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

Class LinearBoundedConstraint

java.lang.Object

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

org.hipparchus.optim.nonlinear.vector.constrained.LinearBoundedConstraint

All Implemented Interfaces:

MultivariateVectorFunction, Constraint, VectorDifferentiableFunction, OptimizationData

public class LinearBoundedConstraint
extends BoundedConstraint
implements OptimizationData

A set of linear inequality constraints expressed as ub>Ax>lb.

Since:

3.1

Constructor Summary

Constructors

Constructor	Description
LinearBoundedConstraint(double[][] a, double[] lower, double[] upper)	Construct a set of linear inequality constraints from Ax < B
LinearBoundedConstraint(RealMatrix a, RealVector lower, RealVector upper)	Construct a set of linear inequality constraints from Ax < B

Method Summary

Modifier and Type	Method	Description
int	dim()	Returns the dimensionality of the function domain.
RealMatrix	jacobian(RealVector x)	Returns the gradient of this function at (x)
double[]	value(double[] x)	Returns the value of this function at (x)
RealVector	value(RealVector x)	Returns the value of this function at (x)

Methods inherited from class org.hipparchus.optim.nonlinear.vector.constrained.BoundedConstraint

dimY, getLowerBound, getUpperBound, overshoot

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

gradient

Constructor Detail

LinearBoundedConstraint

public LinearBoundedConstraint(RealMatrix a,
                               RealVector lower,
                               RealVector upper)

Construct a set of linear inequality constraints from Ax < B

Parameters:

a - A matrix linear coefficient vectors

lower - lower bound

upper - upper bound

LinearBoundedConstraint

public LinearBoundedConstraint(double[][] a,
                               double[] lower,
                               double[] upper)

Construct a set of linear inequality constraints from Ax < B

Parameters:

a - A matrix linear coefficient vectors

lower - lower bound

upper - upper bound

Method Detail

value

public double[] value(double[] x)

Returns the value of this function at (x)

Specified by:

value in interface MultivariateVectorFunction

Specified by:

value in interface VectorDifferentiableFunction

Parameters:

x - a point to evaluate this function at.

Returns:

the value of this function at (x)

dim

public int dim()

Returns the dimensionality of the function domain. If dim() returns (n) then this function expects an n-vector as its input.

Specified by:

dim in interface VectorDifferentiableFunction

Returns:

the expected dimension of the function's domain

value

public RealVector value(RealVector x)

Returns the value of this function at (x)

Specified by:

value in interface VectorDifferentiableFunction

Parameters:

x - a point to evaluate this function at.

Returns:

the value of this function at (x)

jacobian

public RealMatrix jacobian(RealVector x)

Returns the gradient of this function at (x)

Specified by:

jacobian in interface VectorDifferentiableFunction

Parameters:

x - a point to evaluate this gradient at

Returns:

the gradient of this function at (x)