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

Class SQPOptimizerGM

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.SQPOptimizerGM

public class SQPOptimizerGM
extends AbstractSQPOptimizer

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)"

Since:

3.1

Field Summary

Fields inherited from class org.hipparchus.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

Constructors

Constructor	Description
SQPOptimizerGM()

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

SQPOptimizerGM

public SQPOptimizerGM()

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.