int
Get convergence criteria.double
getEps()
Get tolerance for convergence and active constraint evaluation.int
Get max Iteration for the line searchdouble
getMu()
Get parameter for evaluation of Armijo condition for descend direction.int
Get max iteration admitted for QP subproblem evaluation.double
Get weight for augmented QP subproblem.double
Get max value admitted for the solution of the additional variable in QP subproblem.void
setB
(double b) Set parameter for quadratic line search.void
setConvCriteria
(int convCriteria) Set convergence criteria.void
setEps
(double eps) Set tolerance for convergence and active constraint evaluation.void
setMaxLineSearchIteration
(int maxLineSearchIteration) Set max Iteration for the line searchvoid
setMu
(double mu) Set parameter for evaluation of Armijo condition for descend direction.void
setQpMaxLoop
(int qpMaxLoop) Set max iteration admitted for QP subproblem evaluation.void
setRhoCons
(double rhoCons) Set weight for augmented QP subproblem.void
setSigmaMax
(double sigmaMax) Set max value admitted for the solution of the additional variable in QP subproblem.void
setUseFunHessian
(boolean useFunHessian) Enable or Disable using direct the function Hessian.boolean
Check if using direct the function Hessian is enabled or disabled.
-
Field Details
-
DEFAULT_CONV_CRITERIA
public static final int DEFAULT_CONV_CRITERIADefault convergence criteria.- See Also:
-
DEFAULT_EPSILON
public static final double DEFAULT_EPSILONDefault tolerance for convergence and active constraint.- See Also:
-
DEFAULT_RHO
public static final double DEFAULT_RHODefault weight for augmented QP subproblem.- See Also:
-
DEFAULT_SIGMA_MAX
public static final double DEFAULT_SIGMA_MAXDefault max value admitted for additional variable in QP subproblem.- See Also:
-
DEFAULT_QP_MAX_LOOP
public static final int DEFAULT_QP_MAX_LOOPDefault max iteration admitted for QP subproblem.- See Also:
-
DEFAULT_MU
public static final double DEFAULT_MUDefault parameter for evaluation of Armijo condition for descend direction.- See Also:
-
DEFAULT_B
public static final double DEFAULT_BDefault parameter for quadratic line search.- See Also:
-
DEFAULT_USE_FUNCTION_HESSIAN
public static final boolean DEFAULT_USE_FUNCTION_HESSIANDefault flag for using BFGS update formula.- See Also:
-
DEFAULT_MAX_LINE_SEARCH_ITERATION
public static final int DEFAULT_MAX_LINE_SEARCH_ITERATIONDefault max iteration before reset hessian.- See Also:
-
-
Constructor Details
-
SQPOption
public SQPOption()Simple constructor.This constructor uses all defaults values.
-
-
Method Details
-
setConvCriteria
public void setConvCriteria(int convCriteria) Set convergence criteria.- Parameters:
convCriteria
- convergence criteria
-
getConvCriteria
public int getConvCriteria()Get convergence criteria.- Returns:
- convergence criteria
-
setEps
public void setEps(double eps) Set tolerance for convergence and active constraint evaluation.- Parameters:
eps
- tolerance for convergence and active constraint evaluation
-
getEps
public double getEps()Get tolerance for convergence and active constraint evaluation.- Returns:
- tolerance for convergence and active constraint evaluation
-
setRhoCons
public void setRhoCons(double rhoCons) Set weight for augmented QP subproblem.- Parameters:
rhoCons
- weight for augmented QP subproblem
-
getRhoCons
public double getRhoCons()Get weight for augmented QP subproblem.- Returns:
- weight for augmented QP subproblem
-
setSigmaMax
public void setSigmaMax(double sigmaMax) Set max value admitted for the solution of the additional variable in QP subproblem.- Parameters:
sigmaMax
- max value admitted for the solution of the additional variable in QP subproblem
-
getSigmaMax
public double getSigmaMax()Get max value admitted for the solution of the additional variable in QP subproblem.- Returns:
- max value admitted for the solution of the additional variable in QP subproblem
-
setQpMaxLoop
public void setQpMaxLoop(int qpMaxLoop) Set max iteration admitted for QP subproblem evaluation.- Parameters:
qpMaxLoop
- max iteration admitted for QP subproblem evaluation
-
getQpMaxLoop
public int getQpMaxLoop()Get max iteration admitted for QP subproblem evaluation.- Returns:
- max iteration admitted for QP subproblem evaluation
-
setMu
public void setMu(double mu) Set parameter for evaluation of Armijo condition for descend direction.- Parameters:
mu
- parameter for evaluation of Armijo condition for descend direction
-
getMu
public double getMu()Get parameter for evaluation of Armijo condition for descend direction.- Returns:
- parameter for evaluation of Armijo condition for descend direction
-
setB
public void setB(double b) Set parameter for quadratic line search.- Parameters:
b
- parameter for quadratic line search
-
getB
public double getB()Get parameter for quadratic line search.- Returns:
- parameter for quadratic line search
-
setMaxLineSearchIteration
public void setMaxLineSearchIteration(int maxLineSearchIteration) Set max Iteration for the line search- Parameters:
maxLineSearchIteration
- max Iteration for the line search
-
getMaxLineSearchIteration
public int getMaxLineSearchIteration()Get max Iteration for the line search- Returns:
- max Iteration for the line search
-
setUseFunHessian
public void setUseFunHessian(boolean useFunHessian) Enable or Disable using direct the function Hessian.- Parameters:
useFunHessian
- enable or Disable using direct the function Hessian
-
useFunHessian
public boolean useFunHessian()Check if using direct the function Hessian is enabled or disabled.- Returns:
- true if using direct the function Hessian is enabled
-