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Constrained optimization problem

warning

The passed CostFunction and Constraint instances are stored by reference. The user of this class must make sure that they are not destroyed before the Problem instance.

Hierarchy

  • Problem

Index

Constructors

constructor

Properties

Protected _constraint

_constraint: Constraint

Constraint

Protected _costFunction

_costFunction: CostFunction

Unconstrained cost function

Protected _currentValue

_currentValue: Real[]

current value of the local minimum

Protected _functionEvaluation

_functionEvaluation: Integer

number of evaluation of cost function and its gradient

Protected _functionValue

_functionValue: Real

Protected _gradientEvaluation

_gradientEvaluation: Integer

Protected _squaredNorm

_squaredNorm: Real

Methods

constraint

  • Returns Constraint

costFunction

  • Returns CostFunction

currentValue

  • currentValue(): Real[]
  • current value of the local minimum

    Returns Real[]

functionEvaluation

  • number of evaluation of cost function

    Returns Integer

functionValue

  • functionValue(): Real
  • value of cost function

    Returns Real

gradient

  • gradient(grad_f: Real[], x: Real[]): void
  • call cost function gradient computation and increment evaluation counter

    Parameters

    Returns void

gradientEvaluation

  • number of evaluation of cost function gradient

    Returns Integer

gradientNormValue

  • gradientNormValue(): Real
  • value of cost function gradient norm

    Returns Real

reset

  • reset(): void
  • warning

    it does not reset the current minumum to any initial value

    Returns void

setCurrentValue

  • setCurrentValue(currentValue: Real[]): void
  • Parameters

    • currentValue: Real[]

    Returns void

setFunctionValue

  • setFunctionValue(functionValue: Real): void
  • Parameters

    • functionValue: Real

    Returns void

setGradientNormValue

  • setGradientNormValue(squaredNorm: Real): void
  • Parameters

    Returns void

value

  • call cost function computation and increment evaluation counter

    Parameters

    Returns Real

valueAndGradient

  • call cost function computation and it gradient

    Parameters

    Returns Real

values

  • call cost values computation and increment evaluation counter

    Parameters

    Returns Real[]