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

Class SQPOption

java.lang.Object

org.hipparchus.optim.nonlinear.vector.constrained.SQPOption

All Implemented Interfaces:

OptimizationData

public class SQPOption
extends Object
implements OptimizationData

Parameter for SQP Algorithm.

Since:

3.1

Field Summary

Fields

Modifier and Type	Field	Description
static final double	DEFAULT_B	Default parameter for quadratic line search.
static final int	DEFAULT_CONV_CRITERIA	Default convergence criteria.
static final double	DEFAULT_EPSILON	Default tolerance for convergence and active constraint.
static final int	DEFAULT_MAX_LINE_SEARCH_ITERATION	Default max iteration before reset hessian.
static final double	DEFAULT_MU	Default parameter for evaluation of Armijo condition for descend direction.
static final int	DEFAULT_QP_MAX_LOOP	Default max iteration admitted for QP subproblem.
static final double	DEFAULT_RHO	Default weight for augmented QP subproblem.
static final double	DEFAULT_SIGMA_MAX	Default max value admitted for additional variable in QP subproblem.
static final boolean	DEFAULT_USE_FUNCTION_HESSIAN	Default flag for using BFGS update formula.

Constructor Summary

Constructors

Constructor	Description
SQPOption()	Simple constructor.

Method Summary

Modifier and Type	Method	Description
double	getB()	Get parameter for quadratic line search.
int	getConvCriteria()	Get convergence criteria.
double	getEps()	Get tolerance for convergence and active constraint evaluation.
int	getMaxLineSearchIteration()	Get max Iteration for the line search
double	getMu()	Get parameter for evaluation of Armijo condition for descend direction.
int	getQpMaxLoop()	Get max iteration admitted for QP subproblem evaluation.
double	getRhoCons()	Get weight for augmented QP subproblem.
double	getSigmaMax()	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 search
void	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	useFunHessian()	Check if using direct the function Hessian is enabled or disabled.

Methods inherited from class java.lang.Object

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

Field Details

DEFAULT_CONV_CRITERIA

public static final int DEFAULT_CONV_CRITERIA

Default convergence criteria.

See Also:

• Constant Field Values

DEFAULT_EPSILON

public static final double DEFAULT_EPSILON

Default tolerance for convergence and active constraint.

See Also:

• Constant Field Values

DEFAULT_RHO

public static final double DEFAULT_RHO

Default weight for augmented QP subproblem.

See Also:

• Constant Field Values

DEFAULT_SIGMA_MAX

public static final double DEFAULT_SIGMA_MAX

Default max value admitted for additional variable in QP subproblem.

See Also:

• Constant Field Values

DEFAULT_QP_MAX_LOOP

public static final int DEFAULT_QP_MAX_LOOP

Default max iteration admitted for QP subproblem.

See Also:

• Constant Field Values

DEFAULT_MU

public static final double DEFAULT_MU

Default parameter for evaluation of Armijo condition for descend direction.

See Also:

• Constant Field Values

DEFAULT_B

public static final double DEFAULT_B

Default parameter for quadratic line search.

See Also:

• Constant Field Values

DEFAULT_USE_FUNCTION_HESSIAN

public static final boolean DEFAULT_USE_FUNCTION_HESSIAN

Default flag for using BFGS update formula.

See Also:

• Constant Field Values

DEFAULT_MAX_LINE_SEARCH_ITERATION

public static final int DEFAULT_MAX_LINE_SEARCH_ITERATION

Default max iteration before reset hessian.

See Also:

• Constant Field Values

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