Package org.hipparchus.optim.nonlinear.vector.constrained

Class SQPOptimizerS

java.lang.Object

org.hipparchus.optim.BaseOptimizer<LagrangeSolution>

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.SQPOptimizerS

public class SQPOptimizerS
extends AbstractSQPOptimizer

Sequential Quadratic Programming Optimizer.
min f(x)
q(x)=b1
h(x)>=b2
Algorithm based on paper:"On the convergence of a sequential quadratic programming method(Klaus Shittkowki,January 1982)"

Since:

3.1

Field Summary

Fields inherited from class org.hipparchus.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

Constructors

Constructor	Description
SQPOptimizerS()

Method Summary

Modifier and Type	Method	Description
LagrangeSolution	doOptimize()	Performs 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

Methods inherited from class java.lang.Object

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

Constructor Details

SQPOptimizerS

public SQPOptimizerS()

Method Details

doOptimize

public LagrangeSolution doOptimize()

Performs the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseOptimizer<LagrangeSolution>

Returns:

the point/value pair giving the optimal value of the objective function.