com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod
Class AbsoluteError

java.lang.Object
  com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.PenaltyFunction
      com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.MultiplierPenalty
          com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.AbsoluteError

All Implemented Interfaces:

Function, RealScalarFunction

public class AbsoluteError
extends MultiplierPenalty

This penalty function sums up the absolute error penalties. It applies to equality constrained problems.

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Field Summary

Fields inherited from class com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.PenaltyFunction

dimensionality

Constructor Summary

AbsoluteError(EqualityConstraints constraints)
Construct an AbsoluteError penalty function from a set of equality constraints.

AbsoluteError(EqualityConstraints constraints, double weights)
Construct an AbsoluteError penalty function from a set of equality constraints.

AbsoluteError(EqualityConstraints constraints, double[] weights)
Construct an AbsoluteError penalty function from a set of equality constraints.

Method Summary

double

evaluate(double... x) A real function, f, takes a double array double[], {x0, x1, ..., xn} and maps it to a double, f(x0, x1, ..., xn)

Methods inherited from class com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.PenaltyFunction

dimension4Domain, dimension4Range

Methods inherited from class java.lang.Object

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

Constructor Detail

AbsoluteError

public AbsoluteError(EqualityConstraints constraints,
                     double[] weights)

Construct an AbsoluteError penalty function from a set of equality constraints.

Parameters:

constraints - a set of equality constraints

weights - weights assigned to the constraints

AbsoluteError

public AbsoluteError(EqualityConstraints constraints,
                     double weights)

Construct an AbsoluteError penalty function from a set of equality constraints. We assign the same weight to all constraints.

Parameters:

constraints - a set of equality constraints

weights - the same weight assigned to the constraints

AbsoluteError

public AbsoluteError(EqualityConstraints constraints)

Construct an AbsoluteError penalty function from a set of equality constraints. We assign the same default weight to all constraints.

Parameters:

constraints - a set of equality constraints

Method Detail

evaluate

public double evaluate(double... x)

Description copied from interface: RealScalarFunction

A real function, f, takes a double array double[],

{x0, x1, ..., xn}

and maps it to a double,

f(x0, x1, ..., xn)

Parameters:

x - {x} = {x0, x1, ... xn}

Returns:

f({x}) as output