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

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

All Implemented Interfaces:

Function, RealScalarFunction

Direct Known Subclasses:

AbsoluteError, Courant, Fletcher

public abstract class MultiplierPenalty
extends PenaltyFunction

A multiplier penalty function allows different weights be assigned to the constraints.

See Also:

"Fletcher R. "Section 12.2. Multiplier PenaltyFunction Function," Practical Method of Optimization Vol. 2. Constrained Optimization. Wiley, 1981."

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

MultiplierPenalty(Constraints constraints)
Construct a MultiplierPenalty penalty function from a set of constraints.

MultiplierPenalty(Constraints constraints, double weights)
Construct a MultiplierPenalty penalty function from a set of constraints.

MultiplierPenalty(Constraints constraints, double[] weights)
Construct a MultiplierPenalty penalty function from a set of constraints.

Method Summary

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

Methods inherited from interface com.numericalmethod.suanshu.analysis.function.rn2r1.RealScalarFunction

evaluate

Constructor Detail

MultiplierPenalty

public MultiplierPenalty(Constraints constraints,
                         double[] weights)

Construct a MultiplierPenalty penalty function from a set of constraints.

Parameters:

constraints - a set of constraints

weights - weights assigned to the constraints

MultiplierPenalty

public MultiplierPenalty(Constraints constraints,
                         double weights)

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

Parameters:

constraints - a set of constraints

weights - the same weight assigned to the constraints

MultiplierPenalty

public MultiplierPenalty(Constraints constraints)

Construct a MultiplierPenalty penalty function from a set of constraints. We assign the same default weight, 1.0, to all constraints.

Parameters:

constraints - a set of constraints