fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers

Class BarrierMethod

java.lang.Object

fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.OptimizationRequestHandler

fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.BarrierMethod

public class BarrierMethod
extends OptimizationRequestHandler

Barrier method.

Since:

4.6

Author:

alberto trivellato (alberto.trivellato@gmail.com)

See Also:

"S.Boyd and L.Vandenberghe, Convex Optimization, p. 568"

Field Summary

Fields inherited from class fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.OptimizationRequestHandler

dim, MAX_ITERATIONS, meq, mieq, request, response, SCALAR, successor

Constructor Summary

Constructors

Constructor and Description
BarrierMethod(BarrierFunction barrierF) Constructor used to set the barrier function

Method Summary

Modifier and Type	Method and Description
protected BarrierFunction	getBarrierFunction() Get the barrier function
protected RealVector	getFi(RealVector x) Use the barrier function instead.
protected RealMatrix	getGradFi(RealVector x) Use the barrier function instead.
RealMatrix[]	getHessFi(RealVector x) Use the barrier function instead.
int	optimize() Optimizer

Methods inherited from class fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.OptimizationRequestHandler

checkCustomExitConditions, findEqFeasiblePoint, findEqFeasiblePoint2, forwardOptimizationRequest, getA, getAlpha, getAT, getB, getBeta, getDim, getF0, getF0, getFi, getGradF0, getHessF0, getInitialLagrangian, getInitialPoint, getInteriorPointMethod, getMaxIteration, getMeq, getMieq, getMu, getNotFeasibleInitialPoint, getOptimizationRequest, getOptimizationResponse, getTolerance, getToleranceFeas, getToleranceInnerStep, getToleranceKKT, isCheckKKTSolutionAccuracy, isCheckProgressConditions, isInDomainF0, rPri, setOptimizationRequest, setOptimizationResponse

Methods inherited from class java.lang.Object

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

Constructor Detail

BarrierMethod

public BarrierMethod(BarrierFunction barrierF)

Constructor used to set the barrier function

Parameters:

barrierF - barrier function

Method Detail

optimize

public int optimize()
             throws PatriusException

Optimizer

Overrides:

optimize in class OptimizationRequestHandler

Returns:

retCode

Throws:

PatriusException - if an error occurs

getFi

protected RealVector getFi(RealVector x)

Use the barrier function instead.

Overrides:

getFi in class OptimizationRequestHandler

Parameters:

x - values X

Returns:

inequality function

getGradFi

protected RealMatrix getGradFi(RealVector x)

Use the barrier function instead.

Overrides:

getGradFi in class OptimizationRequestHandler

Parameters:

x - gradients X

Returns:

inequality function

getHessFi

public RealMatrix[] getHessFi(RealVector x)

Use the barrier function instead.

Overrides:

getHessFi in class OptimizationRequestHandler

Parameters:

x - hessians X

Returns:

inequality function

getBarrierFunction

protected BarrierFunction getBarrierFunction()

Get the barrier function

Returns:

barrier function