com.numericalmethod.suanshu.optimization.constrained.general
Class ConstrainedProblem

java.lang.Object
  com.numericalmethod.suanshu.optimization.unconstrained.UnconstrainedProblem
      com.numericalmethod.suanshu.optimization.constrained.general.ConstrainedProblem

Direct Known Subclasses:

IntegerConstrainedProblem

public class ConstrainedProblem
extends UnconstrainedProblem

This class defines a constrained optimization problem in this form.

 minimize f(x)
    x
 s.t.,
 hi(x) = 0
 gi(x) ≤ 0
 

See Also:

"Edwin K. P. Chong, Stanislaw H. Zak. "Chapter 20. Problems with Inequality Constraints," An Introduction to Optimization. Wiley-Interscience. 2001."

Field Summary

EqualityConstraints	equalities the equality constraints hi(x) = 0
InequalityConstraints	inequalities the inequality constraints gi(x) ≤ 0

Fields inherited from class com.numericalmethod.suanshu.optimization.unconstrained.UnconstrainedProblem

f

Constructor Summary

ConstrainedProblem(RealScalarFunction f, EqualityConstraints equalities, InequalityConstraints inequalities)
Construct a constrained optimization problem.

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

equalities

public final EqualityConstraints equalities

the equality constraints

 hi(x) = 0
 

inequalities

public final InequalityConstraints inequalities

the inequality constraints

 gi(x) ≤ 0
 

Constructor Detail

ConstrainedProblem

public ConstrainedProblem(RealScalarFunction f,
                          EqualityConstraints equalities,
                          InequalityConstraints inequalities)

Construct a constrained optimization problem.

Parameters:

f - the objective function to be minimized

equalities - the set of equality constraints; if the set is empty, use null.

inequalities - the set of inequality constraints; if the set is empty, use null.