Package org.hipparchus.optim.nonlinear.vector.constrained
This package provides algorithms that minimize the residuals
between observations and model values.
The
Algorithms in this category need access to a problem (represented by a
The problem can be created progressively using a
least-squares optimizers
minimize the distance (called
cost or χ2) between model and
observations.
Algorithms in this category need access to a problem (represented by a
LeastSquaresProblem
).
Such a model predicts a set of values which the algorithm tries to match
with a set of given set of observed values.
The problem can be created progressively using a
builder
or it can
be created at once using a factory
.- Since:
- 3.1
-
Interface Summary Interface Description Constraint Generic constraint.KarushKuhnTuckerSolver<T> Karush–Kuhn–Tucker Solver.VectorDifferentiableFunction A MultivariateFunction that also has a defined gradient and Hessian. -
Class Summary Class Description AbstractSQPOptimizer Abstract class for Sequential Quadratic Programming solversADMMQPConvergenceChecker Convergence Checker for ADMM QP Optimizer.ADMMQPKKT Alternative Direction Method of Multipliers Solver.ADMMQPModifiedRuizEquilibrium TBD.ADMMQPOptimizer Alternating Direction Method of Multipliers Quadratic Programming Optimizer. \[ min \frac{1}{2} X^T Q X + G X a\\ A X = B_1\\ B X \ge B_2\\ l_b \le C X \le u_b \] Algorithm based on paper:"An Operator Splitting Solver for Quadratic Programs(Bartolomeo Stellato, Goran Banjac, Paul Goulart, Alberto Bemporad, Stephen Boyd,February 13 2020)"ADMMQPOption Container forADMMQPOptimizer
settings.ADMMQPSolution Internal Solution for ADMM QP Optimizer.BoundedConstraint Constraint with lower and upper bounds: \(l \le f(x) \le u\).ConstraintOptimizer Abstract Constraint Optimizer.EqualityConstraint Equality Constraint.InequalityConstraint Inequality Constraint with lower bound only: \(l \le f(x)\).LagrangeSolution Container for Lagrange t-uple.LinearBoundedConstraint A set of linear inequality constraints expressed as ub>Ax>lb.LinearEqualityConstraint A set of linear equality constraints given as Ax = b.LinearInequalityConstraint Set of linear inequality constraints expressed as \( A x \gt B\).QPOptimizer Quadratic programming Optimizater.QuadraticFunction Given P, Q, d, implements \(\frac{1}{2}x^T P X + Q^T x + d\).SQPOptimizerGM Sequential Quadratic Programming Optimizer.SQPOptimizerS Sequential Quadratic Programming Optimizer.SQPOption Parameter for SQP Algorithm.TwiceDifferentiableFunction A MultivariateFunction that also has a defined gradient and Hessian.