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

Class SQPOption

java.lang.Object
org.hipparchus.optim.nonlinear.vector.constrained.SQPOption
All Implemented Interfaces:
OptimizationData
public class SQPOption extends Object implements OptimizationData
Parameter for SQP Algorithm.
Since:
3.1

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final double
    DEFAULT_B
    Default parameter for quadratic line search.
    static final int
    DEFAULT_CONV_CRITERIA
    Default convergence criteria.
    static final double
    DEFAULT_EPSILON
    Default tolerance for convergence and active constraint.
    static final int
    DEFAULT_MAX_LINE_SEARCH_ITERATION
    Default max iteration before reset hessian.
    static final double
    DEFAULT_MU
    Default parameter for evaluation of Armijo condition for descend direction.
    static final int
    DEFAULT_QP_MAX_LOOP
    Default max iteration admitted for QP subproblem.
    static final double
    DEFAULT_RHO
    Default weight for augmented QP subproblem.
    static final double
    DEFAULT_SIGMA_MAX
    Default max value admitted for additional variable in QP subproblem.
    static final boolean
    DEFAULT_USE_FUNCTION_HESSIAN
    Default flag for using BFGS update formula.

  • Constructor Summary

    Constructors
    Constructor
    Description
    SQPOption()
    Simple constructor.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    getB()
    Get parameter for quadratic line search.
    int
    getConvCriteria()
    Get convergence criteria.
    double
    getEps()
    Get tolerance for convergence and active constraint evaluation.
    int
    getMaxLineSearchIteration()
    Get max Iteration for the line search
    double
    getMu()
    Get parameter for evaluation of Armijo condition for descend direction.
    int
    getQpMaxLoop()
    Get max iteration admitted for QP subproblem evaluation.
    double
    getRhoCons()
    Get weight for augmented QP subproblem.
    double
    getSigmaMax()
    Get max value admitted for the solution of the additional variable in QP subproblem.
    void
    setB(double b)
    Set parameter for quadratic line search.
    void
    setConvCriteria(int convCriteria)
    Set convergence criteria.
    void
    setEps(double eps)
    Set tolerance for convergence and active constraint evaluation.
    void
    setMaxLineSearchIteration(int maxLineSearchIteration)
    Set max Iteration for the line search
    void
    setMu(double mu)
    Set parameter for evaluation of Armijo condition for descend direction.
    void
    setQpMaxLoop(int qpMaxLoop)
    Set max iteration admitted for QP subproblem evaluation.
    void
    setRhoCons(double rhoCons)
    Set weight for augmented QP subproblem.
    void
    setSigmaMax(double sigmaMax)
    Set max value admitted for the solution of the additional variable in QP subproblem.
    void
    setUseFunHessian(boolean useFunHessian)
    Enable or Disable using direct the function Hessian.
    boolean
    useFunHessian()
    Check if using direct the function Hessian is enabled or disabled.

    Methods inherited from class java.lang.Object

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

  • Field Details

    • DEFAULT_CONV_CRITERIA

      public static final int DEFAULT_CONV_CRITERIA
      Default convergence criteria.
      See Also:

    • DEFAULT_EPSILON

      public static final double DEFAULT_EPSILON
      Default tolerance for convergence and active constraint.
      See Also:

    • DEFAULT_RHO

      public static final double DEFAULT_RHO
      Default weight for augmented QP subproblem.
      See Also:

    • DEFAULT_SIGMA_MAX

      public static final double DEFAULT_SIGMA_MAX
      Default max value admitted for additional variable in QP subproblem.
      See Also:

    • DEFAULT_QP_MAX_LOOP

      public static final int DEFAULT_QP_MAX_LOOP
      Default max iteration admitted for QP subproblem.
      See Also:

    • DEFAULT_MU

      public static final double DEFAULT_MU
      Default parameter for evaluation of Armijo condition for descend direction.
      See Also:

    • DEFAULT_B

      public static final double DEFAULT_B
      Default parameter for quadratic line search.
      See Also:

    • DEFAULT_USE_FUNCTION_HESSIAN

      public static final boolean DEFAULT_USE_FUNCTION_HESSIAN
      Default flag for using BFGS update formula.
      See Also:

    • DEFAULT_MAX_LINE_SEARCH_ITERATION

      public static final int DEFAULT_MAX_LINE_SEARCH_ITERATION
      Default max iteration before reset hessian.
      See Also:

  • Constructor Details

    • SQPOption

      public SQPOption()
      Simple constructor.

      This constructor uses all defaults values.

  • Method Details

    • setConvCriteria

      public void setConvCriteria(int convCriteria)
      Set convergence criteria.
      Parameters:
      convCriteria - convergence criteria

    • getConvCriteria

      public int getConvCriteria()
      Get convergence criteria.
      Returns:
      convergence criteria

    • setEps

      public void setEps(double eps)
      Set tolerance for convergence and active constraint evaluation.
      Parameters:
      eps - tolerance for convergence and active constraint evaluation

    • getEps

      public double getEps()
      Get tolerance for convergence and active constraint evaluation.
      Returns:
      tolerance for convergence and active constraint evaluation

    • setRhoCons

      public void setRhoCons(double rhoCons)
      Set weight for augmented QP subproblem.
      Parameters:
      rhoCons - weight for augmented QP subproblem

    • getRhoCons

      public double getRhoCons()
      Get weight for augmented QP subproblem.
      Returns:
      weight for augmented QP subproblem

    • setSigmaMax

      public void setSigmaMax(double sigmaMax)
      Set max value admitted for the solution of the additional variable in QP subproblem.
      Parameters:
      sigmaMax - max value admitted for the solution of the additional variable in QP subproblem

    • getSigmaMax

      public double getSigmaMax()
      Get max value admitted for the solution of the additional variable in QP subproblem.
      Returns:
      max value admitted for the solution of the additional variable in QP subproblem

    • setQpMaxLoop

      public void setQpMaxLoop(int qpMaxLoop)
      Set max iteration admitted for QP subproblem evaluation.
      Parameters:
      qpMaxLoop - max iteration admitted for QP subproblem evaluation

    • getQpMaxLoop

      public int getQpMaxLoop()
      Get max iteration admitted for QP subproblem evaluation.
      Returns:
      max iteration admitted for QP subproblem evaluation

    • setMu

      public void setMu(double mu)
      Set parameter for evaluation of Armijo condition for descend direction.
      Parameters:
      mu - parameter for evaluation of Armijo condition for descend direction

    • getMu

      public double getMu()
      Get parameter for evaluation of Armijo condition for descend direction.
      Returns:
      parameter for evaluation of Armijo condition for descend direction

    • setB

      public void setB(double b)
      Set parameter for quadratic line search.
      Parameters:
      b - parameter for quadratic line search

    • getB

      public double getB()
      Get parameter for quadratic line search.
      Returns:
      parameter for quadratic line search

    • setMaxLineSearchIteration

      public void setMaxLineSearchIteration(int maxLineSearchIteration)
      Set max Iteration for the line search
      Parameters:
      maxLineSearchIteration - max Iteration for the line search

    • getMaxLineSearchIteration

      public int getMaxLineSearchIteration()
      Get max Iteration for the line search
      Returns:
      max Iteration for the line search

    • setUseFunHessian

      public void setUseFunHessian(boolean useFunHessian)
      Enable or Disable using direct the function Hessian.
      Parameters:
      useFunHessian - enable or Disable using direct the function Hessian

    • useFunHessian

      public boolean useFunHessian()
      Check if using direct the function Hessian is enabled or disabled.
      Returns:
      true if using direct the function Hessian is enabled