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

Class AbstractSQPOptimizer

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
Direct Known Subclasses:
SQPOptimizerGM, SQPOptimizerS
public abstract class AbstractSQPOptimizer extends ConstraintOptimizer
Abstract class for Sequential Quadratic Programming solvers
Since:
3.1

  • Constructor Details

    • AbstractSQPOptimizer

      protected AbstractSQPOptimizer()
      Simple constructor.

  • Method Details

    • getSettings

      public SQPOption getSettings()
      Getter for settings.
      Returns:
      settings

    • getObj

      public TwiceDifferentiableFunction getObj()
      Getter for objective function.
      Returns:
      objective function

    • getEqConstraint

      public EqualityConstraint getEqConstraint()
      Getter for equality constraint.
      Returns:
      equality constraint

    • getIqConstraint

      public InequalityConstraint getIqConstraint()
      Getter for inequality constraint.
      Returns:
      inequality constraint

    • optimize

      public LagrangeSolution optimize(OptimizationData... optData)
      Description copied from class: ConstraintOptimizer
      Stores data and performs the optimization.

      The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.

      When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).

      Important note: Subclasses must override BaseOptimizer.parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

      Overrides:
      optimize in class ConstraintOptimizer
      Parameters:
      optData - Optimization data. In addition to those documented in BaseOptimizer, this method will register the following data:
      Returns:
      a point/value pair that satisfies the convergence criteria.

    • parseOptimizationData

      protected void parseOptimizationData(OptimizationData... optData)
      Description copied from class: BaseMultivariateOptimizer
      Scans the list of (required and optional) optimization data that characterize the problem.
      Overrides:
      parseOptimizationData in class BaseMultivariateOptimizer<LagrangeSolution>
      Parameters:
      optData - Optimization data. The following data will be looked for:

    • lagrangianGradX

      protected RealVector lagrangianGradX(RealVector currentGrad, RealMatrix jacobConstraint, RealVector x, RealVector y)
      Compute Lagrangian gradient for variable X
      Parameters:
      currentGrad - current gradient
      jacobConstraint - Jacobian
      x - value of x
      y - value of y
      Returns:
      Lagrangian