SuanShu, a Java numerical and statistical library

Package com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod

Interface Summary
PenaltyMethod.PenaltyFunctionFactory This defines a penalty function when a constrain is violated.
 

Class Summary
AbsoluteError This penalty function sums up the absolute error penalties.
Courant This penalty function sums up the squared error penalties.
Fletcher This penalty function sums up the squared costs penalties.
MultiplierPenalty A multiplier penalty function allows different weights be assigned to the constraints.
PenaltyFunction A function P: Rn -> R is a penalty function for a constrained optimization problem if it has these properties.
PenaltyMethod The penalty method is an algorithm for solving the constrained minimization problem for general constraints.
SumOfPenalties This penalty function sums up the costs from a set of constituent penalty functions.
ZERO This class represents a dummy zero cost (no cost) penalty function.
 


SuanShu, a Java numerical and statistical library

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