Package org.hipparchus.optim.nonlinear.vector.constrained

Class BoundedConstraint

java.lang.Object

org.hipparchus.optim.nonlinear.vector.constrained.BoundedConstraint

All Implemented Interfaces:

MultivariateVectorFunction, Constraint, VectorDifferentiableFunction, OptimizationData

Direct Known Subclasses:

EqualityConstraint, InequalityConstraint, LinearBoundedConstraint

public abstract class BoundedConstraint
extends Object
implements Constraint

Constraint with lower and upper bounds: \(l \le f(x) \le u\).

Since:

3.1

Constructor Summary

Constructors

Constructor	Description
BoundedConstraint(RealVector lower, RealVector upper)	Simple constructor.

Method Summary

Modifier and Type	Method	Description
int	dimY()	Returns the dimensionality of the function eval.
RealVector	getLowerBound()	Get Lower Bound for value(x).
RealVector	getUpperBound()	Get Upper Bound for value(x).
double	overshoot(RealVector y)	Check how much a point overshoots the constraint.

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.hipparchus.optim.nonlinear.vector.constrained.VectorDifferentiableFunction

dim, gradient, jacobian, value, value

Constructor Details

BoundedConstraint

public BoundedConstraint(RealVector lower,
 RealVector upper)

Simple constructor.

At least one of the bounds must be non-null.

Parameters:

lower - lower bound (null if no lower bound)

upper - upper bound (null if no upper bound)

Method Details

dimY

public int dimY()

Returns the dimensionality of the function eval.

Specified by:

dimY in interface VectorDifferentiableFunction

Returns:

the expected dimension of the function's eval

getLowerBound

public RealVector getLowerBound()

Get Lower Bound for value(x).

Specified by:

getLowerBound in interface Constraint

Returns:

Lower Bound for value(x)

getUpperBound

public RealVector getUpperBound()

Get Upper Bound for value(x).

Specified by:

getUpperBound in interface Constraint

Returns:

Upper Bound for value(x)

overshoot

public double overshoot(RealVector y)

Check how much a point overshoots the constraint.

The overshoots is zero if the point fulfills the constraint, and positive if the value of the constraint is on the wrong side of lower or upper boundaries.

Specified by:

overshoot in interface Constraint

Parameters:

y - constraint value (y = value(x))

Returns:

L¹-norm of constraint overshoot