Class SQPOption
- java.lang.Object
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- org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
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- All Implemented Interfaces:
OptimizationData
public class SQPOption extends Object implements OptimizationData
Parameter for SQP Algorithm.- Since:
- 3.1
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Field Summary
Fields Modifier and Type Field Description static double
DEFAULT_B
Default parameter for quadratic line search.static int
DEFAULT_CONV_CRITERIA
Default convergence criteria.static double
DEFAULT_EPSILON
Default tolerance for convergence and active constraint.static int
DEFAULT_MAX_LINE_SEARCH_ITERATION
Default max iteration before reset hessian.static double
DEFAULT_MU
Default parameter for evaluation of Armijo condition for descend direction.static int
DEFAULT_QP_MAX_LOOP
Default max iteration admitted for QP subproblem.static double
DEFAULT_RHO
Default weight for augmented QP subproblem.static double
DEFAULT_SIGMA_MAX
Default max value admitted for additional variable in QP subproblem.static boolean
DEFAULT_USE_FUNCTION_HESSIAN
Default flag for using BFGS update formula.
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Constructor Summary
Constructors Constructor Description SQPOption()
Simple constructor.
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Method Summary
All Methods Instance Methods Concrete Methods 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 searchdouble
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 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
useFunHessian()
Check if using direct the function Hessian is enabled or disabled.
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Field Detail
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DEFAULT_CONV_CRITERIA
public static final int DEFAULT_CONV_CRITERIA
Default convergence criteria.- See Also:
- Constant Field Values
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DEFAULT_EPSILON
public static final double DEFAULT_EPSILON
Default tolerance for convergence and active constraint.- See Also:
- Constant Field Values
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DEFAULT_RHO
public static final double DEFAULT_RHO
Default weight for augmented QP subproblem.- See Also:
- Constant Field Values
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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
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DEFAULT_QP_MAX_LOOP
public static final int DEFAULT_QP_MAX_LOOP
Default max iteration admitted for QP subproblem.- See Also:
- Constant Field Values
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DEFAULT_MU
public static final double DEFAULT_MU
Default parameter for evaluation of Armijo condition for descend direction.- See Also:
- Constant Field Values
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DEFAULT_B
public static final double DEFAULT_B
Default parameter for quadratic line search.- See Also:
- Constant Field Values
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DEFAULT_USE_FUNCTION_HESSIAN
public static final boolean DEFAULT_USE_FUNCTION_HESSIAN
Default flag for using BFGS update formula.- See Also:
- Constant Field Values
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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
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Method Detail
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setConvCriteria
public void setConvCriteria(int convCriteria)
Set convergence criteria.- Parameters:
convCriteria
- convergence criteria
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getConvCriteria
public int getConvCriteria()
Get convergence criteria.- Returns:
- convergence criteria
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setEps
public void setEps(double eps)
Set tolerance for convergence and active constraint evaluation.- Parameters:
eps
- tolerance for convergence and active constraint evaluation
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getEps
public double getEps()
Get tolerance for convergence and active constraint evaluation.- Returns:
- tolerance for convergence and active constraint evaluation
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setRhoCons
public void setRhoCons(double rhoCons)
Set weight for augmented QP subproblem.- Parameters:
rhoCons
- weight for augmented QP subproblem
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getRhoCons
public double getRhoCons()
Get weight for augmented QP subproblem.- Returns:
- weight for augmented QP subproblem
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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
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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
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setQpMaxLoop
public void setQpMaxLoop(int qpMaxLoop)
Set max iteration admitted for QP subproblem evaluation.- Parameters:
qpMaxLoop
- max iteration admitted for QP subproblem evaluation
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getQpMaxLoop
public int getQpMaxLoop()
Get max iteration admitted for QP subproblem evaluation.- Returns:
- max iteration admitted for QP subproblem evaluation
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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
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getMu
public double getMu()
Get parameter for evaluation of Armijo condition for descend direction.- Returns:
- parameter for evaluation of Armijo condition for descend direction
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setB
public void setB(double b)
Set parameter for quadratic line search.- Parameters:
b
- parameter for quadratic line search
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getB
public double getB()
Get parameter for quadratic line search.- Returns:
- parameter for quadratic line search
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setMaxLineSearchIteration
public void setMaxLineSearchIteration(int maxLineSearchIteration)
Set max Iteration for the line search- Parameters:
maxLineSearchIteration
- max Iteration for the line search
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getMaxLineSearchIteration
public int getMaxLineSearchIteration()
Get max Iteration for the line search- Returns:
- max Iteration for the line search
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setUseFunHessian
public void setUseFunHessian(boolean useFunHessian)
Enable or Disable using direct the function Hessian.- Parameters:
useFunHessian
- enable or Disable using direct the function Hessian
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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
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